AKSIYADORLIK JAMIYATLARINING MOLIYAVIY RISKLARINI BAHOLASH
DOI:
https://doi.org/10.5281/zenodo.20677810Keywords:
aksiyadorlik jamiyati, moliyaviy risk, bozor riski, kredit riski, likvidlik riski, riskka tortilgan qiymat (VaR), stress-testlash, volatillik.Abstract
Mazkur tezisda aksiyadorlik jamiyatlarining moliyaviy risklarini baholashning nazariy asoslari va zamonaviy usullari koʻrib chiqiladi. Moliyaviy risklarning asosiy turlari tasniflanadi, ularni miqdoriy baholashda riskka tortilgan qiymat (VaR), volatillikni modellashtirish (GARCH) va stress-testlash usullaridan foydalanish imkoniyatlari yoritiladi hamda Oʻzbekiston aksiyadorlik jamiyatlarida ushbu usullarni qoʻllash boʻyicha takliflar bayon etiladi.References
Markowitz H. Portfolio Selection // The Journal of Finance. — 1952. — Vol. 7, No. 1. — P. 77–91.
Engle R.F. Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation // Econometrica. — 1982. — Vol. 50, No. 4. — P. 987–1007.
Jorion P. Value at Risk: The New Benchmark for Managing Financial Risk. — 3rd ed. — New York: McGraw-Hill, 2007.
Hull J.C. Risk Management and Financial Institutions. — 5th ed. — Hoboken: John Wiley & Sons, 2018.
[Mahalliy manba: Oʻzbekiston meʼyoriy hujjatlari yoki mahalliy mualliflar ishlarini qoʻshish tavsiya etiladi.]
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2026-06-13
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Shamsiyev, D. (2026). AKSIYADORLIK JAMIYATLARINING MOLIYAVIY RISKLARINI BAHOLASH. Science and Innovation, 4(58), 186-187. https://doi.org/10.5281/zenodo.20677810
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