Back

ARISOY Yakup Eser

PDF
yarisoy

Associate professor

eser.arisoyping@dauphinepong.fr

Phone : 01 44 05 43 60

Office : P606

Website : http://www.cereg.dauphine.fr/fiche_membre.php?id=176&nom=Eser ARISOY

Other activities and responsibilities

Co-ordinator: Finance Seminar Series at DRM Finance (CEREG) Reviewer: Journal of Futures Markets, European Journal of Operational Research, Emerging Markets Finance and Trade Teaching: UE106 (Investments and Financial Markets - M1) T4 (Options, Futures and Convertible Debt - Master 225)

Former positions

09/2010-08/2012: Lancaster University Management School (Lecturer)
09/2007-08/2010:IESEG School of Management (Assistant Professor)

Education and qualification

Ph.D.

Sciences de gestion (2007 - Bilkent University, Turkey)

Master (Professional) specialty : MA International Financial Analysis (2001 - Newcastle University, U.K.)

Awards

Full time PhD Scholarship (2002-2007)

Jean Monnet Scholarship (2000-2001)

Fields of teaching, research and professionnal competence

Fields of teaching

  • Financial Markets
  • Investments
  • Options, Futures and Other Derivatives

Fields of research

  • Asset pricing
  • Options
  • Volatility and jumps

Areas of Expertise

  • Volatility and its implications for asset pricing
  • Relationship between option and stock prices

Fields professionnal competence

Number of theses in process : 1

Publications of ARISOY Yakup Eser

2013

Articles

  • Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Pinar, Mustafa . Optimal Multi-Period Consumption and Investment with Short-Sale Constraints. Finance Research Letters. 2013. pages 20. Elsevier. DOI http://dx.doi.org/10.1016/j.frl.2013.05.007.

2012

Articles

  • Arisoy, Yakup Eser . Aggregate Volatility and Market Jump Risk : An Option-Based Explanation to Size and Value Premia. Journal of Futures Markets. 2012. Wiley. DOI http://dx.doi.org/10.1002/fut.21589.

Conference Contributions

  • Akdeniz Bilkent, Levent ; Altay-Salih Bilkent, Aslihan ; Arisoy, Yakup Eser . Aggregate Volatility and Threshold CAPM. 2012 FMA ANNUAL MEETING. Atlanta, Georgia. États-Unis. 2012.

2010

Articles

  • Arisoy, Yakup Eser . Volatility Risk and the Value Premium : Evidence from the French Stock Market. Journal of Banking and Finance. Volume 34. n° 5. 2010. pages 975-983. Elsevier. DOI http://dx.doi.org/10.1016/j.jbankfin.2009.10.012.

2007

Articles

  • Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Akdeniz, Levent . Is Volatility Risk Priced in the Securities Market ? Evidence from S&P 500 Index Options. Journal of Futures Markets. Volume 27. n° 7. 2007. pages 617-642. DOI http://dx.doi.org/10.1002/fut.20242.

FACULTY & RESEARCHER PROFILES