When assessing the risk of a portfolio using the Markowitz optimal portfolio formation model, it was found that a high level of risk makes stocks less attractive for investment. To minimize the risk of the portfolio, the Markowitz model is modified taking into account risk factors. In the article, using a modified Markowitz model, by means of covariance analysis and optimization of stock shares using the EXCEL office program and available open data, a portfolio with minimal risk was created and the results were described.
| Mualliflar | Mirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, Зокиржонов, Муҳаммадсодиқ |
|---|---|
| Jurnal | Иқтисодий тараққиёт ва таҳлил |
| Nashr sanasi | 2023-05-31 |
| Jild | 1 |
| Son | 1 |
| Betlar | 153-160 |
| Til | O‘zbek |
модель эффективного портфеля Марковица, усовершенствованная модель Марковица, ковариация, оптимизация распределения запасов, риск, дисперсия, диверсификация, markovitz efficient portfolio model, improved Markovitz model, covariance, stock allocation optimization, risk, variance, diversification, марковиц самарали портфел модели, такомиллаштирилган Марковиц модели, ковариация, акциялар улушини оптималлаштириш, риск, дисперсия, диверсификация
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