İTÜ Çalışma Grupları

Çalışma grubu bünyesindeki Finans Laboratuvarı'nda aşağıdaki veri terminallerinden ulusal ve uluslararası derinlikli verilere erişim sağlanmaktadır.

(In the Finance Lab, there exists access to the following data sources)

Thomson Reuters Eikon
Thomson Reuters Datastream
Matriks

Finance Lab

20140602_145046[1]

Başlıca Araştırma Konuları	Main Areas of Research
Varlık Fiyatlama Portföy Optimizasyonu Finansal Ekonometri Finans Piyasalarının Mikroyapısı Algoritmik İşlemler Yatırım Stratejileri Finansal Krizler Risk Modellemesi Piyasa Etkileşimleri Davranışsal Finans Finans Mühendisliği Sermaye Piyasaları Hukuku	Asset Pricing Portfolio Optimization Financial Econometrics Financial Market Microstructure Algorithmic Trading Investment Strategies Financial Crises Risk Modeling Market Interactions Behavioral Finance Financial Engineering Capital Markets Law

İçerik hazırlanmaktadır.

İçerik hazırlanmaktadır.

MAKALELER VE KİTAP BÖLÜMLERİ   (JOURNAL PAPERS AND BOOK CHAPTERS)

Taş, O., Ekmekçioğlu M., 2013. Mortgage Demanders Evaluation byFuzzy AHP, Journal of Mult.-Valued Logic & Soft Computing, Vol. 21, 511–524. 

Ülengin, B., Yobaş, B., 2013. Borsa Birleşme ve Satınalmalarının İşlem Hacmi Üzerindeki Etkisi, İMKB Dergisi, Cilt 13, Sayı 52, 40-63.

Uygur, U., Taş O., 2013. The impacts of investor sentiment on returns and conditional volatility of international stock markets, Quality & Quantity, ISSN 0033-5177Qual Quant DOI 10.1007/s11135-013-9827-3. 

İltüzer, Z., Tas O., 2013. The Forecasting Performances of Volatility Models in Emerging Stock Markets: Is a Generalization Really Possible?, Journal of Applied Finance & Banking, vol. 3, no. 2, 49-73.

Taş, O., Ersen H.Y., 2012. Real option valuation in investment projects, Journal of Applied Finance & Banking, vol.2, no 5, 177-188. 

Tokmakçıoğlu, T., Taş, O., 2012. Stock market and macroeconomic volatility comparison: an US approach. Quality & Quantity, ISSN 0033-5177Qual Quant DOI 10.1007/s11135-012-9761-9. 

Ekinci, C., Yıldırak, K., Taylan, A.S., 2012. High-frequency Performance of Value at Risk and Expected Shortfall: Evidence from ISE30 Index Futures, in Rethinking Valuation and Pricing Models, Elsevier. 

Yıldırak, K., Ekinci, C., 2012. A Review of Market Risk Measures and Computation Techniques, in Rethinking Valuation and Pricing Models, Elsevier. 

Tokmakçıoğlu, K., Taş, O., 2012. Stock Market and Macroeconomic Volatility Comparison: An US Approach, Quality and Quantity, ISSN: 0033-5177, Springer, DOI 10.1007/s11135-012-9761-9. 

Tokmakçıoğlu, K., Taş, O., 2011. Market Integration of Asian Markets Evidence from Global Financial Crisis of 2007,Global Journal of Finance and Economics, 1 (8), 89-100. 

İltüzer Samur, Z., Ekinci, C., Taş, O., 2010. The Effects of Different Parameter Estimation Methods on Option Pricing: An Empirical Analysis, in Risk Modeling Evaluation Handbook, McGraw Hill. 

Taş, O., Tokmakçıoğlu, K., Güran, C. B., 2010. Calculation of Credibility Scores of Major Sectors in Turkey: An Analytical Hierarchy Process Approach, International Economics & Finance Journal, 1-2 (5), 75-88. 

Taş, O., Ekinci, C., Tokmakçıoğlu, K., 2009. Indices and Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets, in Emerging Markets: Performance, Analysis and Innovation, CRC Press. 

Taş, O., Ekinci, C. and İltüzer, Z., 2009. Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets, in Stock Market Volatility, CRC Press. 

Yentürk, N., Ülengin, B., Çimenoğlu, A., 2009. An Analysis of the Interaction among Savings, Investments and Growth in Turkey, Applied Economics, 41 (4-6), 739-751.