AKSIYADORLIK JAMIYATLARINING TIZIMLI RISKINI BAHOLASHDA BETA KOEFFITSIYENTI (β) QIYMATI

Mualliflar

  • Shamsiyev Diyor Toshkent davlat iqtisodiyot universiteti Muallif

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https://doi.org/10.5281/zenodo.20677812

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tizimli risk, beta koeffitsiyenti, CAPM modeli, aksiyadorlik jamiyati, fond bozori, diversifikatsiya, bozor portfeli, sistematik risk.

Abstrak

Mazkur tezisda aksiyadorlik jamiyatlarining tizimli (bozor) riskini baholashda beta koeffitsiyentining roli va ahamiyati yoritilgan. Kapital aktivlarni baholash modeli (CAPM) doirasida beta koeffitsiyentining iqtisodiy mazmuni, hisoblash usullari hamda turli qiymatlarining talqini tahlil qilingan. Shuningdek, rivojlanayotgan bozorlar, jumladan Oʻzbekiston fond bozori sharoitida beta koeffitsiyentini qoʻllash muammolari va ularni hal etish yoʻllari koʻrib chiqilgan.

Iqtiboslar

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Lintner J. The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets // Review of Economics and Statistics. — 1965. — Vol. 47, No. 1. — P. 13–37.

Markowitz H. Portfolio Selection // The Journal of Finance. — 1952. — Vol. 7, No. 1. — P. 77–91.

Damodaran A. Investment Valuation: Tools and Techniques for Determining the Value of Any Asset. — 3rd ed. — New Jersey: John Wiley & Sons, 2012. — 992 p.

Bodie Z., Kane A., Marcus A.J. Investments. — 12th ed. — New York: McGraw-Hill Education, 2021. — 1080 p.

Blume M.E. Betas and Their Regression Tendencies // The Journal of Finance. — 1975. — Vol. 30, No. 3. — P. 785–795.

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Nashr qilingan

2026-06-13

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Iqtibos keltirish tartibi

Shamsiyev, D. (2026). AKSIYADORLIK JAMIYATLARINING TIZIMLI RISKINI BAHOLASHDA BETA KOEFFITSIYENTI (β) QIYMATI. Yosh Olimlar, 4(58), 17-19. https://doi.org/10.5281/zenodo.20677812
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