Browsing IJCF, Cilt 2, Sayı 1, Makale Koleksiyonu by Category "Makale - Uluslararası Hakemli Dergi - İdari Personel ve Öğrenci"
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(İstanbul Ticaret Üniversitesi, 2016)This study compares performances of three portfolios established based on Markowitz optimization, shrinkage optimization, and Black- Litterman optimization. BIST30 companies are used to test the results. Markowitz optimization ...