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

Abstract

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.