Görüntüleme
74
İndirme
34
This study aims to choose stocks of firms quoted in Borsa Istanbul using value investing strategy and to test the corresponding portfolios’ long-run performance in rising and falling markets. For this purpose, multi-objective fuzzy optimization method based on value investment criteria was used in the selection of stocks constituting portfolios and the effectiveness of this method has been tested. This study utilized the data of three distinctive periods, namely, 1996-2007, 2000-2011 and 2004-2015. As a result of the study, it has been found that value portfolios have a better performance than BIST 100 index return in falling and rising markets.
this study aims to chuse experiments of vehicles kuoted in exchange istanbul using value investments strategy and to test the ongoing portfolios’ longrun performance in rising markets for this purpose multiobjective fuzzy optimization method based on value investment cc was used in the selection of gene constituting portfolios and the efficiency of this method has been tested this study exploited the data of three identical positions in 19962007 20002011 and 20042015 as a result of the study has been pushed that values portfolios have a better performance than indexes and indexes of 100 percent of the markets and the return markets
Alan : Sosyal, Beşeri ve İdari Bilimler
Dergi Türü : Uluslararası
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