Portfolio selection methods: an application to Istanbul Securities Exchange Market

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buir.advisorŞengül, Gülnur
dc.contributor.authorTuntaş, Mustafa Cem
dc.date.accessioned2016-01-08T20:09:41Z
dc.date.available2016-01-08T20:09:41Z
dc.date.issued1991
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionIncludes bibliographical references leaves 39-41en_US
dc.description.abstractIn 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.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:09:41Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityTuntaş, Mustafa Cemen_US
dc.format.extentiv, 41 leavesen_US
dc.identifier.itemidBILKUTUPB041193
dc.identifier.urihttp://hdl.handle.net/11693/17368
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectStocken_US
dc.subjectPortfolioen_US
dc.subjectEfficient frontieren_US
dc.subjectStandard deviationen_US
dc.subjectQuadratic programmingen_US
dc.subject.lccHG4529 .T85 1991en_US
dc.subject.lcshPortfolio management--Econometric models.en_US
dc.subject.lcshInvestment analysis--Econometric models.en_US
dc.titlePortfolio selection methods: an application to Istanbul Securities Exchange Marketen_US
dc.typeThesisen_US
thesis.degree.disciplineBusiness Administration
thesis.degree.grantorBilkent University
thesis.degree.levelMaster's
thesis.degree.nameMBA (Master of Business Administration)

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