Portfolio selection methods: an application to Istanbul Securities Exchange Market
Date
1991
Authors
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Şengül, Gülnur
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Bilkent University
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Language
English
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Abstract
In this study, frequently used Portfolio Theories are described and The Markowitz Mean Variance Model is used for the construction of the efficient frontier. In the construction of the efficient frontier daily price data from Istanbul Securities Exchange Market's First Market stocks during January 1 1990 - January 1 1991 period is used and the method is found useful for the ones who do not have insider information.