Portfolio selection methods: an application to Istanbul Securities Exchange Market

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buir.advisorYüce, Ayşe
dc.contributor.authorÇetin, Mert
dc.date.accessioned2016-01-08T20:13:31Z
dc.date.available2016-01-08T20:13:31Z
dc.date.issued1996
dc.descriptionCataloged from PDF version of article.en_US
dc.descriptionIncludes bibliographical references leaves 42-43.en_US
dc.description.abstractIn 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.en_US
dc.description.provenanceMade available in DSpace on 2016-01-08T20:13:31Z (GMT). No. of bitstreams: 1 1.pdf: 78510 bytes, checksum: d85492f20c2362aa2bcf4aad49380397 (MD5)en
dc.description.statementofresponsibilityÇetin, Merten_US
dc.format.extentiii, 52 leavesen_US
dc.identifier.itemidBILKUTUPB041193
dc.identifier.urihttp://hdl.handle.net/11693/17799
dc.language.isoEnglishen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPortfolioen_US
dc.subjectEfficient Frontieren_US
dc.subjectDiversificationen_US
dc.subjectRisken_US
dc.subjectCapital Marketsen_US
dc.subject.lccHG5706.5.A3 C48 1996en_US
dc.subject.lcshInvestments--Turkey.en_US
dc.subject.lcshInvestment analysis.en_US
dc.subject.lcshPortfolio management.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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