KAPITAL AKTIVLARNI BAHOLASH MODELI (CAPM) ASOSIDA INVESTITSIYA PORTFELINING DAROMADLILIGINI BAHOLASH
PDF

Kalit so‘zlar

Investitsiya portfeli
qimmatli qog’ozlar
portfel riski
riskni baholovchi ko‘rsatgichlar
portfeldan kutilayotgan daromad
portfel betas
risksiz stavka
Kapital aktivlarni baholash modeli(CAPM)

Qanday qilib iqtibos keltirish mumkin

Sindarov, F. (2024). KAPITAL AKTIVLARNI BAHOLASH MODELI (CAPM) ASOSIDA INVESTITSIYA PORTFELINING DAROMADLILIGINI BAHOLASH. Iqtisodiyot Va taʼlim, 25(1), 35–41. Retrieved from https://cedr.tsue.uz/index.php/journal/article/view/1417

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

PDF

Bibliografik manbalar

Markowitz H.M. (1959). “Portfolio Selection: Efficient Diversification of Investments”. New York: John Wiley & Sons.

Modigliani F, Miller M (1958), “The Cost of Capital, Corporation Finance, and the Theory of Investment.” American Economic Review 48 (June): 261–297

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.

Creative Commons License

This work is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.

Copyright (c) 2024 Iqtisodiyot va taʼlim