IDEAS home Printed from https://ideas.repec.org/a/ege/journl/v16y2016i1p1-12.html
   My bibliography  Save this article

Gunahkar Hisseler

Author

Listed:
  • Ibrahim BOZKURT

    (CKU Tasmescit Kampusu)

Abstract

Bu calismanin temel amaci, gunahkar hisselerin getiri performanslarini analiz etmek ve portfoy yonetim surecinde yatirimcilara faydali olabilecek bilgiler sunmaktir. Bu calismada; ABD, Avustralya, Kanada, MeksIka, BirlesIk Krallik, Fransa ve Turkiye borsalarinda islem goren sekiz farkli gunahkar endustriden 100 firmanin 1999-2014 yillari arasindaki gunluk hisse fiyatlari veri olarak kullanilmaktadir. Gunahkar hisselerin getiri performanslari, gunahkar hisselerden olusan portfoylere ait getirilerin belirlenmesi suretiyle analiz edilmektedir. Portfoy performanslarinin olculmesinde Jensen’in alfa yontemi kullanilmaktadir. Calisma sonucunda, gunahkar portfoylerin piyasa portfoyunden daha iyi bir performans sergiledigi tespit edilmistir.

Suggested Citation

  • Ibrahim BOZKURT, 2016. "Gunahkar Hisseler," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(1), pages 1-12.
    • Handle: RePEc:ege:journl:v:16:y:2016:i:1:p:1-12
    DOI: 10.21121/eab.2016119950
    as

    Download full text from publisher

    File URL: http://www.onlinedergi.com/makaledosyalari/51/pdf2016_1_1.pdf
    Download Restriction: no
    File URL: http://www.onlinedergi.com/eab/arsiv/arsivDetay.aspx?yil=2016&peryot=1
    File Function: Website of the journal
    Download Restriction: no
    File URL: https://libkey.io/10.21121/eab.2016119950?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    Kotu Firma; Gunahkar Hisse; Anormal Getiri; Jensen’in alfa yontemi.;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ege:journl:v:16:y:2016:i:1:p:1-12. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Baris Gök (email available below). General contact details of provider: https://edirc.repec.org/data/iiegetr.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.