Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index

Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index

Fatih Konak

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Bugra Bagci

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Hitit Üniversitesi

Linear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index

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Abstract

A lot of methods are improved for the portfolio optimization within classical approach. Quadratic programming, one of these methods, has many disadvantages, so alternative methods are studied to improve. MAD Method, an improved new method, is converted portfolio optimization problem into a linear programming problem. MAD Method is demonstrated and a case study is done by using stock certificate which belongs to BIST Mining Sector.

References

13 Cites in Article

Reference Format

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Funding

No external funding was declared for this work.

Conflict of Interest

The authors declare no conflict of interest.

Ethical Approval

No ethics committee approval was required for this article type.

Data Availability

Not applicable for this article.

How to Cite This Article

Fatih Konak. 2016. \u201cLinear Programming on Portfolio Optimization: Empirical Evidence from BIST Mining Industry Index\u201d. Global Journal of Management and Business Research - B: Economic & Commerce GJMBR-B Volume 16 (GJMBR Volume 16 Issue B2): .

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GJMBR Volume 16 Issue B2
Pg. 31- 36

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

Keywords

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Classification

GJMBR-B Classification: JEL Code: G11, G12

Submission ReceivedDecember 6, 2015
Peer Review Double Blind
Handling Editor
Accepted January 5, 2016
Published January 15, 2016

Version of record

v1.2

Issue date

March 12, 2016

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Article Matrices

Total Score: 102

Country: Turkey

Subject: Global Journal of Management and Business Research - B: Economic & Commerce

Authors: Bugra Bagci, Fatih Konak (PhD/Dr. count: 0)

View Count (all-time): 177

Total Views (Real + Logic): 4019

Total Downloads (simulated): 2058

Publish Date: 2016 03, Sat

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Total Views: 4019

Total Downloads: 2058

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