YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ

Mehmet Hasan Eken; Ebru Pehlivan

EN TR

YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ

Abstract

Bu çalışmada amaçlanan daha önce sıklıkla uygulanan portföy teorisi performans ölçüm endeksleri ile Veri Zarflama Analizi hesaplamalarını yatırım fonları performansına uygulamak ve sonuçlarını karşılaştırmaktır. Çalışmada sırasıyla hem portföy teorisi performans ölçüm yöntemleri hem de matematiksel bir yöntem bir arada kullanılmıştır. Buna göre 2000 ve 2006 yılları arasında Türk Sermaye Piyasalarında faaliyet gösteren A ve B tipi yatırım fonlarının yıllık performansları değerlemeye alınmıştır. Çalışmanın birinci ve ikinci bölümlerinde sırasıyla performans değerleme ve Veri Zarflama Analizine değinilmiştir. Üçüncü bölümde yöntemler arası karşılaştırma yapılmış, takip eden bölümlerde kullanılan model ve veriler ele alınmış, son bölümde ampirik bulgular işlenmiştir

Keywords

VZA, Modern Portföy Teorisi, Performans Ölçümü, Etkinlik

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Details

Primary Language

Turkish

Subjects

-

Journal Section

-

Authors

Mehmet Hasan Eken This is me

Ebru Pehlivan This is me

Publication Date

April 1, 2009

Submission Date

December 19, 2015

Acceptance Date

-

Published in Issue

Year 2009 Volume: 1 Number: 83

IZ

https://izlik.org/JA79NK84ML

APA

Eken, M. H., & Pehlivan, E. (2009). YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ. Maliye Ve Finans Yazıları, 1(83), 85-114. https://izlik.org/JA79NK84ML

AMA

1.Eken MH, Pehlivan E. YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ. Maliye ve Finans Yazıları. 2009;1(83):85-114. https://izlik.org/JA79NK84ML

Chicago

Eken, Mehmet Hasan, and Ebru Pehlivan. 2009. “YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ Ve VZA ANALİZİ”. Maliye Ve Finans Yazıları 1 (83): 85-114. https://izlik.org/JA79NK84ML.

EndNote

Eken MH, Pehlivan E (April 1, 2009) YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ. Maliye ve Finans Yazıları 1 83 85–114.

IEEE

[1]M. H. Eken and E. Pehlivan, “YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ”, Maliye ve Finans Yazıları, vol. 1, no. 83, pp. 85–114, Apr. 2009, [Online]. Available: https://izlik.org/JA79NK84ML

ISNAD

Eken, Mehmet Hasan - Pehlivan, Ebru. “YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ Ve VZA ANALİZİ”. Maliye ve Finans Yazıları 1/83 (April 1, 2009): 85-114. https://izlik.org/JA79NK84ML.

JAMA

1.Eken MH, Pehlivan E. YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ. Maliye ve Finans Yazıları. 2009;1:85–114.

MLA

Eken, Mehmet Hasan, and Ebru Pehlivan. “YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ Ve VZA ANALİZİ”. Maliye Ve Finans Yazıları, vol. 1, no. 83, Apr. 2009, pp. 85-114, https://izlik.org/JA79NK84ML.

Vancouver

1.Mehmet Hasan Eken, Ebru Pehlivan. YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ. Maliye ve Finans Yazıları [Internet]. 2009 Apr. 1;1(83):85-114. Available from: https://izlik.org/JA79NK84ML

The scope of the Journal of Finance Letters consists of studies in the fields of economics, public finance, finance, and banking.

YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ

YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ VE VZA ANALİZİ

Abstract

Keywords

YATIRIM FONLARI PERFORMANSI KLASİK PERFORMANS ÖLÇÜMLERİ ve VZA ANALİZİ

Abstract

Keywords

References

Details

Primary Language

Subjects

Journal Section

Authors

Publication Date

Submission Date

Acceptance Date

Published in Issue

IZ

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