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 |
| Nashriyot | Тошкент давлат иқтисодиёт университети ҳузуридаги «Ўзбекистон иқтисодиётини ривожлантиришнинг илмий асослари ва муаммолари» илмий-тадқиқот маркази |
| ISSN | 1994-2025 |
| Nashr sanasi | 2025-03-13 |
| Jild | 2 |
| Son | 2 |
| Betlar | 3-15 |
| Til | Ingliz |
| Ilmiy soha | Iqtisodiyot |
| DOI | 10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
| Indeksga qo‘shilgan | 2026-08-26 |
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
| APA | Haydarov , Humoyun, Хайдаров , Хумоюн, & Haydarov , Humoyun (2025). MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO. Илғор иқтисодиёт ва педагогик технологиялар, 2(2), 3-15. https://doi.org/10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
|---|---|
| GOST (OAK) | Haydarov , Humoyun, Хайдаров , Хумоюн, Haydarov , Humoyun MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO // Илғор иқтисодиёт ва педагогик технологиялар. – 2025. – T. 2, № 2. – P. 3-15. – DOI: 10.60078/3060-4842-2025-vol2-iss2-pp3-15. |
| MLA | Haydarov , Humoyun, Хайдаров , Хумоюн, and Haydarov , Humoyun. “MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO.” Илғор иқтисодиёт ва педагогик технологиялар, 2(2), 3-15, 2025. https://doi.org/10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
| Chicago | Haydarov , Humoyun, Хайдаров , Хумоюн, and Haydarov , Humoyun. “MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO.” Илғор иқтисодиёт ва педагогик технологиялар, 2(2), 3-15 (2025). https://doi.org/10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
| Harvard | Haydarov , Humoyun, Хайдаров , Хумоюн, and Haydarov , Humoyun (2025) ‘MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO’, Илғор иқтисодиёт ва педагогик технологиялар, 2(2), 3-15. https://doi.org/10.60078/3060-4842-2025-vol2-iss2-pp3-15 |
| BibTeX | @article{haydarovhumoyun2025,
title = {MODELS FOR FORMING AN OPTIMAL INVESTMENT PORTFOLIO},
author = {Haydarov , Humoyun and Хайдаров , Хумоюн and Haydarov , Humoyun},
journal = {Илғор иқтисодиёт ва педагогик технологиялар},
year = {2025},
volume = {2},
number = {2},
pages = {3-15},
doi = {10.60078/3060-4842-2025-vol2-iss2-pp3-15},
url = {https://doi.org/10.60078/3060-4842-2025-vol2-iss2-pp3-15}
} |
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