PORTFÖY YÖNETİMİ VE PORTFÖY SEÇİMİNE YÖNELİK UYGULAMA

Abstract

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.

Keywords

• Portfolio
• Portfolio Management