Portfolio selection methods: an application to Istanbul Securities Exchange Market

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buir.advisorYüce, Ayşe
dc.contributor.authorÇetin, Mert
dc.date.accessioned2016-01-08T20:13:31Z
dc.date.available2016-01-08T20:13:31Z
dc.date.issued1996
dc.departmentDepartment of Managementen_US
dc.descriptionAnkara : The Faculty of Management and the Graduate School of Business Administration of Bilkent Univ., 1996.en_US
dc.descriptionThesis (Master's) -- Bilkent University, 1996.en_US
dc.descriptionIncludes bibliographical references leaves 42-43.en_US
dc.description.abstractIn 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.en_US
dc.description.degreeM.B.Aen_US
dc.description.statementofresponsibilityÇetin, Merten_US
dc.format.extentiii, 52 leavesen_US
dc.identifier.itemidBILKUTUPB041193
dc.identifier.urihttp://hdl.handle.net/11693/17799
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPortfolioen_US
dc.subjectEfficient Frontieren_US
dc.subjectDiversificationen_US
dc.subjectRisken_US
dc.subjectCapital Marketsen_US
dc.subject.lccHG5706.5.A3 C48 1996en_US
dc.subject.lcshInvestments--Turkey.en_US
dc.subject.lcshInvestment analysis.en_US
dc.subject.lcshPortfolio management.en_US
dc.titlePortfolio selection methods: an application to Istanbul Securities Exchange Marketen_US
dc.typeThesisen_US
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