Application of Markowitz Portfolio Selection Model to Istanbul Stock Exchange, 1990-1992

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buir.advisorErol, Ümit
dc.contributor.authorAlkazan, Hande
dc.date.accessioned2016-01-08T20:18:53Z
dc.date.available2016-01-08T20:18:53Z
dc.date.issued1995
dc.departmentDepartment of Economicsen_US
dc.descriptionAnkara : The Department of Economics and the Institute of Economics and Social Sciences of Bilkent Univ., 1995.en_US
dc.descriptionThesis (Master's) -- İhsan Doğramacı Bilkent University, 1995.en_US
dc.descriptionIncludes bibliographical references (leave 28).en_US
dc.description.abstractIn 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.degreeM.A.en_US
dc.description.statementofresponsibilityAlkazan, Handeen_US
dc.format.extentvii, 28 leaves : charts ; 30 cmen_US
dc.identifier.urihttp://hdl.handle.net/11693/18391
dc.language.isoEnglishen_US
dc.publisherBilkent Universityen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectMeanen_US
dc.subjectMutual Fundsen_US
dc.subjectMarkowitz Portfolio Selection Theoryen_US
dc.subjectPortfolioen_US
dc.subjectVarianceen_US
dc.subject.lccHG5706.5.I88 A45 1995en_US
dc.subject.lcshInvestments--Turkey.en_US
dc.subject.lcshPortfolio management.en_US
dc.subject.lcshInvestment analysis.en_US
dc.titleApplication of Markowitz Portfolio Selection Model to Istanbul Stock Exchange, 1990-1992en_US
dc.typeThesisen_US

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