Таълим ва инновацион тадқиқотлар № 1 (2024) · с. 223-228
QIMMATLI QOG‘OZLARDAN QUTILADIGAN DAROMADLAR VA ULARNING RISKINI MINIMALLASHTIRISH YO‘LLARI: Saipnazarov Shaylovbek Aktamovich TDIU, “Amalaliy matematika” kafedrasi p.f.n., dotsenti, Fayziev Javlon Abduvoxidovich TDIU, “Amalaliy matematika” kafedrasi katta o‘qituvchisi
Saipnazarov Shaylovbek Aktamovich, Fayziev Javlon Abduvoxidovich
Аннотация
This article studies optimal management of a securities portfolio. In theory and practice, two methods are used to manage a securities portfolio: traditional and modern. With the traditional approach, the securities portfolio is optimized through diversification. This article focuses on the problem of optimizing profitability and risk of a securities portfolio by placing financial instruments based on mathematical methods in the portfolio.
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