The examination of alternative portfolio optimization models performance

In this study, portfolio optimization has been made by taking into account the stocks of the 25 largest global USA companies in Forbes Global 2000. In the optimization of the portfolio, Markowitz mean variance method and Sharpe ratio are taken into account and optimal portfolios are created for 2015, 2016 and 2017. In addition to the Markowitz mean variance method and the Sharpe ratio, the equally weighted portfolio method and portfolios including the market index are also considered in the study. As a result of the analysis, it is concluded that Sharpe ratio is more successful in creating optimal portfolio rather than the other methods. It is thought that the created optimal portfolios can be determinative in directing the decisions of international investors and may contribute to the effective use of the funds by the investors.