Portfolio selection methods: an application to Istanbul Securities Exchange Market

Date

1991

Editor(s)

Advisor

Şengül, Gülnur

Supervisor

Co-Advisor

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Instructor

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Electronic ISSN

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Volume

Issue

Pages

Language

English

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Abstract

In this study, frequently used Portfolio Theories are described and The Markowitz Mean Variance Model is used for the construction of the efficient frontier. In the construction of the efficient frontier daily price data from Istanbul Securities Exchange Market's First Market stocks during January 1 1990 - January 1 1991 period is used and the method is found useful for the ones who do not have insider information.

Course

Other identifiers

Book Title

Degree Discipline

Business Administration

Degree Level

Master's

Degree Name

MBA (Master of Business Administration)

Citation

Published Version (Please cite this version)