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Toplam kayıt 35, listelenen: 21-30
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, ...
Efficiency analysis of Black sea container seaports: application of an integrated MCDM approach
(Routledge, 2020)
The current paper carries out an examination about the selection of the proper container seaport, which in the Black sea region. This paper focuses on a research question. Is it possible to apply multi-criteria decision-making ...
Economic policy uncertainty, stakeholder engagement, and environmental, social, and governance practices: The moderating effect of competition
(Wiley, 2020)
his paper investigates the effect of the economic policy uncertainty (EPU) on corporate environmental, social, and governance practices (ESG), using 6,562 firm-year observations from 15 developed European countries covering ...
Perceived Financial Needs, Income Sources, and Subjective Financial Well-Being in an Emerging Market
(Springer Publishing Co, 2019)
This study investigates perceived financial needs and subjective financial well-being using data from a national survey of 2,567 households in Turkey. Financial needs are measured by consumer perceived ability to meet ...
Productivity Analysis of Black Sea Container Ports by Using Integrated Entropy and EATWOS Methods
(Eskısehır Osmangazı Univ, 2019)
The Black Sea region is an extremely important region for global trade. Approaches such as short sea shipping and marine highways, which are on the agenda of European Union lead to increase the importance of Black Sea ...
The speed of stock price adjustment to corporate announcements: Insights from Turkey
(Elsevier, 2020)
The market reaction speeds to the news flow are currently measured at the millisecond level in developed markets. We investigate, using a unique setting from Turkey, whether the market reaction speeds in less sophisticated ...
Art investment: hedging or safe haven through financial crises
(Springer, 2020)
We analyze long-term art auction sales data focusing on and around financial crisis periods with other investment returns to understand whether art can be considered a safe haven during volatile times or a hedging option ...