{"id":3555,"date":"2017-03-15T00:57:57","date_gmt":"2017-03-14T21:57:57","guid":{"rendered":"http:\/\/www.berjournal.com\/?p=3555"},"modified":"2017-03-18T06:16:49","modified_gmt":"2017-03-18T03:16:49","slug":"selection-and-market-timing-ability-of-bist-30-indexes-funds","status":"publish","type":"post","link":"https:\/\/www.berjournal.com\/tr\/selection-and-market-timing-ability-of-bist-30-indexes-funds","title":{"rendered":"B\u0130ST 30 Endeks Fonlar\u0131n\u0131n Se\u00e7me ve Zamanlama Yetene\u011fi"},"content":{"rendered":"

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Makale Bilgileri<\/td>\n<\/tr>\n
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Dergi:<\/td>\nBusiness and Economics Research Journal<\/td>\n<\/tr>\n
Makalenin Ba\u015fl\u0131\u011f\u0131:<\/td>\nB\u0130ST 30 Endeks Fonlar\u0131n\u0131n Se\u00e7me ve Zamanlama Yetene\u011fi<\/td>\n<\/tr>\n
Yazar(lar):<\/td>\nArzu \u015eahin<\/td>\n<\/tr>\n
Cilt:<\/td>\n8<\/td>\n<\/tr>\n
Say\u0131:<\/td>\n1<\/td>\n<\/tr>\n
Y\u0131l:<\/td>\n2017<\/td>\n<\/tr>\n
Sayfa:<\/td>\n63-81<\/td>\n<\/tr>\n
ISSN:<\/td>\n1309-2448<\/td>\n<\/tr>\n
DOI Numaras\u0131:<\/td>\n10.20409\/berj.2017126245<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
\u00d6z<\/td>\n<\/tr>\n
Yat\u0131r\u0131mc\u0131s\u0131na en az baz endeks getirisi kadar getiri sunmay\u0131 ama\u00e7layan endeks fon y\u00f6neticilerinin, se\u00e7me ve zamanlama yetene\u011fi sergilemesi beklenmektedir. Bu beklentiden yola \u00e7\u0131karak bu \u00e7al\u0131\u015fman\u0131n amac\u0131, B\u0130ST 30 Endeksi fon y\u00f6neticilerinin se\u00e7me ve zamanlama yetene\u011finin ara\u015ft\u0131r\u0131lmas\u0131d\u0131r. Bu nedenle, 7 adet B\u0130ST 30 endeks fonunun Ocak 2005 ve Aral\u0131k 2015 tarihleri aral\u0131\u011f\u0131ndaki g\u00fcnl\u00fck getirilerine Treynor-Mazuy, Henriksson-Merton ve Jensen-Alfa y\u00f6ntemleri uygulanarak fon y\u00f6neticilerinin se\u00e7me ve zamanlama yetenekleri test edilmi\u015ftir. Analiz sonu\u00e7lar\u0131 7 fonun hi\u00e7birinin istatistiki a\u00e7\u0131dan \u00f6nemli pozitif alfaya ve ilgili zamanlama katsay\u0131s\u0131na sahip olmad\u0131\u011f\u0131n\u0131 ve dolay\u0131s\u0131yla B\u0130ST 30 endeksi fon y\u00f6neticilerinin se\u00e7me ve zamanlama yetene\u011finin bulunmad\u0131\u011f\u0131n\u0131 g\u00f6stermektedir.<\/td>\n<\/tr>\n
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Anahtar Kelimeler:<\/td>\nEndeks Yat\u0131r\u0131m Fonu, Se\u00e7icilik, Zamanlama, Kuadratik Regresyon, Kukla De\u011fi\u015fkenli Regresyon<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n<\/td>\n<\/tr>\n
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JEL S\u0131n\u0131fland\u0131rmas\u0131:<\/td>\nG11, C32<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n
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Makale Bilgileri Dergi: Business and Economics Research Journal Makalenin Ba\u015fl\u0131\u011f\u0131: B\u0130ST 30 Endeks Fonlar\u0131n\u0131n Se\u00e7me ve Zamanlama Yetene\u011fi Yazar(lar): Arzu \u015eahin Cilt: 8 Say\u0131: 1 Y\u0131l: 2017 Sayfa: 63-81 ISSN: 1309-2448 DOI Numaras\u0131: 10.20409\/berj.2017126245 \u00d6z Yat\u0131r\u0131mc\u0131s\u0131na en az baz endeks getirisi kadar getiri sunmay\u0131 ama\u00e7layan endeks fon y\u00f6neticilerinin, se\u00e7me ve zamanlama yetene\u011fi sergilemesi beklenmektedir. Bu […]<\/p>\n

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