Seler, İ. Tunç2016-01-082016-01-081989http://hdl.handle.net/11693/17242Ankara : The Department of Management and the Graduate School of Business Administration of Bilkent Univ. , 1989.Thesis (Master's) -- Bilkent University, 1989.Includes bibliographical references leaves 47-49.In this study, Modern Portfolio Theory tools -are used for constructing efficient portfolios. The Markowitz mean-variance model and Sharpe single index model are presented and calculated, for the construction of efficient portfolios from the Istanbul Securities Exchanges’ first market slocks for the 1986 - 1987 period. Constructed efficient portfolios are compared on the risk and return scales.iv, 50 leaves, illustrationsEnglishinfo:eu-repo/semantics/openAccessPortfolioEfficient FrontierDiversificationReturnRiskCapital MarketsMathematical Programming Structure.HG5706.5 .S45 1989Investments, Turkish.Stock-exchange-Turkey.Thesis