title   
  

Creator/Author/Editor: Demirtaş, K. Özgür

2013

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) The intertemporal relation between tail risk and funds of hedge funds returns. 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, pp. 381-392. ISBN 0124016995 ; 978-0124016996

Atılgan, Yiğit and Demirtaş, K. Özgür (2013) Reward-to-risk ratios in Turkish financial markets (Türkiye finans piyasalarında getiri-risk rasyoları). İktisat, İşletme, Finans, 28 (323). pp. 9-32. ISSN 1300-610X (Print) 1308-4658 (Online)

Atılgan, Yiğit and Bali, Turan G. and Demirtaş, K. Özgür (2013) 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, pp. 275-287. ISBN 978-0-12-401699-6

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

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)

This list was generated on Sun Sep 21 08:58:16 2014 EEST.