Financial risk management models in the formation of the investment portfolio

Tursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunxodjayeva, Shirin

Иқтисодий тараққиёт ва таҳлил · 2023-yil

Annotatsiya

The article analyzes the evolution of financial risk management models in the formation of an investment portfolio. The theory of G. Markowitz, one of the founders of modern portfolio theory, and its main ideas are studied. The scientist who improved the scientific work of Markowitz is the theory of his student W. Sharp, this article discusses this theory and the main differences between them. The “arbitrage pricing theory (APT)” by S. Ross, who made a significant contribution to the portfolio theory, was studied, its differences from other models were analyzed. Nedosekin and Zaichenko, who developed the following portfolio theory, developed “Analysis of a Fuzzy Portfolio Optimization Model”, which is discussed in this article. Models of investment portfolio optimization, their advantages and disadvantages, as well as differences are also compared.

Maqola ma’lumotlari
MualliflarTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunxodjayeva, Shirin
JurnalИқтисодий тараққиёт ва таҳлил
NashriyotЎзбекистон иқтисодиётини ривожлантиришнинг илмий-тадқиқот маркази
ISSN2992-877X
Nashr sanasi2023-06-27
Jild1
Son2
Betlar60-65
TilIngliz
Ilmiy sohaIqtisodiyot
Indeksga qo‘shilgan2026-08-27

Maqolaning asl sahifasi

Kalit so‘zlar

инвестиционный портфель, финансовые риски, портфельная теория, арбитражные цены, модель неопределенного множества, коэффициент бета, investment portfolio, financial risks, portfolio theory, Arbitrage prices, Fuzzy Portfolio, beta coefficient, investitsiya portfeli, moliyaviy risklar, portfel nazariyasi, Arbitraj narxlar, Noaniq toʻplami modeli, beta koeffitsienti

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APATursunkhodjayeva, Shirin, Турсунходжаева, Ширин, & Tursunxodjayeva, Shirin (2023). FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO. Иқтисодий тараққиёт ва таҳлил, 1(2), 60-65. https://sci-p.uz/index.php/eitt/article/view/47
GOST (OAK)Tursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunxodjayeva, Shirin FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO // Иқтисодий тараққиёт ва таҳлил. – 2023. – T. 1, № 2. – P. 60-65.
MLATursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunxodjayeva, Shirin. “FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO.” Иқтисодий тараққиёт ва таҳлил, 1(2), 60-65, 2023. https://sci-p.uz/index.php/eitt/article/view/47
ChicagoTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunxodjayeva, Shirin. “FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO.” Иқтисодий тараққиёт ва таҳлил, 1(2), 60-65 (2023). https://sci-p.uz/index.php/eitt/article/view/47
HarvardTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunxodjayeva, Shirin (2023) ‘FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO’, Иқтисодий тараққиёт ва таҳлил, 1(2), 60-65. https://sci-p.uz/index.php/eitt/article/view/47
BibTeX
@article{tursunkhodjayevashirin2023,
  title = {FINANCIAL RISK MANAGEMENT MODELS IN THE FORMATION OF THE INVESTMENT PORTFOLIO},
  author = {Tursunkhodjayeva, Shirin and Турсунходжаева, Ширин and Tursunxodjayeva, Shirin},
  journal = {Иқтисодий тараққиёт ва таҳлил},
  year = {2023},
  volume = {1},
  number = {2},
  pages = {60-65},
  url = {https://sci-p.uz/index.php/eitt/article/view/47}
}

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