Portfolio Optimization for BIST-100

2022-2023 Spring
Faculty Department of Project Supervisor: 
Faculty of Engineering and Natural Sciences
Number of Students: 

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

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