Portföy Seçiminde Expected Maximum Drawdown Yaklaşımı: BIST100 - S&P500 Uygulaması

Çalışmada risk faktörü ölçümünde pratikte yatırım uzmanları ve fon yöneticileri tarafından sıklıkla kullanılan en yüksek düşme noktası (maximum drawdown-MDD) ölçütü kullanılmıştır. Çalışma kapsamında ve S&P500 endeksinde yer alan paylar ile; Riskli, Düşük Riskli ve Eşit Ağırlıklı portföyler oluş...

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Bibliographic details
Volume: 8
Main Author: Umut Uyar
Habib Küçükşahin
Format: Journal Article
Language: Turkish
Place of publication: Bursa Adem Anbar 01.10.2017
published in: Business and economics research journal Vol. 8; no. 4; pp. 727 - 748
Data of publication: 20171001
ISSN: 1309-2448
EISSN: 1309-2448
Discipline: Business
Subjects:
Online Access: Fulltext
Database: Global News & ABI/Inform Professional
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