Portfolio selection methods: An Application to İstanbul Securities Exchange
Date
1989
Authors
Editor(s)
Advisor
Aydoğan, Kürşat
Supervisor
Co-Advisor
Co-Supervisor
Instructor
Source Title
Print ISSN
Electronic ISSN
Publisher
Volume
Issue
Pages
Language
English
Type
Journal Title
Journal ISSN
Volume Title
Attention Stats
Usage Stats
7
views
views
26
downloads
downloads
Series
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.
Course
Other identifiers
Book Title
Degree Discipline
Business Administration
Degree Level
Master's
Degree Name
MBA (Master of Business Administration)