Comparison of Borsa Istanbul sectors in terms of risk and return
2025
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Advisor: Doç. Dr. Hürriyet Bilge
Abstract (EN)
The 12 sectors in Borsa Istanbul were compared with each other in terms of risk and return using the EGARCH model under ARCH-GARCH. The differences, similarities, and risks of the sectors were measured. The twelve sectors were ranked according to their risk and return potentials, taking into account leverage effects and shock persistence. As a result of the comparison, it was observed that the most risky sectors were banking and insurance, while the least risky sectors were food and finance.
Author
Dr. Yaşarcan Kara
Institution
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Yaşarcan Kara (Master Thesis). Comparison of Borsa Istanbul sectors in terms of risk and return, 2025, Manisa Celal Bayar University.
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