About Portfolio Theory Models

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dc.creatorAktamovich, Saipnazarov Shaylavbek
dc.creatorShaylavbekovich, Saipnazarov Sherbek
dc.date2021-12-10
dc.date.accessioned2023-08-21T07:57:04Z
dc.date.available2023-08-21T07:57:04Z
dc.descriptionThe article analyzes the expected return and portfolio risk. The development of a broad and efficient market, a statistical base, as well as rapid progress in the field of computing have led to the emergence of modern theory and practice of portfolio management. We have shown that it is based on the use of statistical and mathematical methods for selecting financial instruments in a portfolio, as well as on a number of new conceptual approaches.en-US
dc.formatapplication/pdf
dc.identifierhttps://journals.researchparks.org/index.php/IJEFSD/article/view/2466
dc.identifier10.31149/ijefsd.v3i12.2466
dc.identifier.urihttp://dspace.umsida.ac.id/handle/123456789/15414
dc.languageeng
dc.publisherResearch Parks Publishing LLCen-US
dc.relationhttps://journals.researchparks.org/index.php/IJEFSD/article/view/2466/2371
dc.rightsCopyright (c) 2021 International Journal on Economics, Finance and Sustainable Developmenten-US
dc.sourceInternational Journal on Economics, Finance and Sustainable Development; Vol. 3 No. 12 (2021): IJEFSD; 38-44en-US
dc.source2620-6269
dc.source2615-4021
dc.source10.31149/ijefsd.v3i12
dc.subjectProfitabilityen-US
dc.subjectrisken-US
dc.subjectassetsen-US
dc.subjectvarianceen-US
dc.subjectshare of an asseten-US
dc.titleAbout Portfolio Theory Modelsen-US
dc.typeinfo:eu-repo/semantics/article
dc.typeinfo:eu-repo/semantics/publishedVersion
dc.typePeer-reviewed Articleen-US
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