Subject: HG Finance

Number of items at this level: 36.


Kim, Woo Chang and Mulvey, John M. and Şimşek, Koray Deniz and Kim, Min Jeong (2013) Longevity risk management for individual investors. In: Gassmann, Horand I. and Ziemba, William T., (eds.) Stochastic Programming: Applications in Finance, Energy, Planning and Logistics. World Scientific Series in Finance; 4 . World Scientific, Singapore, pp. 9-41. ISBN 978-981-4407-50-2 (Print) 978-981-4407-52-6 (Online)


Çakanyıldırım, Metin and Haksöz, Çağrı (2012) Global perspectives: Turkey. Council of Supply Chain Management Professionals, Lombard, IL. ISBN 978-0-9825348-3-0

Alp, Aysun (2012) Structural shifts in credit rating standards. (Accepted/In Press)

Şimşek, Koray Deniz (2012) Introduction to stochastic programming and its applications to finance. In: Fabozzi, Frank J., (ed.) Encyclopedia of Financial Models. Wiley, Hoboken, NJ, pp. 123-135. ISBN 9781118006733 ; 1118006739


Aysan, Ahmet Faruk and Ertek, Gürdal and Öztürk, Seçil (2011) Assessing the adverse effects of Interbank funds on bank efficiency through using semiparametric and nonparametric methods. In: Duygun Fethi, Meryem and Gaganis, Chrysovalantis and Pasiouras, Fotios and Zopounidis, Constantin, (eds.) Financial Services: Efficiency and Risk Management. Nova Science Pub Inc, New York, pp. 41-62. ISBN 1621005607 ; 9781621005605

Mulvey, John M. and Bauerfeind, Thomas and Şimşek, Koray Deniz and Vural, Mehmet T. (2011) Performance enhancements for defined benefit pension plans. In: Bertocchi, Marida and Consigli, Giorgio and Dempster, Michael A.H., (eds.) Stochastic Optimization Methods in Finance and Energy: New Financial Products and Energy Market Strategies. International Series in Operations Research & Management Science, 163 (Part 1). Springer, New York, pp. 43-71.


Atiyas, İzak and Ersel, Hasan (2010) Financial markets, regulation and financial crises. In: Scherzberg, Arno and Doğan, İlyas and Can, Osman, (eds.) Staatliche Finanzmarktregulierung und Eigentumsschutz. LIT Verlag Berlin, Berlin. ISBN 978-3-643-10929-3 ; 3643109296

Barlo, Mehmet and İnci, Eren (2010) Banks versus venture capital when the venture capitalist values private benefits of control. [Working Paper / Technical Report] Sabanci University ID:SU_FASS_2010/0003

Dhiensiri, Nont and Sayrak, Akın (2010) The value impact of analyst coverage. Review of Accounting and Finance, 9 (3). pp. 306-331. ISSN 1475-7702

Şimşek, Koray Deniz (2010) "Türk usulü" portföy sigortası: anapara koruma amaçlı yatırım fonları (Portfolio insurance "alla Turca": capital-protected mutual funds). In: 14. Ulusal Finans Sempozyumu, Konya


Ersel, Hasan and Özatay, Fatih (2009) The EU or national reform program for Turkey: does the political feasibility depend on the EU's absorption capacity? İktisat İşletme ve Finans, 24 (285). pp. 9-31. ISSN 1300-610X

Ronn, Ehud I. and Sayrak, Akın and Tompaidis, Stathis (2009) The impact of large changes in asset prices on intra-market correlations in the domestic and international markets. Financial Review, 44 (3). pp. 405-436. ISSN 0732-8516 (print) 1540-6288 (online)


Goltz, Felix and Martellini, Lionel and Şimşek, Koray Deniz (2008) Optimal static allocation decisions in the presence of portfolio insurance. Journal of Investment Management , 6 (2). ISSN 0095-4918

Mulvey, John M. and Şimşek, Koray Deniz and Zhang, Zhuojuan and Fabozzi, Frank J. and Pauling, William R. (2008) Assisting defined-benefit pension plans. Operations Research, 56 (5). pp. 1066-1078. ISSN 0030-364X

Şimşek, Koray Deniz (2008) Introduction to stochastic programming and its applications to finance. In: Fabozzi, Frank J., (ed.) Handbook of Finance: Valuation, Financial Modeling, and Quantitative Tools, Volume III. Wiley, Hoboken, NJ, USA, pp. 775-783. ISBN 978-0-470-04256-4


Aksu, Mine Hatice and Önder, Türkan and Saatçioğlu, Kemal (2007) Auditor selection, client firm characteristics, and corporate governance: evidence from an emerging market. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0001

Balic, Amra and Ararat, Melsa (2007) Turkish transparency and disclosure survey 2007: pace of improvement has slowed. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0012

Ben-Tahar, Imen and Soner, Halil Mete and Touzi, Nizar (2007) Modeling continuous-time financial markets with capital gains taxes. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0018

Ben-Tahar, Imen and Soner, Halil Mete and Touzi, Nizar (2007) The dynamic programming equation for the problem of optimal investment under capital gains taxes. (Accepted/In Press)

Çetin, Umut and Soner, Halil Mete and Touzi, Nizar (2007) Options hedging under liquidity costs. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2007/0017

Doğanoğlu, Toker and Hartz, Christoph and Mittnik, Stefan (2007) Portfolio optimization when risk factors are conditionally varying and heavy tailed. Computational Economics, 29 (3-4). pp. 333-354. ISSN 1572-9974

İnci, Ahmet Can (2007) Currency and yield co-integration between a developed and an emerging country: The case of Turkey. Bogazici Journal: Review of Social, Economic and Administrative Studies, 21 (1-2). pp. 1-20. ISSN 1300-9583

Orbay, Hakan (2007) Globalization and tradition in corporate governance in Turkey: problems and opportunities. AIB Insights, 7 (2). pp. 3-9. ISSN 1938-9590 (Print) 1938-9604 (Online)


Aksu, Mine Hatice (2006) Abandonment option value versus going-concern value in debt restructuring firms. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2006/0001

Aksu, Mine Hatice (2006) Improvement in transparency and disclosure in the ISE: Did IFRS adoption and corporate governance principles make a difference. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2006/0006

Ararat, Melsa and Orbay, Hakan (2006) Corporate governance in Turkey: implications for investments and growth. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2006/0003

Mulvey, John M. and Şimşek, Koray Deniz and Zhang, Zhuojuan (2006) Improving investment performance for pension plans. Journal of Asset Management, 7 (2). pp. 93-108. ISSN 1470-8272


Aksu, Mine Hatice (2005) Value relevance of troubled debt restructurings and policy implications. Journal of Restructuring Finance, 2 (2). pp. 111-130. ISSN 0219-869X

Nilsson, Ulf (2005) Uluslararası muhasebe ve finansal raporlama standartları. Hukuki Perspektifler Dergisi, 4 (Augustos). pp. 45-52.

Rijckeghem, Caroline Van and Üçer, Murat (2005) Chronicle of the Turkish financial crises of 2000-2001. Boğaziçi Üniversitesi , İstanbul. ISBN 9756193077


Aksu, Mine Hatice and Önder, Türkan (2004) Audior selection in the Istanbul Stock Exchange: An Empirical analysis. [Working Paper / Technical Report] Sabanci University ID:SU_FMAN_2004/0002

Aleskerov, Fuad and Ersel, Hasan and Yolalan, Reha (2004) Multicriterial ranking approach for evaluating bank branch performance. International journal of information technology & decision making, 3 (2). pp. 321-335. ISSN 0219-6220

Ersel, Hasan and Filiztekin, Alpay (2004) Kredi istemi esnekliği ve bankacılıkta fon aktarımından alınan vergilerin istem üzerine etkisi. Bankacılar Dergisi (49). pp. 33-52. ISSN 1300-0217


Aksu, Mine Hatice and Önder, Türkan (2003) The Size and book-to-market effects and their role as risk proxies in the Istanbul Stock Exchange. In: European Financial Mangement 2000 annual meeting,

Çağlayan, Mustafa and Filiztekin, Alpay (2003) Nonlinear impact of inflation on relative price variability. Economics Letters, 79 (2). pp. 213-218. ISSN 0165-1765

Van Rijckeghem, Caroline and Weder, Beatrice (2003) Spillovers through banking centers: a panel data analysis of bank flows. Journal of international money and finance, 22 (4). pp. 483-509. ISSN 0261-5606

This list was generated on Mon Sep 29 03:01:49 2014 EEST.