摘要：One of the main problem is an optimal portfolio selection in the financial investment decisions. In this context,the determining of optimal portfolio by using which method is a significant for researcher. On the other hand,Genetic algorithm is optimization technical to select optimal portfolio when there are the plurality of cluster solutions. In this study,it is aimed to determine of optimal portfolio for Istanbul Stock Market 30 Indices. When Lambda value (λ) is 0.20,optimal portfolio selection is consist of 18 shares According to the application findings which is used data spanned from January-2010 and June-2013. When a dominance of risk factor increases,performance of algorithm decreases and optimal portfolio selection is consist of all BIST-30 Indices.
其他摘要：Finansal yatırım kararlarındaki en temel problemlerden biri optimal portföyün seçimidir. Bu bağlamda hangi yöntem kullanılarak uygun portföye karar verileceği önem arz etmektedir. Genetik algoritmalar ise çok sayıda çözüm kümesinin olduğu durumlarda optim
