Creator/Author/Editor: Demirtaş, K. Özgür

2012

Atılgan, Yiğit and Demirtaş, K. Özgür (2012) Risk-adjusted performances of world equity indices. [Working Paper / Technical Report] Sabanci University ID:10.5900/SU_SOM_WP.2012.19397

Atılgan, Yiğit and Demirtaş, K. Özgür (2012) Reward-to-risk ratios in Turkish financial markets. (Accepted/In Press)

Atılgan, Yiğit and Demirtaş, K. Özgür (2012) Downside risk in emerging markets. (Accepted/In Press)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2012) Reward-to-risk ratios of funds of hedge funds. In: Gregoriou, Greg N., (ed.) Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence. Elsevier, Amsterdam. (Accepted/In Press)

2011

Demirtaş, K. Özgür and Zirek, Duygu (2011) Aggregate earnings and expected stock returns in emerging markets. Emerging Markets Finance and Trade, 47 (3). pp. 4-22. ISSN 1540-496X

2010

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2010) Implied volatility spreads, skewness and expected market returns. (Submitted)