Portfolio selection methods: An Application to İstanbul Securities Exchange
| buir.advisor | Aydoğan, Kürşat | |
| dc.contributor.author | Seler, İ. Tunç | |
| dc.date.accessioned | 2016-01-08T20:08:29Z | |
| dc.date.available | 2016-01-08T20:08:29Z | |
| dc.date.issued | 1989 | |
| dc.description | Ankara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ. , 1989. | en_US |
| dc.description | Thesis (Master's) -- Bilkent University, 1989. | en_US |
| dc.description | Includes bibliographical references leaves 47-49. | en_US |
| dc.description.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. | en_US |
| dc.description.provenance | Made available in DSpace on 2016-01-08T20:08:29Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5) | en |
| dc.description.statementofresponsibility | Seler, İ Tunç | en_US |
| dc.format.extent | iv, 50 leaves, illustrations | en_US |
| dc.identifier.uri | http://hdl.handle.net/11693/17242 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Portfolio | en_US |
| dc.subject | Efficient Frontier | en_US |
| dc.subject | Diversification | en_US |
| dc.subject | Return | en_US |
| dc.subject | Risk | en_US |
| dc.subject | Capital Markets | en_US |
| dc.subject | Mathematical Programming Structure. | en_US |
| dc.subject.lcc | HG5706.5 .S45 1989 | en_US |
| dc.subject.lcsh | Investments, Turkish. | en_US |
| dc.subject.lcsh | Stock-exchange-Turkey. | en_US |
| dc.title | Portfolio selection methods: An Application to İstanbul Securities Exchange | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Business Administration | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MBA (Master of Business Administration) |
Files
Original bundle
1 - 1 of 1
Loading...
- Name:
- 0008298.pdf
- Size:
- 1.48 MB
- Format:
- Adobe Portable Document Format
- Description:
- Full printable version