Portfolio selection methods: An Application to İstanbul Securities Exchange

Ankara : 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.Seler, İ TunçM.S