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Yakup Eser Arisoy

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Personal Details

First Name:Yakup
Middle Name:Eser
Last Name:Arisoy
Suffix:
RePEc Short-ID:par202
https://sites.google.com/site/eserarisoy/
Université Paris Dauphine DRM Finance Place du Maréchal de Lattre de Tassigny 75775 cedex 16 Paris
+33144054360
Paris, France
http://www.dauphine.fr/cereg/

: 01 44 05 49 30
01 44 05 40 23
Place du Maréchal de Lattre de Tassigny, 75775 Paris cédex 16
RePEc:edi:crgp9fr (more details at EDIRC)
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  1. Agarwal, Vikas & Arisoy, Y. Eser & Naik, Narayan Y., 2015. "Volatility of aggregate volatility and hedge funds returns," CFR Working Papers 15-03 [rev.], University of Cologne, Centre for Financial Research (CFR).
  2. Y.E. Arisoy, 2010. "Volatility risk and the value premium : evidence from the french stock market," Post-Print hal-00576551, HAL.
  3. Y.E. Arisoy & A. Salih & L. Akdeniz, 2007. "Is volatility risk priced in the securities market ? Evidence from S&P 500 index options," Post-Print hal-00354815, HAL.
  1. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Akdeniz, Levent, 2015. "Aggregate volatility expectations and threshold CAPM," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 231-253.
  2. Arısoy, Yakup Eser & Altay-Salih, Aslıhan & Pınar, Mustafa Ç, 2014. "Optimal multi-period consumption and investment with short-sale constraints," Finance Research Letters, Elsevier, vol. 11(1), pages 16-24.
  3. Yakup Eser Arisoy, 2014. "Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 34(1), pages 34-55, 01.
  4. Arisoy, Yakup Eser, 2010. "Volatility risk and the value premium: Evidence from the French stock market," Journal of Banking & Finance, Elsevier, vol. 34(5), pages 975-983, May.
  5. Yakup Eser Arisoy & Aslihan Salih & Levent Akdeniz, 2007. "Is volatility risk priced in the securities market? Evidence from S&P 500 index options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 27(7), pages 617-642, 07.
1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2015-03-13. Author is listed
  2. NEP-GER: German Papers (1) 2015-08-30. Author is listed
  3. NEP-RMG: Risk Management (2) 2015-03-13 2015-08-30. Author is listed

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