Portfolio selection methods: An Application to İstanbul Securities Exchange

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0008298.pdf (1.48 MB)

Date

1989

Authors

Editor(s)

Advisor

Aydoğan, Kürşat

Supervisor

Co-Advisor

Co-Supervisor

Instructor

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Abstract

In 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.

Source Title

Publisher

Course

Other identifiers

Book Title

Keywords

Portfolio, Efficient Frontier, Diversification, Return, Risk, Capital Markets, Mathematical Programming Structure.

Degree Discipline

Business Administration

Degree Level

Master's

Degree Name

MBA (Master of Business Administration)

Citation

Permalink

http://hdl.handle.net/11693/17242

Published Version (Please cite this version)

Collections

Graduate School of Economics and Social Sciences

Language

English

Type

Thesis