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Toplam kayıt 26, listelenen: 11-20
Computing finite time non-ruin probability and some joint distributions in discrete time risk model with exchangeable claim occurrences
(Elsevier Science, 2017)
In this paper we study a discrete time risk model based on exchangeable dependent claim occurrences. In particular we obtain expressions for the finite time non-ruin probability and the joint distribution of the time to ...
Turkey's Outward Foreign Direct Investment: Trends and Patterns of Mergers and Acquisitions
(Routledge Journals Taylor & Francis Ltd, 2017)
The aim of this study is to examine the recent evolution of Turkish outward foreign direct investment together with Turkish firms' cross-border acquisitions across time countries and industries. The article suggests that ...
Efficiency in Turkish banking: post-restructuring evidence
(Routledge Journals Taylor & Francis Ltd, 2017)
Turkish banking sector went through a significant restructuring process in the aftermath of the country's financial crisis of 2000-2001. In this paper we analyze the evolution of banking performance using a novel approach ...
Behavioral Biases Of Finance Professionals: Turkish Evidence
(Elsevier Science Bv, 2016)
This study extends the existing literature on the determinants of behavioral biases of Turkish finance sector professionals. It examines the impact of various personal and objective attributes of finance sector professionals ...
Who Was Colonized And When? A Cross-Country Analysis of Determinants
(Elsevier Science Bv, 2016)
The process of colonization has shaped the economic and demographic contours of the modern world. In this paper we study the determinants of the occurrence and timing of colonization of non-European countries by Western ...
A tournament analysis of mutual funds in Turkey
(Bilgesel Yayincilik San & Tic Ltd, 2012)
This is an analysis of the mutual funds in Turkey with respect to their risk-altering behavior Using the monthly returns and volatilities of 133 funds from 2002 to 2007 we divide each year in two parts and check whether ...
Modeling of claim exceedances over random thresholds for related insurance portfolios
(Elsevier Science Bv, 2011)
Large claims in an actuarial risk process are of special importance for the actuarial decision making about several issues like pricing of risks determination of retention treaties and capital requirements for solvency. ...
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 ...
Bivariate Pseudo-Gompertz distribution and concomitants of its order statistics
(Elsevier Science Bv, 2013)
This paper presents a new bivariate Pseudo-Gompertz distribution that sprouts from the classical Gompertz distribution and possesses the features of pseudo-distribution functions. In addition to some standard properties ...
Information cascades, short-selling constraints, and herding in equity markets
(Borsa İstanbul Anonim Şirketi, 2020)
This paper examines the relationship between informed trading and herding in Borsa İstanbul. Our firm-level cross-sectional analysis asserts that informed trading can significantly increase future herding levels. Furthermore, ...