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Recent Advances in Applied and Computational Mathematics: ICACM-IAM-METU
(Elsevier, 2014)
[Abstract Not Available]
A behavioral analysis of investor diversification
(Routledge Journals Taylor & Francis Ltd, 2014)
This paper studies the link between individual investors' portfolio diversification levels and various personal traits that proxy informational advantages and overconfidence. The analysis is based on objective data from ...
Competition in Turkish Banking: Impacts of Restructuring and the Global Financial Crisis
(Wiley, 2014)
This paper investigates the evolution of competition in the Turkish banking industry by taking into account the transformation in the sector in the aftermath of the country's financial crisis of 2000 to 2001 and the global ...
On concomitants of upper record statistics and survival analysis for a pseudo-Gompertz distribution
(Elsevier Science, 2014)
This paper presents upper record statistics and their concomitants for a bivariate pseudo-Gompertz distribution about paired lifetime variables. Survival and hazard functions are derived for the distribution. The survival ...
Measurement of bivariate risks by the north-south quantile points approach
(Elsevier Science, 2014)
This paper attempts to determine the Value at Risk (VaR) and Conditional Value at Risk (CVaR) measures for the sum of bivariate risks under dependence. The computation of these risk measures is performed by the north-south ...