Doktora Yaptığı Üniversite
Berlin Teknik Üniversitesi
Doktora Yaptığı Alan
İşletme Mühendisliği
Öğretim Alanları
Finansal Yönetim
Yatırım
Muhasebe
Finansman
Araştırma Konuları
Türev Ürünlerin Muhasebeleştirilmesi
Finansal Analiz ve Denetleme
Güncel Yayınlardan Örnekler
- “The Effects of Different Parameter Estimation Methods on Option Pricing” (with Z. İltüzer Samur and O. Taş) in G.N. Gregoriou, C. Hoppe and C. Wehn (eds), Model Risk, McGraw-Hill, forthcoming in 2010.
- “Indices and Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets” (with C. Ekinci and K. Tokmakçıoğlu) in G.N. Gregoriou (ed.), Emerging Markets: Performance, Analysis and Innovation, Chapman & Hall, 2009.
- “Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets” (with C.Ekinci and Z. İltuzer Samur) in G.N. Gregoriou (ed.), Stock Market Volatility, Chapman & Hall, 2009.
- “TEWI-Turkey Early Warning Index” (with S.Kılıçlar), Journal of Transnational Management, Vol.14, No.1, pp: 27 – 41, 2009.
- “Nonparametric Performance Evaluation of Turkish Mutual Funds With Data Envelopment Analysis” (with Ö. Akdağ), Global Journal of Finance and Economics, 2008
- “Performance Measurement of Mutual Funds” (with S.Güçlü) Indian Development Review, Vol. 5, No. 1, (2006) : 199-220, 2007.
- “Volatility Models and An Application for Emerging Markets” (with Z.İltüzer Samur and K. Tokmakçıoğlu), Asian-African Journal of Economics and Econometrics, Vol.7, No: 1-2, pp: 391-405, 2007.
- “Calendar Anomalies In Emergıng Markets: An Applicatıon For Istanbul Stock Exchange” (with C.Ucbenli), Global Journal of Finance and Economics, Vol. 3, No. 2, (2006) : 151-172, 2006.
- “Accounting Standards for Financial Derivatives: A Comparison of Germany and Turkey”, Verlag Dr.Köster, Berlin, 2001.