dc.contributor.advisor | Bilge, Ayşe Hümeyra | en_US |
dc.contributor.author | Kaplan, Furkan | |
dc.date.accessioned | 2019-07-12T08:38:08Z | en_US |
dc.date.available | 2019-07-12T08:38:08Z | en_US |
dc.date.issued | 2018 | en_US |
dc.identifier.uri | https://hdl.handle.net/20.500.12469/2207 | |
dc.description.abstract | Portfoy sigortasi yatirimcilari piyasa dususlerinden korumak ve piyasa yukselislerinde portfoyun degerini artirmak icin dunya capinda kullanilan bir stratejidir. Sabit oranli portfoy sigortasi da bu konu basligi altina bulunan yontemlerden bir tanesidir. Sabit oranli portfoy sigortasi portfoyunde riskli ve risksiz varlik bulundurup dinamik bir sekilde denge tutmaktadir. Portfoy sigortasi kullanilan donem basinda kararlastirilan taban degeri koruma sozu vermektedir. Bu dengeyi sabit carpan ve koruma orani gibi stratejide kullanilan parametreler yardimi ile yapmaktadir. Bu calismada da yuksek getiri amaclayan bir riskli portfoy olusturulup piyasa kosullarina gore revize edilen bir sabit carpan ile donem sonunda toplam portfoy buyuklugunu maksimize etmek amaclanmistir. Portfoyde bulunan riskli varligi olustururken BÝST-30’da bulunan hisse senetleri kullanilip bu hisse senetlerinin BÝST-30 ile olan korelasyonlari bakilarak secim yapilmistir. Ayrica hisselerin portfoydeki agirliklari Markowitz Teoremi yardimiyla hesaplanmistir. Riskli varlik portfoyunun getirisini maksimum duzeye tasimak amaci ile sabit carpan piyasa yukselislerinde artirilmis dususlerinde ise azaltilmistir. Bu duzenleme islemi Finansal Varliklari Fiyatlama Modeli’nde bulunan beklenen getiri hesaplanarak isleme dahil olmustur. Bu calismada iki ana uygulama mevcut olup bu uygulamalarinda kendi icinde sabit carpan degisimi yapilmis ve yapilmamis versiyonlari kiyaslanmaktadir. Uygulamada 02.01.2008-16.02.2018 tarihleri arasindaki veriler baz alinmis olup tezin amaci olarak calistirilan stratejinin taban degerin asimi donem sonu portfoy buyuklugu ve BÝST-30 endeksi ile farklari incelenmistir. | en_US |
dc.description.abstract | The new architectural construction techniques and materials brought by the 20th
century in historical cities; have led to the creation of a foreign architectural identity
with different appearances and contents around the monuments. This architectural
differentiation, which has been influential all over the world, has led international
organizations to produce new studyings as a model that will increase the importance of
the subject.
The legal background created as a result of the work have focused on activating the idea
of protection in local governments and creating a public opinion on this issue. To
protect proprietary structures in protected areas under the law, the current state of the
region must be investigated on the basis of several criteria. Especially in the second half
of the 19th century Istanbul and the representatives of the period of the urban texture
and the timber and stone civil architecture examples of the changes to the present day is
important in terms of the description of the environment.
With this study, Ayvansaray neighborhood was examined not only in civil architecture,
but also in the Byzantine and Ottoman periods, the cultural assets and the environment
that are not reached and reached Daily. The silhouette created by the board decisions
made by the construction activities were also examined. | en_US |
dc.language.iso | tur | en_US |
dc.publisher | Kadir Has Üniversitesi | en_US |
dc.rights | info:eu-repo/semantics/openAccess | en_US |
dc.subject | Sabit carpan | en_US |
dc.title | Ayvansaray mahallesinin tarihsel cevre analizi | en_US |
dc.type | masterThesis | en_US |
dc.department | Enstitüler, Lisansüstü Eğitim Enstitüsü, Kültür Varlıklarını Koruma Ana Bilim Dalı | en_US |
dc.relation.publicationcategory | Tez | en_US |
dc.identifier.yoktezid | 528958 | en_US |