Term:
2022-2023 Spring
Faculty Department of Project Supervisor:
Faculty of Engineering and Natural Sciences
Number of Students:
2
The project is composed of two main parts. First, the rate of return for the investments available in BIST-100 will be estimated by different methods. Then, the portfolio optimization problem under different risk constraints will be solved using mathematical programming and the estimated data.
Related Areas of Project:
Computer Science and Engineering
Industrial Engineering
About Project Supervisors
Esra Koca, esrakoca@sabanciuniv.edu
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