Portfolio selection methods: An application to İstanbul securities exchange market
| dc.contributor.advisor | Şengül, Gülnur M. | |
| dc.contributor.author | Tuntaş, Mustafa Cem | |
| dc.date.accessioned | 2020-12-02T13:19:39Z | |
| dc.date.available | 2020-12-02T13:19:39Z | |
| dc.date.submitted | 1991 | |
| dc.date.issued | 2018-08-06 | |
| dc.identifier.uri | https://acikbilim.yok.gov.tr/handle/20.500.12812/39654 | |
| dc.description.abstract | ÖZET PORTFÖY SEÇİM YÖNTEMLERİ : İSTANBUL MENKUL KIYMETLER BORSASI İÇİN BİR UYGULAMA M. Cem Tuntaş İşletme Yönetimi Yüksek Lisansı Tez Yöneticisi : Yard. Doç. Dr. GÜLNUR M. ŞENGÜL Aralık 1991 Bu çalışmada genel olarak kullanılan Portföy Teorileri açıklanmış ve Markowitz Ortalama Varyans Modeline göre Etkinlik Sınırı oluşturulmuştur. Etkinlik Sınırının oluşturulmasında İstanbul Menkul Kıymetler Borsası 1 Ocak 1990 - 1 Ocak 1991 dönemi Birinci Pazar Hisse Senetleri günlük kapanış fiyat verileri kullanılmıştır ve bu method Şirket içi bilgiler elde edemeyen kişiler için uygun bulunmuştur. ANAHTAR KELİMELER : Hisse Senedi, Portföy, Etkinlik Sınırı, Getiri, Standard Sapma, Risk, Kuadratik Programlama. | |
| dc.description.abstract | ABSTRACT PORTFOLIO SELECTION METHODS : AN APPLICATION TO ISTANBUL SECURITIES EXCHANGE MARKET M.Cem Tuntaş Master Of Business Administration In Management Supervisor : Assistant Prof. Dr. GÜLNUR M. ŞENGÜL December 1991 In this study, frequently used Portfolio Theories are described and The Markowitz Mean Variance Model is used for the construction of the efficient frontier. In the construction of the efficient frontier daily price data from Istanbul Securities Exchange Market's First Market stocks during January 1 1990 - January 1 1991 period is used and the method is found useful for the ones who do not have insider information. KEYWORDS : Stock, Portfolio, Efficient Frontier, Return, Standard deviation, Risk, Diversification, Quadratic Programming. | en_US |
| dc.language | English | |
| dc.language.iso | en | |
| dc.rights | info:eu-repo/semantics/embargoedAccess | |
| dc.rights | Attribution 4.0 United States | tr_TR |
| dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | |
| dc.subject | İşletme | tr_TR |
| dc.subject | Business Administration | en_US |
| dc.title | Portfolio selection methods: An application to İstanbul securities exchange market | |
| dc.type | masterThesis | |
| dc.date.updated | 2018-08-06 | |
| dc.contributor.department | Diğer | |
| dc.subject.ytm | Stocks | |
| dc.subject.ytm | İstanbul Stock Exchange | |
| dc.subject.ytm | Portfolio | |
| dc.identifier.yokid | 19449 | |
| dc.publisher.institute | Sosyal Bilimler Enstitüsü | |
| dc.publisher.university | İHSAN DOĞRAMACI BİLKENT ÜNİVERSİTESİ | |
| dc.identifier.thesisid | 19449 | |
| dc.description.pages | 41 | |
| dc.publisher.discipline | Diğer |
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