Application of Markowitz Portfolio Selection Model to Istanbul Stock Exchange, 1990-1992
| buir.advisor | Erol, Ümit | |
| dc.contributor.author | Alkazan, Hande | |
| dc.date.accessioned | 2016-01-08T20:18:53Z | |
| dc.date.available | 2016-01-08T20:18:53Z | |
| dc.date.issued | 1995 | |
| dc.description | Cataloged from PDF version of article. | en_US |
| dc.description | Includes bibliographical references (leave 28). | en_US |
| dc.description.abstract | In this study, Markowitz Efficient Frontier is constructed by using stock prices in Istanbul stock exchange for the period of 1990-92. This set of efficient portfolios is compared with mutual funds which are randomly chosen for the same period. Comparison is done on the basis of mean-variance criteria. According to the empirical results, chosen mutual funds for the period of 1990-92 are found to be inefficient. | en_US |
| dc.description.provenance | Made available in DSpace on 2016-01-08T20:18:53Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5) | en |
| dc.description.statementofresponsibility | Alkazan, Hande | en_US |
| dc.format.extent | vii, 28 leaves : charts ; 30 cm | en_US |
| dc.identifier.uri | http://hdl.handle.net/11693/18391 | |
| dc.language.iso | English | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Mean | en_US |
| dc.subject | Mutual Funds | en_US |
| dc.subject | Markowitz Portfolio Selection Theory | en_US |
| dc.subject | Portfolio | en_US |
| dc.subject | Variance | en_US |
| dc.subject.lcc | HG5706.5.I88 A45 1995 | en_US |
| dc.subject.lcsh | Investments--Turkey. | en_US |
| dc.subject.lcsh | Portfolio management. | en_US |
| dc.subject.lcsh | Investment analysis. | en_US |
| dc.title | Application of Markowitz Portfolio Selection Model to Istanbul Stock Exchange, 1990-1992 | en_US |
| dc.type | Thesis | en_US |
| thesis.degree.discipline | Economics | |
| thesis.degree.grantor | Bilkent University | |
| thesis.degree.level | Master's | |
| thesis.degree.name | MA (Master of Arts) |
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