Abstrak
Ushbu maqola kapital aktivlarni baholash modeli (CAPM) asosida investitsiya portfelini
daromadliligini baholashni o‘rganilgan. Investitsiya portfeli shakllantirishning eng muhim jihati aktivning bozor
riski va undan kutilayotgan daromad hisoblanadi. Investorlar qimmatli qog’ozlardan iborat portfel
shakllantirayotganda riskni qanchalik qabul qilishiga qarab daromadli portfel shakllantirishi mumkin. Maqolada
investorlar va tadqiqotchilar uchun aktivlarni riskini hisoblash asosida qanday qilib qilib portfel shakllantirish
mumkinligi haqida amaliy ko‘nikmalar va tavsiyalar ishlab chiqilgan
Bibliografik manbalar
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B.Y.Qu, Q. Zhou, J.M. Xiao, J.J. Liang and P. N. Suganthan (2017) “Large-Scale Portfolio Optimization Using Multiobjective Evolutionary Algorithms and Preselection Methods”, Mathematical Problems in Engineering,
Robert C. Merton (1977), “On the pricing of contingent claims and the Modigliani-Miller theorem”, Journal of Financial Economics, Volume 5, Issue 2, Pages 241-249
J. Tobin (1958), “Liquidity Preference as Behavior Towards Risk”, The Review of Economic Studies, Volume 25, Issue 2, Pages 65–86
John Lintner (1965), “The Valuation of Risk Assets and the Selection of Risky Investment in Stock Portfolios and Capital Budgets”, The Review of Economics and statistics, Vol 47, No. 1. pp. 13-37
Michael C. Jenson (1967), “Problems In Selection Of Security Portfolios”, The Journal of Finance, Volume 23, Issue 2, pp 389-416
Jack L. Treynor (1962), “Toward A Theory Of Market Value Of Risky Assets”, Treynor on Institutional Investing Chapter 6, Pages 49-59.
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