Ahmet K Karagozoglu

Hofstra University, Zarb School of Business

Professor of Finance

Department of Finance

134 Hofstra University

Hempstead, NY 11549

United States

http://people.hofstra.edu/ahmet_k_karagozoglu/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 44,003

SSRN RANKINGS

Top 44,003

in Total Papers Downloads

725

CITATIONS

1

Scholarly Papers (9)

1.

Understanding and Predicting the Resolution of Financial Distress

Number of pages: 48 Posted: 23 Jun 2008
Ahmet K Karagozoglu, Dina Naples Layish and Michael Jacobs Jr.
Hofstra University, Zarb School of Business, Binghamton University - School of Management and Accenture Consulting
Downloads 610 (32,976)
Citation 1

Abstract:

Default, Financial Distress, Liquidation, Reorganization, Bankruptcy, Restructuring, Credit Risk, Discrete Regression, Bootstrap Methods, Forecasting, Classification Accuracy

2.

Performance of Time-Varying Correlation Estimation Methods

Number of pages: 45 Posted: 23 Jun 2008 Last Revised: 15 Feb 2010
Ahmet K Karagozoglu and Michael Jacobs Jr.
Hofstra University, Zarb School of Business and Accenture Consulting
Downloads 87 (220,260)

Abstract:

Correlations, Forecasting, GARCH, DCC, Risk Management, Hedging

3.

Stress Testing and Model Validation: Application of the Bayesian Approach to a Credit Risk Portfolio

Journal of Risk Model Validation, 2015, Vol. 9(3), 41-70
Posted: 01 Nov 2015
Michael Jacobs Jr., Ahmet K Karagozoglu and Frank Sensenbrenner III
Accenture Consulting, Hofstra University, Zarb School of Business and Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Abstract:

stress testing; model validation; model risk; credit risk; Bayesian analysis; CCAR

4.

Measuring Credit Risk: CDS Spreads vs. Credit Ratings

Posted: 12 Feb 2010
Ahmet K Karagozoglu and Michael Jacobs Jr.
Hofstra University, Zarb School of Business and Accenture Consulting

Abstract:

Credit Default Swaps, Credit Ratings, Recoveries, Default, Credit Risk

5.

Understanding and Predicting Ultimate Loss-Given-Default on Corporate Debt

Posted: 27 Nov 2007 Last Revised: 21 May 2011
Michael Jacobs Jr. and Ahmet K Karagozoglu
Accenture Consulting and Hofstra University, Zarb School of Business

Abstract:

Recoveries, Default, Loss Given Default, Financial Distress, Bankruptcy, Restructuring, Credit Risk, Entropic Methods, Bootstrap Methods, Forecasting

6.

Pricing Eurodollar Futures Options Using the BDT Term Structure Model: The Effect of Yield Curve Smoothing

Journal of Futures Markets, Vol. 20, pp. 293-306, March 2000
Posted: 10 Feb 2001
Turan G. Bali and Ahmet K Karagozoglu
Georgetown University - Robert Emmett McDonough School of Business and Hofstra University, Zarb School of Business

Abstract:

7.

Implementation of the BDT Model with Different Volatility Estimators: Applications to Eurodollar Futures Options

Journal of Fixed Income, Vol. 8, pp. 24-34, March 1999
Posted: 23 Sep 2000
Turan G. Bali and Ahmet K Karagozoglu
Georgetown University - Robert Emmett McDonough School of Business and Hofstra University, Zarb School of Business

Abstract:

8.

Changing the Size of a Futures Contract: Liquidity and Microstructure Effects

The Financial Review, Vol. 34, Iss. 4, November 1999
Posted: 16 Nov 1999
Ahmet K Karagozoglu and Terrence F. Martell
Hofstra University, Zarb School of Business and City University of New York (CUNY) - Baruch College - Zicklin School of Business

Abstract:

9.

Explicit versus Implicit Contracts: The Case of DIFF and CROSS Futures

Financial Review, February, 1999
Posted: 22 Dec 1998
Ahmet K Karagozoglu
Hofstra University, Zarb School of Business

Abstract: