Prof. Dr. Oktay TAŞ
Oda No: B404
Tel: 0212 2931300 (2072)
Doktora Yaptığı Üniversite: Berlin Teknik Üniversitesi
Doktora Yaptığı Alan: İşletme Mühendisliği
- Finansal Yönetim
Araştırma Konuları :
- Türev Ürünlerin Muhasebeleştirilmesi
- Finansal Analiz ve Denetleme
“The Effects of Different Parameter Estimation Methods on Option Pricing” (with Z. İltüzer Samur and O. Taş) in G.N. Gregoriou, C. Hoppe and C. Wehn (eds), Model Risk, McGraw-Hill, forthcoming in 2010.
“Indices and Price Book, Price Earnings, and Dividend Yield Ratios in Emerging Financial Markets” (with C. Ekinci and K. Tokmakçıoğlu) in G.N. Gregoriou (ed.), Emerging Markets: Performance, Analysis and Innovation, Chapman & Hall, 2009.
“Seasonality and the Relation between Volatility and Returns: Evidence from Turkish Financial Markets” (with C.Ekinci and Z. İltuzer Samur) in G.N. Gregoriou (ed.), Stock Market Volatility, Chapman & Hall, 2009.
“TEWI-Turkey Early Warning Index” (with S.Kılıçlar), Journal of Transnational Management, Vol.14, No.1, pp: 27 – 41, 2009.
“Nonparametric Performance Evaluation of Turkish Mutual Funds With Data Envelopment Analysis” (with Ö. Akdağ), Global Journal of Finance and Economics, 2008
“Performance Measurement of Mutual Funds” (with S.Güçlü) Indian Development Review, Vol. 5, No. 1, (2006) : 199-220, 2007.
“Volatility Models and An Application for Emerging Markets” (with Z.İltüzer Samur and K. Tokmakçıoğlu), Asian-African Journal of Economics and Econometrics, Vol.7, No: 1-2, pp: 391-405, 2007.
“Calendar Anomalies In Emergıng Markets: An Applicatıon For Istanbul Stock Exchange” (with C.Ucbenli), Global Journal of Finance and Economics, Vol. 3, No. 2, (2006) : 151-172, 2006.
“Accounting Standards for Financial Derivatives: A Comparison of Germany and Turkey”, Verlag Dr.Köster, Berlin, 2001.