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dc.contributor.advisorAydoğan, Kürşat
dc.contributor.authorSeler, İ. Tunç
dc.date.accessioned2016-01-08T20:08:29Z
dc.date.available2016-01-08T20:08:29Z
dc.date.issued1989
dc.identifier.urihttp://hdl.handle.net/11693/17242
dc.descriptionAnkara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ. , 1989.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1989.en_US
dc.descriptionIncludes bibliographical references leaves 47-49.en_US
dc.description.abstractIn this study, Modern Portfolio Theory tools -are used for constructing efficient portfolios. The Markowitz mean-variance model and Sharpe single index model are presented and calculated, for the construction of efficient portfolios from the Istanbul Securities Exchanges’ first market slocks for the 1986 - 1987 period. Constructed efficient portfolios are compared on the risk and return scales.en_US
dc.description.statementofresponsibilitySeler, İ Tunçen_US
dc.format.extentiv, 50 leaves, illustrationsen_US
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPortfolioen_US
dc.subjectEfficient Frontieren_US
dc.subjectDiversificationen_US
dc.subjectReturnen_US
dc.subjectRisken_US
dc.subjectCapital Marketsen_US
dc.subjectMathematical Programming Structure.en_US
dc.subject.lccHG5706.5 .S45 1989en_US
dc.subject.lcshInvestments, Turkish.en_US
dc.subject.lcshStock-exchange-Turkey.en_US
dc.titlePortfolio selection methods: An Application to İstanbul Securities Exchangeen_US
dc.typeThesisen_US
dc.departmentDepartment of Managementen_US
dc.publisherBilkent Universityen_US
dc.description.degreeM.S.en_US


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