Gunahkar Hisseler

Ibrahim Bozkurt ()
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Ibrahim Bozkurt: CKU Tasmescit Kampusu

Ege Academic Review, 2016, vol. 16, issue 1, 1-12

Abstract: Bu calismanin temel amaci, gunahkar hisselerin getiri performanslarini analiz etmek ve portfoy yonetim surecinde yatirimcilara faydali olabilecek bilgiler sunmaktir. Bu calismada; ABD, Avustralya, Kanada, MeksIka, BirlesIk Krallik, Fransa ve Turkiye borsalarinda islem goren sekiz farkli gunahkar endustriden 100 firmanin 1999-2014 yillari arasindaki gunluk hisse fiyatlari veri olarak kullanilmaktadir. Gunahkar hisselerin getiri performanslari, gunahkar hisselerden olusan portfoylere ait getirilerin belirlenmesi suretiyle analiz edilmektedir. Portfoy performanslarinin olculmesinde Jensen’in alfa yontemi kullanilmaktadir. Calisma sonucunda, gunahkar portfoylerin piyasa portfoyunden daha iyi bir performans sergiledigi tespit edilmistir.

Keywords: Kotu Firma; Gunahkar Hisse; Anormal Getiri; Jensen’in alfa yontemi. (search for similar items in EconPapers)
JEL-codes: G11 (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:ege:journl:v:16:y:2016:i:1:p:1-12

DOI: 10.21121/eab.2016119950

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