Çetin, Mert2016-01-082016-01-081996http://hdl.handle.net/11693/17799Ankara : The Faculty of Management and the Graduate School of Business Administration of Bilkent Univ., 1996.Thesis (Master's) -- Bilkent University, 1996.Includes bibliographical references leaves 42-43.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.iii, 52 leavesEnglishinfo:eu-repo/semantics/openAccessPortfolioEfficient FrontierDiversificationRiskCapital MarketsHG5706.5.A3 C48 1996Investments--Turkey.Investment analysis.Portfolio management.ThesisBILKUTUPB041193