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

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

Article ID

24Q3J

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

Bugra Bagci

Fatih Konak Hitit University

DOI

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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.

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

Authors

Bugra Bagci

Fatih Konak Hitit University

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References

How to Cite

Fatih Konak. 2016. “. Global Journal of Management and Business Research – B: Economic & Commerce GJMBR-B Volume 16 (GJMBR Volume 16 Issue B2): .

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Journal Specifications

Crossref Journal DOI 10.17406/GJMBR

Print ISSN 0975-5853

e-ISSN 2249-4588

GJMBR Volume 16 Issue B2
Pg. 31- 36

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Classification

GJMBR-B Classification: JEL Code: G11, G12

Submission Received December 6, 2015
Accepted January 5, 2016
Published January 15, 2016

Keywords

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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): 133

Total Views (Real + Logic): 3925

Total Downloads (simulated): 2018

Publish Date: 2016 03, Sat

Monthly Totals (Real + Logic):

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Total Views: 3925

Total Downloads: 2018

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