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ARISOY Yakup Eser
Associate professor
Phone : 01 44 05 43 60
Office : P606
Web : http://www.cereg.dauphine.fr/fiche_membre.php?id=176&nom=Eser ARISOY
Education and qualification
Ph.D.
Sciences de gestion (2007 - Bilkent University, Turkey)Master (Professional) Specialty : MA International Financial Analysis (2001 - Newcastle University, U.K.)
Fields of teaching, research and professionnal competence
Fields of teaching
- Marchés à terme, options, produits dérivés
- Investment selection and valuation (en anglais)
- Application des produits dérivés
- Marchés financiers
- CAPM, APT
Fields professionnal competence
Number of theses in process : 1
Publications 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.
