PORTFÖY YÖNETİMİ VE PORTFÖY SEÇİMİNE YÖNELİK UYGULAMA
In portfolio management, giving a decision is a hard and long process like any other complex problems.The hardness in giving a decision, comes from the difficulty in selection of the portfolio that fits the decision makers criteria, meeting a great amount of complex data. In this study, various po...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Turkish Air Force Academy
2004-07-01
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| Series: | Havacılık ve Uzay Teknolojileri Dergisi |
| Subjects: | |
| Online Access: | http://www.jast.hho.edu.tr/JAST/index.php/JAST/article/view/115/102 |
| Summary: | In portfolio management, giving a decision is a hard and long process like any other complex problems.The
hardness in giving a decision, comes from the difficulty in selection of the portfolio that fits the decision makers
criteria, meeting a great amount of complex data. In this study, various portfolios are taken from different
sectors. Using five years data’s, mean, standard deviation and their covariance matrix is calculated. . With
respect to portfolio manager’s thoughts, the risk free rate is taken. This study is done by Microsoft Excel
macros. Finally, scenarios are obtained for helping investor’s decisions. |
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| ISSN: | 1304-0448 1304-0448 |