Browsing by Subject "Markowitz Portfolio Selection Theory"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • Thumbnail Image
    ItemOpen Access
    Application of Markowitz Portfolio Selection Model to Istanbul Stock Exchange, 1990-1992
    (1995) Alkazan, Hande
    In this study, Markowitz Efficient Frontier is constructed by using stock prices in Istanbul stock exchange for the period of 1990-92. This set of efficient portfolios is compared with mutual funds which are randomly chosen for the same period. Comparison is done on the basis of mean-variance criteria. According to the empirical results, chosen mutual funds for the period of 1990-92 are found to be inefficient.