ANALYSIS OF EFFICIENT PORTFOLIO BASED ON MODERN PORTFOLIO THEORY

Authors

  • Sindarov Fazliddin Kahramonovich Tashkent State University of Economics

Keywords:

Modern portfolio theory, investment analysis, optimal portfolio

Abstract

Modern portfolio theory is the most basic theory used in forming an optimal investment portfolio. This article aims to provide an overview of modern portfolio theory and its application in effective portfolio formation

References

Markowitz, H.M. 1952. “Portfolio Selection”, The Journal of Finance, Vol. 7, No. 1, pp. 77-91

Markowitz, H. M. 2000. Mean-Variance Analysis in Portfolio Choice 7and Capital Markets. New Hope, PA: Frank J. Fabozzi Associates.

William F. Sharpe, 1966. “Mutual fund performance Journal of Business”, Vol. 39, No. 1, Part 2: Supplement on Security Prices, pp. 119-138

William F. Sharpe, “The Sharpe Ratio”, The Journal of Portfolio Management. 21 (1): 49–58

Markowitz, H.M. 1959. “Portfolio Selection: Efficient Diversification of Investment”, Cowles Foundation Monograph No.16. New York, John Wiley & Sons.

Sharpe, W.F. 1963. “A Simplified Model for Portfolio Analysis.” Management Science 9, 277-293.

Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, 2014. “Modern portfolio theory and investment analysis”, The United States of America, 9th

Mossin, J. 1966. “Equilibrium in a Capital Asset Market.” Econometrica 34, 768- 783

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Published

2023-07-12

How to Cite

Sindarov Fazliddin Kahramonovich. (2023). ANALYSIS OF EFFICIENT PORTFOLIO BASED ON MODERN PORTFOLIO THEORY. World Bulletin of Management and Law, 24, 47-51. Retrieved from https://scholarexpress.net/index.php/wbml/article/view/2998

Issue

Vol. 24 (2023): WBML

Section

Articles

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