Using the sortino coefficient in the assessment of financial risks of an investment portfolio

Tursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunхodjayeva, Shirin

Иқтисодий тараққиёт ва таҳлил · 2024-yil

Annotatsiya

In this article, 5 real sector enterprises operating in Uzbekistan were taken as the object of research, i.e. “Kvarts” JSC (KVTS), “Kizilqumsement” JSC (QZSM), “Kokon Mechanical Plant”JSC (KUMZ), “Uzbekistan Metallurgical Combine” JSC (UZMK), “Almalik Mine-Metallurgical Combine” JSC (AGMK) were obtained. During the analysis, the activity of joint stock companies in the stock market and stock index data from 2017 to 2024 were taken. In order to avoid reducing the level of accuracy of the research due to sudden changes during the pandemic, the research period was divided into pre-pandemic, pandemic, and post-pandemic periods. The Sortino coefficient was used to assess the financial risks of the investment portfolio, and the advantages and disadvantages of using this coefficient were analyzed.

Maqola ma’lumotlari
MualliflarTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunхodjayeva, Shirin
JurnalИқтисодий тараққиёт ва таҳлил
NashriyotЎзбекистон иқтисодиётини ривожлантиришнинг илмий-тадқиқот маркази
ISSN2992-877X
Nashr sanasi2024-08-30
Jild2
Son8
Betlar148-153
TilIngliz
Ilmiy sohaIqtisodiyot
DOI10.60078/2992-877x-2024-vol2-iss8-pp148-153
Indeksga qo‘shilgan2026-08-27

DOI: 10.60078/2992-877x-2024-vol2-iss8-pp148-153 · Maqolaning asl sahifasi

Kalit so‘zlar

доходность акций, финансовый риск, инвестиционный портфель, коэффициент Сортино, stock return, financial risk, investment portfolio, Sortino coefficient, aksiya daromadliligi, moliyaviy risk, investitsiya portfeli, Sortino koeffitsiyenti

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APATursunkhodjayeva, Shirin, Турсунходжаева, Ширин, & Tursunхodjayeva, Shirin (2024). USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO. Иқтисодий тараққиёт ва таҳлил, 2(8), 148-153. https://doi.org/10.60078/2992-877x-2024-vol2-iss8-pp148-153
GOST (OAK)Tursunkhodjayeva, Shirin, Турсунходжаева, Ширин, Tursunхodjayeva, Shirin USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO // Иқтисодий тараққиёт ва таҳлил. – 2024. – T. 2, № 8. – P. 148-153. – DOI: 10.60078/2992-877x-2024-vol2-iss8-pp148-153.
MLATursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunхodjayeva, Shirin. “USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO.” Иқтисодий тараққиёт ва таҳлил, 2(8), 148-153, 2024. https://doi.org/10.60078/2992-877x-2024-vol2-iss8-pp148-153
ChicagoTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunхodjayeva, Shirin. “USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO.” Иқтисодий тараққиёт ва таҳлил, 2(8), 148-153 (2024). https://doi.org/10.60078/2992-877x-2024-vol2-iss8-pp148-153
HarvardTursunkhodjayeva, Shirin, Турсунходжаева, Ширин, and Tursunхodjayeva, Shirin (2024) ‘USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO’, Иқтисодий тараққиёт ва таҳлил, 2(8), 148-153. https://doi.org/10.60078/2992-877x-2024-vol2-iss8-pp148-153
BibTeX
@article{tursunkhodjayevashirin2024,
  title = {USING THE SORTINO COEFFICIENT IN THE ASSESSMENT OF FINANCIAL RISKS OF AN INVESTMENT PORTFOLIO},
  author = {Tursunkhodjayeva, Shirin and Турсунходжаева, Ширин and Tursunхodjayeva, Shirin},
  journal = {Иқтисодий тараққиёт ва таҳлил},
  year = {2024},
  volume = {2},
  number = {8},
  pages = {148-153},
  doi = {10.60078/2992-877x-2024-vol2-iss8-pp148-153},
  url = {https://doi.org/10.60078/2992-877x-2024-vol2-iss8-pp148-153}
}

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