Portfolio selection methods: an application to Istanbul Securities Exchange Market
Date
1996
Authors
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Advisor
Yüce, Ayşe
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Instructor
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Publisher
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 is presented and calculated for the construction of efficient portfolios from the Istanbul Securities Exchange Market stocks for the 1993-1994 period. The portfolios constructed are compared on the risk and return scales.