Please use this identifier to cite or link to this item: https://hdl.handle.net/11499/26440
Title: Bulanık Konno Yamazaki doğrusal programlama modeli kullanılarak uluslararası çeşitlendirilme ile portföy optimizasyonu: gelişmiş ve gelişmekte olan ülkelerin hisse senedi endeksleri üzerine bir uygulama
Authors: Saffet, Akdağ
Ekinci, Mehmet Ali
Keywords: Portföy optimizasyonu, Uluslararası çeşitlendirme, Bulanık Mantık
Publisher: Detay Yayıncılık
Abstract: The aim of this study is to evaluate the results of portfolio optimization realized by international diversification in terms of developed and emerging countries. In this context, the monthly percentages return of the prominent stock indexes of 15 developed and 15 emerging countries included in the analysis between January 2010 and December 2017 were used in the study. Portfolio optimizations have been made by index returns of both developed countries, emerging countries and developed and emerging countries together. The optimal portfolio with the highest return and highest risk as a result of optimization is the portfolio created using the index returns of the emerging countries. The optimal portfolio with the lowest return and lowest risk is the portfolio created by using index return of developed countries. The portfolio formed by the combined use of index returns of developed and emerging countries has a lower risk than portfolio risk created by the indexes of emerging countries and has a higher return than the portfolio created by index of developed countries. In this context, it may be suggested that investors who target higher returns prefer portfolios with index of emerging countries; investors prefer lower risk, they may opt for portfolios of index of developed countries
URI: https://hdl.handle.net/11499/26440
ISBN: 478-605-2323-79-3
Appears in Collections:Serinhisar Meslek Yüksekokulu Koleksiyonu

Files in This Item:
File Description SizeFormat 
ierfm_2018_tam_metin_kitabi.pdfBİLDİRİ TAM METİN KİTAPÇIĞI17.85 MBAdobe PDFThumbnail
View/Open
Show full item record



CORE Recommender

Page view(s)

106
checked on Aug 24, 2024

Download(s)

326
checked on Aug 24, 2024

Google ScholarTM

Check




Altmetric


Items in GCRIS Repository are protected by copyright, with all rights reserved, unless otherwise indicated.