This article analyzes models for forming an optimal investment portfolio, specifically Markowitz's optimal portfolio theory and the CAPM (Capital Asset Pricing Model). In the analysis section, a portfolio was constructed and examined based on data from 15 joint-stock companies operating in Uzbekistan, using stock price data from the last five years. Additionally, insights from various economists such as William Sharpe, Kan, and Zhou are presented. The beta coefficient between the UCI market index and the expected return of the portfolio was calculated, and the expected return of the portfolio, as well as the efficient frontier, was determined using CAPM. The article concludes with general findings and recommendations.
| Mualliflar | Haydarov , Humoyun, Хайдаров , Хумоюн, Haydarov , Humoyun |
|---|---|
| Jurnal | Илғор иқтисодиёт ва педагогик технологиялар |
| Nashr sanasi | 2025-03-13 |
| Jild | 2 |
| Son | 2 |
| Betlar | 3-15 |
| Til | O‘zbek |
| DOI | 10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
DOI: 10.60078/3060-4842-2025-vol2-iss2-pp3-15 · Maqolaning asl sahifasi
CAPM (Capital Asset Pricing Model), efficient portfolio frontier, Sharpe ratio, beta coefficient, UCI index, portfolio beta coefficient, risk-free interest rate, modern portfolio theory, CAPM (модель оценки капитальных активов), эффективная граница портфеля, коэффициент Шарпа, бета-коэффициент, индекс UCI, бета-коэффициент портфеля, безрисковая процентная ставка, современная теория портфеля, CAPM (kapital aktivlarini baholash modeli), samarali portfel chegarasi, sharp koeffitsiyenti, beta koeffitsiyenti, UCI indeksi, portfel beta koeffitsiyenti, risksiz foiz stavkasi, zamonaviy portfel nazariyasi
The article analyzes the specific features of calculating the value added tax base, some complexities and problems in its determination, and focuses on the issues of improving the formation of the tax base. In addition…
This article discusses strategies for the development of financial services in commercial banks in order to increase their competitiveness, efficiency and value proposition. In an era characterized by global…
This article examines the effectiveness of specific innovation mechanisms in terms of key indicators of tourism enterprise performance, and examines the latest innovation mechanisms being implemented in the world to…
This article examines the issues of improving the methodology of financing innovative projects through venture funds. Based on the experience of the United States and Western European countries, the main mechanisms of…
The article is devoted to the increasing importance of direct taxes, such as personal income tax in Uzbekistan, and the opinions of scientists are presented within the framework of the study. It also discusses the need…
This article develops a conceptual centralized model of the mechanism for ensuring the competitiveness of tourist complexes, and as a result of the systemic changes carried out, competition for financing from the state…
This article describes the basics of developing creative competencies of students in the process of independent learning. The content of the concept of "competence", competence and their components, the level of…
In this article, the author discusses the ongoing work to develop the communicative competence of future specialists, given the results about the study of the role of communicative competence in the professional…
This article focuses on expanding international cooperation in tourism and integrating language skills and technology into education. Suggestions and recommendations were made on the possibility of training high-quality…
The knowledge economy is reshaping how we think about work, education, and personal development. Unlike traditional economies driven by physical labor and raw materials, the knowledge economy thrives on intellectual…
Илғор иқтисодиёт ва педагогик технологиялар — barcha maqolalar