ANALYSIS OF EFFICIENCY OF INVESTMENT PORTFOLIOS IN TERMS OF PROFITABILITY AND RISK FACTORS
Abstract
Maximizing the expected return on investment and reducing the level of possible risk for investors is always a relevant issue. This article discusses modern portfolio theories, expected portfolio returns, and risk factors. Harry Markowitz's modern portfolio theory, his views, and other economists' observations on investment and portfolios are discussed. In the analysis part, a portfolio of 3-year shares of joint-stock companies in Uzbekistan is created, and the expected average income from the portfolio and portfolio risk are determined. Based on the results of the analysis, scientific and practical conclusions are given.
Keywords:
portfolio expected return portfolio risk portfolio variation modern portfolio theory portfolio covariance portfolio weightReferences
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