Portfolio selection methods: An Application to İstanbul Securities Exchange
Date
1989
Authors
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Aydoğan, Kürşat
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Bilkent University
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Language
English
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Abstract
In 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.