AKSIYADORLIK JAMIYATLARIDA MOLIYAVIY AKTIVLAR PORTFELLARINI RISK–DAROMAD DILEMMASI ASOSIDA OPTIMALLASHTIRISH (G. MARKOVIS VA J. TOBINNING PORTFEL NAZARIYASI ASOSIDA).
DOI:
https://doi.org/10.5281/zenodo.18378116Keywords:
portfel nazariyasi, risk, daromad, qisqa muddatli investitsiyalar, aksiyadorlik jamiyati, moliyaviy aktivlar, diversifikatsiya.Abstract
Mazkur maqolada aksiyadorlik jamiyatlarining investitsion faoliyatida portfel menejmentini samarali tashkil
etish masalalari ilmiy-nazariy va amaliy jihatdan tahlil qilingan. Tadqiqotda moliyaviy aktivlarni tanlash va joylashtirish
jarayoni Garri Markovis portfel nazariyasi asosida risk va kutilgan daromad o‘rtasidagi muvozanat nuqtayi nazaridan
o‘rganilgan. O‘zbekiston moliya bozorlarida mavjud bo‘lgan bank depozitlari, davlat va korporativ obligatsiyalar, investitsiya
fondlari, repo bitimlari hamda aksiyalar asosida qisqa muddatli investitsiya portfellarini shakllantirish imkoniyatlari tizimli
baholangan. “Navoiyazot” aksiyadorlik jamiyati misolida moliyaviy aktivlar bo‘yicha kutilgan daromad va risk ko‘rsatkichlari
hisoblanib, optimal investitsion qaror qabul qilishning analitik asoslari ishlab chiqilgan. Olingan natijalar aksiyadorlik
jamiyatlarida moliyaviy barqarorlikni ta’minlash va investitsion siyosat samaradorligini oshirishda amaliy ahamiyatga ega.
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