Yaman O. Erzurumlu

Bahcesehir University

Assoc. Prof.

Ciragan Avenue Osmanpaşa Mektebi Sokak No: 4 - 6

Besiktas

Istanbul, 34353

Turkey

SCHOLARLY PAPERS

7

DOWNLOADS

369

CITATIONS

2

Scholarly Papers (7)

1.

Dynamic Management of Mutual Fund Advisory Contracts

Doğuş University Journal; V.7-2 (2006) p.172-189
Number of pages: 38 Posted: 26 Apr 2006 Last Revised: 07 Sep 2013
Yaman O. Erzurumlu and Sinan Erzurumlu
Bahcesehir University and Babson College
Downloads 150 (193,113)
Citation 1

Abstract:

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Mutual fund, Advisory fee, Management fee, Contract, Adviser

2.

Evaluation of Portfolio Performance of Turkish Mutual Funds

Doğuş University Journal Vol. 4 (2001), pp. 43-58
Number of pages: 16 Posted: 08 Sep 2013 Last Revised: 20 Aug 2017
Cudi Tuncer Gursoy and Yaman O. Erzurumlu
Dogus University and Bahcesehir University
Downloads 96 (268,954)
Citation 1

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Portfolio performance, Sharpe Index, Treynor Index, Jensen alpha, Graham & Harvey Criterion, Portfolio Ranking, Mutual Funds

3.

Investor Reaction to Market Surprises on the Istanbul Stock Exchange

Doğuş University Journal, V.12-2 (2011) p. 213-225
Number of pages: 14 Posted: 08 Sep 2013
Yaman O. Erzurumlu
Bahcesehir University
Downloads 33 (447,729)

Abstract:

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Istanbul Stock Exchange, BIST, market efficiency, overreaction, uncertain information hypothesis, uncertainty, abnormal returns

4.

Testing Post Modern Portfolio Theory Based on Global and Local Single Factor Market Model: Borsa Istanbul Case

Borsa Istanbul Review, Forthcoming
Number of pages: 10 Posted: 31 Mar 2018 Last Revised: 27 Apr 2018
Mehmet Yıldız and Yaman O. Erzurumlu
Faculty of Economics and Administrative Sciences, Dogus University and Bahcesehir University
Downloads 31 (456,817)

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Asset Pricing, Downside Beta, Downside CAPM, Downside Risk, Semivariance, Borsa Istanbul

5.

Development and Deployment Drivers of Clean Technology Innovations

Journal of High Technology Management Research 24(2), 100-108
Number of pages: 26 Posted: 30 Oct 2014
Sinan Erzurumlu and Yaman O. Erzurumlu
Babson College and Bahcesehir University
Downloads 27 (476,313)

Abstract:

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6.

The Behavior of Turkish Pension Plan Investors - Performance, Cost and Fund Flows

Number of pages: 18 Posted: 23 Aug 2017
Yaman O. Erzurumlu and Idris Ucardag
Bahcesehir University and Independent
Downloads 18 (526,804)

Abstract:

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Pension plans, fund flow, return, Jensen's Alpha, management fee, Turkey, pension funds

7.

On Investors Reaction to Market Surprises: Evidence from the Chinese Market

International Journal of Business, Management and Economics, Vol. 2/8 (2006), pp. 53-66
Number of pages: 16 Posted: 08 Sep 2013
Richard Ajayi and Yaman O. Erzurumlu
University of Central Florida - Department of Finance and Bahcesehir University
Downloads 14 (550,127)

Abstract:

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Efficiency, Rational Investors, Uncertainty