Portfolio analysis and an application with linear programming method in ISE

In this study, the Konno-Yamazaki Model 35 IMKB-50 Index in the application was made on the stock. The aim of this study is to solve this model through WINQSB package program designed by Hiroshi Konno and Hiroaki Yamazaki and to identify portfolios covering stocks which have minimal risks and which are covered of this study.This study consists of three sections. In the first part, the subjects like portfolio and portfolio management concepts, types of portfolio risk and return portfolio management and portfolio performance measurement approach have been studied. In the second part, the definition of linear programming, formal structure, the basic terms of linear programming and its uses are mentioned and also mentioned the portfolio optimization model. Konno-Yamazaki portfolio selection model which is used in practise has been described. In the third part, the objective function of portfolionselection model with increment rates of 35 stocks between January 2008 and December 2009 and its fifty constraints are developed using WİNQSB package program and these analysis results are explained.