{"id":"https://openalex.org/W1572010342","doi":null,"title":"OPT\u0130MAL PORTF\u00d6Y SE\u00c7\u0130M\u0130NDE KONNO-YAMAZAK\u0130 MODEL\u0130 YAKLA\u015eIMI ve \u0130MKB MAL\u0130 SEKT\u00d6R H\u0130SSE SENETLER\u0130NE UYGULANMASI","display_name":"OPT\u0130MAL PORTF\u00d6Y SE\u00c7\u0130M\u0130NDE KONNO-YAMAZAK\u0130 MODEL\u0130 YAKLA\u015eIMI ve \u0130MKB MAL\u0130 SEKT\u00d6R H\u0130SSE SENETLER\u0130NE UYGULANMASI","publication_year":2008,"publication_date":"2008-12-01","ids":{"openalex":"https://openalex.org/W1572010342","mag":"1572010342"},"language":"tr","primary_location":{"id":"pmh:oai:dergipark.gov.tr:article/301027","doi":null,"is_oa":false,"landing_page_url":"http://dergipark.gov.tr/gaziuiibfd/issue/28327/301027","pdf_url":null,"source":{"id":"https://openalex.org/S4306401840","display_name":"DergiPark (Istanbul University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67581229","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/I67581229"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"\\n Volume: 10, Issue: 3\\n 125-142\\n \\n","raw_type":"info:eu-repo/semantics/article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101808169","display_name":"Mehmet Cihangir","orcid":"https://orcid.org/0000-0001-8881-5308","observed_orcids":["https://orcid.org/0000-0001-8881-5308"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Mehmet Cihangir","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-8881-5308","affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5083485442","display_name":"Ay\u015fe Kara\u00e7izmeli G\u00fczeler","orcid":"https://orcid.org/0000-0002-0783-5057","observed_orcids":["https://orcid.org/0000-0002-0783-5057"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ay\u015fe Kara\u00e7izmeli G\u00fczeler","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5037813627","display_name":"\u0130brahim Sabuncu","orcid":"https://orcid.org/0000-0001-8625-9256","observed_orcids":["https://orcid.org/0000-0001-8625-9256"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"\u0130brahim Sabuncu","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0001-8625-9256","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"10","issue":"3","first_page":"125","last_page":"142"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9990000128746033,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"portfolio optimization","score":0.8479999899864197},{"id":"https://openalex.org/keywords/mean-absolute-deviation","display_name":"mean absolute deviation","score":0.6819999814033508},{"id":"https://openalex.org/keywords/markowitz-mean-variance-model","display_name":"Markowitz mean-variance model","score":0.9369999766349792},{"id":"https://openalex.org/keywords/financial-stocks","display_name":"financial sector stocks","score":0.8949999809265137},{"id":"https://openalex.org/keywords/imkb","display_name":"IMKB","score":0.7639999985694885},{"id":"https://openalex.org/keywords/borsa-istanbul","display_name":"Borsa Istanbul","score":0.7710000276565552},{"id":"https://openalex.org/keywords/minimum-risk-portfolio","display_name":"minimum risk portfolio","score":0.6890000104904175}],"concepts":[{"id":"https://openalex.org/C29456083","wikidata":"https://www.wikidata.org/wiki/Q1221899","display_name":"Gynecology","level":1,"score":0.39562708139419556},{"id":"https://openalex.org/C15708023","wikidata":"https://www.wikidata.org/wiki/Q80083","display_name":"Humanities","level":1,"score":0.36747974157333374},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.223101407289505},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.04890012741088867}],"mesh":[],"locations_count":3,"locations":[{"id":"pmh:oai:dergipark.gov.tr:article/301027","doi":null,"is_oa":false,"landing_page_url":"http://dergipark.gov.tr/gaziuiibfd/issue/28327/301027","pdf_url":null,"source":{"id":"https://openalex.org/S4306401840","display_name":"DergiPark (Istanbul University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67581229","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/I67581229"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"\\n Volume: 10, Issue: 3\\n 125-142\\n \\n","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:dergipark.org.tr:article/301027","doi":null,"is_oa":false,"landing_page_url":"https://dergipark.org.tr/en/pub/gaziuiibfd/article/301027","pdf_url":null,"source":{"id":"https://openalex.org/S4306401840","display_name":"DergiPark (Istanbul University)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67581229","host_organization_name":"Istanbul University","host_organization_lineage":["https://openalex.org/I67581229"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"info:eu-repo/semantics/article"},{"id":"mag:1572010342","doi":null,"is_oa":false,"landing_page_url":"https://kutuphane.dogus.edu.tr/mvt/pdf.php?lng=0&recid=8101&pdf=0008091&journalnu=D000026","pdf_url":null,"source":null,"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":null}],"best_oa_location":null,"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W6986557531","https://openalex.org/W4400170499","https://openalex.org/W7033021630","https://openalex.org/W1811556021","https://openalex.org/W7166268035","https://openalex.org/W7042731396","https://openalex.org/W7004798949","https://openalex.org/W7011404676","https://openalex.org/W1887439908","https://openalex.org/W3002790169"],"abstract_inverted_index":{"Hisse":[0],"senetlerine":[1],"tek":[2,3],"yat\u0131r\u0131m":[4,15],"yapmak":[5,16],"yerine":[6],"birden":[7],"\u00e7ok":[8,29],"say\u0131da":[9,30],"hisse":[10,92,135],"senedinden":[11],"olu\u015fan":[12],"bir":[13,73],"portf\u00f6ye":[14],"riski":[17],"b\u00fcy\u00fck":[18],"\u00f6l\u00e7\u00fcde":[19],"azaltacakt\u0131r.":[20],"Portf\u00f6y":[21],"se\u00e7im":[22],"modelleriyle":[23],"farkl\u0131":[24,52],"getiri":[25,61],"ve":[26,116,138],"risk":[27,79],"d\u00fczeylerinde":[28],"portf\u00f6y":[31,50,105,143],"olu\u015fturmak":[32],"m\u00fcmk\u00fcnd\u00fcr.":[33],"B\u00f6ylece":[34],"yat\u0131r\u0131mc\u0131ya":[35],"riske":[36,68],"bak\u0131\u015f":[37],"a\u00e7\u0131s\u0131na":[38],"uygun":[39],"portf\u00f6yler":[40,98],"\u00f6nermek":[41],"s\u00f6zkonusu":[42],"olabilmektedir.":[43],"Temeli":[44],"Markowitz\u2019in":[45],"Ortalama":[46],"Varyans":[47],"Modeline":[48],"dayanan":[49],"modellerinin":[51,107],"y\u00f6ntemlerle":[53],"\u00e7\u00f6z\u00fcmlemeleri":[54],"bulunmaktad\u0131r.":[55],"Bu":[56,86],"modellerden":[57],"Konno-Yamazaki":[58,94],"Modeli,":[59],"beklenen":[60],"oran\u0131n\u0131n":[62],"analist":[63],"taraf\u0131ndan":[64],"\u00f6ng\u00f6r\u00fcld\u00fc\u011f\u00fc":[65],"durumlarda,":[66],"minimum":[67],"sahip":[69],"portf\u00f6yleri":[70],"kendisi":[71],"olu\u015fturan":[72],"modeldir.":[74],"Modelde":[75],"ama\u00e7":[76,119],"fonksiyonu":[77,120],"olara,":[78],"\u00f6l\u00e7\u00fct\u00fc":[80],"olan":[81],"\u201cmutlak":[82],"de\u011fer":[83],"\u201d":[84],"kullan\u0131lmaktad\u0131r.":[85],"\u00e7al\u0131\u015fmada":[87],"IMKB":[88],"mali":[89,132],"sekt\u00f6r\u00fcne":[90],"ait":[91,134],"senetlerinden":[93,136],"modeli":[95,113],"kullan\u0131larak":[96,114,141],"optimal":[97,142],"olu\u015fturulmas\u0131":[99],"konusu":[100],"ele":[101],"al\u0131nm\u0131\u015ft\u0131r.":[102],"\u00c7al\u0131\u015fmada":[103],"\u00f6nce":[104],"optimizasyonu":[106],"geli\u015fimi":[108],"\u00fczerinde":[109],"durulmu\u015f,":[110],"ard\u0131ndan":[111],"Markowitz":[112],"Konno":[115,137],"Yamazaki":[117,139],"modelinin":[118],"geli\u015ftirilmi\u015ftir.":[121],"01.01.2004-31.05.2007":[122],"tarihleri":[123],"aras\u0131nda":[124],"\u0130stanbul":[125],"Menkul":[126],"K\u0131ymetler":[127],"Borsas\u0131":[128],"\u2019nda":[129],"i\u015flem":[130],"g\u00f6ren":[131],"sekt\u00f6re":[133],"Modeli":[140],"olu\u015fturulmu\u015ftur.":[144],"Modelin":[145],"\u00e7\u00f6z\u00fcm\u00fc":[146],"i\u00e7in":[147],"bilgisayar":[148],"program\u0131":[149],"olarak":[150],"MPL":[151],"for":[152],"Windows":[153],"4.2":[154],"kullan\u0131lm\u0131\u015ft\u0131r.":[155]},"counts_by_year":[],"updated_date":"2026-10-13T10:08:12.033832","created_date":"2016-06-24T00:00:00"}
