Portfolio Selection And Return Performance: An Application Of The Black-litterman Method In The Istanbul Stock Exchange

Description

ABSTRACT
PORTFOLIO SELECTION AND RETURN PERFORMANCE:
An Application of the Black-Litterman Method in the Istanbul Stock Exchange
Bozdemir, Mehmet Burak
M.Sc, Department of Financial Mathematics
Supervisor : Assist. Prof. Dr. Seza Dani

Links & Downloads

1. http://etd.lib.metu.edu.tr/upload/12613877/index.pdf

Tags

QA Mathematics 1-939

Additional Fields

Identifer	oai:union.ndltd.org:METU/oai:etd.lib.metu.edu.tr:http://etd.lib.metu.edu.tr/upload/12613877/index.pdf
Date	01 September 2011
Creators	Bozdemir, Mehmet Burak
Contributors	Danisoglu, Seza
Publisher	METU
Source Sets	Middle East Technical Univ.
Language	English
Detected Language	English
Type	M.S. Thesis
Format	text/pdf
Rights	To liberate the content for METU campus