Share portfolio formation with minimum risk based on improved markowitz models

Mirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, Зокиржонов, Муҳаммадсодиқ

Иқтисодий тараққиёт ва таҳлил · 2023-yil

Annotatsiya

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.

Maqola ma’lumotlari
MualliflarMirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, Зокиржонов, Муҳаммадсодиқ
JurnalИқтисодий тараққиёт ва таҳлил
NashriyotЎзбекистон иқтисодиётини ривожлантиришнинг илмий-тадқиқот маркази
ISSN2992-877X
Nashr sanasi2023-05-31
Jild1
Son1
Betlar153-160
TilIngliz
Ilmiy sohaIqtisodiyot
Indeksga qo‘shilgan2026-08-27

Maqolaning asl sahifasi

Kalit so‘zlar

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

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APAMirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, & Зокиржонов, Муҳаммадсодиқ (2023). SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS. Иқтисодий тараққиёт ва таҳлил, 1(1), 153-160. https://sci-p.uz/index.php/eitt/article/view/23
GOST (OAK)Mirzayeva, Fotima va b. SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS // Иқтисодий тараққиёт ва таҳлил. – 2023. – T. 1, № 1. – P. 153-160.
MLAMirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, and Зокиржонов, Муҳаммадсодиқ. “SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS.” Иқтисодий тараққиёт ва таҳлил, 1(1), 153-160, 2023. https://sci-p.uz/index.php/eitt/article/view/23
ChicagoMirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, and Зокиржонов, Муҳаммадсодиқ. “SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS.” Иқтисодий тараққиёт ва таҳлил, 1(1), 153-160 (2023). https://sci-p.uz/index.php/eitt/article/view/23
HarvardMirzayeva, Fotima, Zokirzhonov, Mukhammadsodik, Мирзаева, Фотима, Зокиржонов, Мухаммадсодик, Мирзаева, Фотима, and Зокиржонов, Муҳаммадсодиқ (2023) ‘SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS’, Иқтисодий тараққиёт ва таҳлил, 1(1), 153-160. https://sci-p.uz/index.php/eitt/article/view/23
BibTeX
@article{mirzayevafotima2023,
  title = {SHARE PORTFOLIO FORMATION WITH MINIMUM RISK BASED ON IMPROVED MARKOWITZ MODELS},
  author = {Mirzayeva, Fotima and Zokirzhonov, Mukhammadsodik and Мирзаева, Фотима and Зокиржонов, Мухаммадсодик and Мирзаева, Фотима and Зокиржонов, Муҳаммадсодиқ},
  journal = {Иқтисодий тараққиёт ва таҳлил},
  year = {2023},
  volume = {1},
  number = {1},
  pages = {153-160},
  url = {https://sci-p.uz/index.php/eitt/article/view/23}
}

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