期刊名称：Ömer Halisdemir Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi
电子版ISSN：2564-6931
出版年度：2017
卷号：10
期号：4
DOI：10.25287/ohuiibf.339941
语种：English
出版社：Ömer Halisdemir Üniversitesi
摘要：The purpose of this study is to calculate the losses that portfolio holders formed by the stocks of the manufacturing industry that are traded in the Stock Exchange Istanbul using the Variance-Covariance method of RMD methods will be exposed for 1 day,10 days and 21 days retention periods. For this,the sector benefited from the closing prices on the day of 2003-2016. In the first calculations made,6 portfolios of manufacturing sub-sectors were created and the highest loss was in the portfolio made for chemistry,petroleum rubber and plastic products. Then all of the manufacturing industry was handled together and stocks from different sub-sectors were included in the generated portfolio. The risk of this portfolio was considerably lower than the initial calculated portfolio risk.
其他摘要：Bu çalışmanın amacı RMD yöntemlerinden Varyans-Kovaryans yöntemiyle Borsa İstanbul’da işlem gören imalat sanayine ait hisse senetleriyle oluşturulan portföylerin 1 günlük,10 günlük ve 21 günlük elde tutma süreleri için maruz kalacakları kaybı hesaplamaktı
