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Purpose- The main purpose of this paper is to measure the potential losses of the portfolio obtained from ISE-30 using three different methods with VaR methods. Methodology-Historical Simulation, Variance-Covariance Method and Monte Carlo Simulation are used for the calculation of VaR. These three methods are examined regarding their results on the portfolios created according to different criteria. The price series of ISE 30 are used to create different three portfolios and their VaR resultsdoi:10.17261/pressacademia.2017.685 fatcat:wkr475smj5hxvj5ydskmknxoiy