PORTFOLIO OPTIMIZATION WITH SEMI-VARIANCE MODEL: AN APPLICATION ON BIST-100 INDEX
Aim: The aim of the study is to compare the performance of portfolios constructed based on variance and semi-variance using data obtained from the BIST-100 Index. Method: In the study, using the return data obtained from the adjusted weighted average price data of securities in the BIST-100, varianc...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sakarya University Coordinatorship of Scientific Journals
2023-12-01
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| Series: | İşletme Bilimi Dergisi |
| Subjects: | |
| Online Access: | https://dergipark.org.tr/tr/download/article-file/3502414 |