Browsing by Subject "Capital Markets"
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Item Open Access Portfolio selection methods: An Application to İstanbul Securities Exchange(1989) Seler, İ. TunçIn 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.