PORTFÖY YÖNETİMİ VE PORTFÖY SEÇİMİNE YÖNELİK UYGULAMA

• Main Authors: Özgür Demirtaş, Zülal Güngör
• Format: Article
• Language: English
• Published: Hezarfen Aeronautics and Space Technologies Institue 2004-07-01
• Series: Havacılık ve Uzay Teknolojileri Dergisi
• Subjects: Portfolio; Portfolio Management
• Online Access: http://www.jast.hho.edu.tr/JAST/index.php/JAST/article/view/115/102

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.