Portfolio selection methods: an application to Istanbul Securities Exchange Market

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0008344.pdf (948.76 KB)

Date

1996

Authors

Editor(s)

Advisor

Yüce, Ayşe

Supervisor

Co-Advisor

Co-Supervisor

Instructor

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Abstract

In this study, Modern Portfolio Theory tools are used for constructing efficient portfolios. The Markowitz mean-variance model is presented and calculated for the construction of efficient portfolios from the Istanbul Securities Exchange Market stocks for the 1993-1994 period. The portfolios constructed are compared on the risk and return scales.

Source Title

Publisher

Course

Other identifiers

Book Title

Keywords

Portfolio, Efficient Frontier, Diversification, Risk, Capital Markets

Degree Discipline

Business Administration

Degree Level

Master's

Degree Name

MBA (Master of Business Administration)

Citation

Permalink

http://hdl.handle.net/11693/17799

Published Version (Please cite this version)

Collections

Graduate School of Economics and Social Sciences

Language

English

Type

Thesis