Zobrazeno 1 - 10
of 45
pro vyhledávání: '"Yener, Haluk"'
Publikováno v:
In International Review of Economics and Finance November 2020 70:202-229
Autor:
Eroğlu, Burak Alparslan1 (AUTHOR), Yener, Haluk2 (AUTHOR) haluk.yener@bilgi.edu.tr, Yiğit, Taner3 (AUTHOR)
Publikováno v:
Quantitative Finance. Jul/Aug2023, Vol. 23 Issue 7/8, p1129-1154. 26p.
Publikováno v:
Business and Economics Research Journal. 11(4):939-952
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=917980
Autor:
Yener, Haluk
In this paper, we consider three problems related to survival, growth, and goal reaching maximization of an investment portfolio with proportional net cash flow. We solve the problems in a market constrained due to borrowing prohibition. To solve the
Externí odkaz:
http://arxiv.org/abs/1209.6385
Autor:
YENER, Haluk1 haluk.yener@bilgi.edu.tr, EROĞLU, Burak Alparslan1 burak.eroglu@bilgi.edu.tr
Publikováno v:
Pamukkale University Journal of Social Sciences Institute / Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi. May2022, Issue 50, p71-86. 16p.
Autor:
Yener, Haluk1 (AUTHOR) haluk.yener@bilgi.edu.tr
Publikováno v:
Scandinavian Actuarial Journal. Jun2020, Vol. 2020 Issue 5, p396-418. 23p.
Autor:
YENER, Haluk, EROĞLU, Burak Alparslan
Publikováno v:
Issue: 50 71-86
Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Pamukkale Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
In this study, the dynamic Value-at-Risk and Expected shortfall, which are the fundamental financial risk measures, are estimated and forecasted. As the forecasting model, the generalized autoregressive score, ARMA-GARCH, and rolling window-based for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::34915023cbfe75102f2ea6385e78c38d
https://dergipark.org.tr/tr/pub/pausbed/issue/69418/992526
https://dergipark.org.tr/tr/pub/pausbed/issue/69418/992526
Publikováno v:
Volume: 25, Issue: 2 457-476
Atatürk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Atatürk Üniversitesi Sosyal Bilimler Enstitüsü Dergisi
Bu çalışmada, BIST 100 Endeksi'nin 2016-2019 yılları arasındaki üç yıllık dönem için günlük getirilerinin volatilitesi, getirilerin volatilite dinamikleri üzerindeki kısa, orta ve uzun vadeli etkilerini anlamak için heterojen otoregr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=tubitakulakb::439822f04347295d2d34d767c7d0adfc
https://dergipark.org.tr/tr/pub/ataunisosbil/issue/62432/826250
https://dergipark.org.tr/tr/pub/ataunisosbil/issue/62432/826250
Akademický článek
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Autor:
Yener, Haluk1 (AUTHOR) haluk.yener@bilgi.edu.tr
Publikováno v:
Quantitative Finance. Dec2015, Vol. 15 Issue 12, p2053-2065. 13p.