, different international portfolio scenarios are created by using Markowitz mean-variance model. These findings suggest that … Turkish portfolio managers are able to monitor their asset allocations and minimize risks if they obtain a better …

English Abstract: This paper analyzes portfolio performance measurement methodologies and presentation standards of The … ratios and PPS/GPPS standards. As the ultimate goal we developed first time portfolio performance measurement and …

according to a risk-return criterion using hierarchical clustering algorithms. Doing this, it is intended to show that how an … the same risk level, or to invest in low risk stocks with the same return level; in order to maximize the profit gained …) Endeksinde işlem gören hisse senetlerinin risk-getiri kıstaslarına göre sınıflandırılması yapılmış, böylece bilgilendirilmiş bir …

English Abstract: Investor's behaviors and performance expectations of investors may lead to the adoption of momentum … mutual fund investors - 12 gold mutual fund, 8 foreign equity mutual fund and 8 foreign fund basket mutual fund - over the … period 2010-2017. It has been used daily returns and cash flow data of each mutual fund. Different delayed level returns (1 …

performance, this study takes into account the expense ratios in calculating the net returns of fund groups. Whether the fund … groups provide return that is proportional to risk is tested by using Capital Asset Pricing Model (CAPM) and the Fama …-French three factor model. Jensen Alpha which is a risk‐adjusted performance measure is obtained from the aforementioned asset …

have better long-term risk-return characteristics compared to similar asset classes is one of the first asset classes taken … evrenlerinin genişletilmesi sürecinde benzer varlık sınıflarına kıyasla daha iyi bir uzun dönem getiri-risk profiline sahip olan … into consideration by Central Banks.We study the effects of adding mortgage-backed securities to reserve portfolio …