ARISOY Yakup Eser
Associate professor
[email protected]
Phone : 01 44 05 43 60
Office : P606
Website : Website
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)
Curriculum vitae : ARISOY Yakup Eser
Page 1/5
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
Curriculum vitae : ARISOY Yakup Eser
Page 2/5
Publications of Yakup Eser ARISOY
2014
Articles
Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Pinar, Mustafa . Optimal Multi-Period Consumption and Investment with Short-Sale
http://dx.doi.org/10.1016/j.frl.2013.05.007.
● Arisoy, Yakup Eser . Aggregate Volatility and Market Jump Risk : An Option-Based Explanation to Size and Value Premia. Jo
●
Working Papers
●
Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Akdeniz, Levent . Aggregate Volatility Expectations and Threshold CAPM. . 2014 .
2013
Working Papers
●
Fu, Xi ; Arisoy, Yakup Eser ; Shackleton, Mark B. ; Umutlu, Mehmet . Option-Implied Volatility Measures and Stock Return Pre
2012
Conference Contributions
●
Akdeniz, Levent ; Altay-Salih, Aslihan ; Arisoy, Yakup Eser . Aggregate Volatility and Threshold CAPM. 2012 FMA ANNUAL M
2010
Articles
●
Arisoy, Yakup Eser . Volatility Risk and the Value Premium : Evidence from the French Stock Market. Journal of Banking and
http://dx.doi.org/10.1016/j.jbankfin.2009.10.012.
2007
Articles
Curriculum vitae : ARISOY Yakup Eser
Page 3/5
●
Arisoy, Yakup Eser ; Altay-Salih, Aslihan ; Akdeniz, Levent . Is Volatility Risk Priced in the Securities Market ? Evidence from S
http://dx.doi.org/10.1002/fut.20242.
Curriculum vitae : ARISOY Yakup Eser
Page 4/5
Curriculum vitae : ARISOY Yakup Eser
Page 5/5
Download

ARISOY Yakup Eser