Portfolio selection methods: an application to Istanbul Securities Exchange Market

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0008163.pdf (856.29 KB)

Date

1991

Authors

Editor(s)

Advisor

Şengül, Gülnur

Supervisor

Co-Advisor

Co-Supervisor

Instructor

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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.

Source Title

Publisher

Course

Other identifiers

Book Title

Keywords

Stock, Portfolio, Efficient frontier, Standard deviation, Quadratic programming

Degree Discipline

Business Administration

Degree Level

Master's

Degree Name

MBA (Master of Business Administration)

Citation

Permalink

http://hdl.handle.net/11693/17368

Published Version (Please cite this version)

Collections

Graduate School of Economics and Social Sciences

Language

English

Type

Thesis