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- W4221104570 abstract "This paper applies the mean-variance, mean-VaR, and mean-CVaR portfolio optimization approach to investigate opportunities for domestic diversification from Turkey investors’ viewpoints. We explore diversification potential and investment opportunities at the industry level for the time period between 2007 and 2020. The study uses factor analysis to determine domestic diversification opportunities and measure the optimal weight of sectors in the market index. Results from factor analysis show that for investors who desire to create a domestic portfolio considerable diversification opportunities are available. Portfolio optimization analysis indicates that the wholesale, retail trade and transportation industries should be prioritized by the policymakers, as these industries earn the highest returns at a given risk level." @default.
- W4221104570 created "2022-04-03" @default.
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- W4221104570 date "2022-01-31" @default.
- W4221104570 modified "2023-09-25" @default.
- W4221104570 title "Portfolio Diversification and Optimization at Industry Level, Evidence from Turkey" @default.
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- W4221104570 doi "https://doi.org/10.19168/jyasar.835037" @default.
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