Erkin Diyarbakirlioglu

IAE Gustave Eiffel

Assistant professor of finance

Place de la Porte des Champs

Créteil, 94010

France

http://www.iae-eiffel.fr/

SCHOLARLY PAPERS

8

DOWNLOADS

295

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (8)

1.

A Portfolio Diversification Index Analysis of the Home Bias

Number of pages: 16 Posted: 30 Nov 2010 Last Revised: 16 Jan 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel
Downloads 119 (243,460)

Abstract:

Loading...

Portfolio Diversification Index, Home Bias, Diversification

2.

Potential Gains from International Diversification: Cross-Country Evidence from an Alternative Methodology

Number of pages: 42 Posted: 25 Jul 2010 Last Revised: 16 Jan 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel
Downloads 52 (395,750)

Abstract:

Loading...

International Diversification, Portfolio Diversification Index, Principal Components Analysis

3.

The Determinants of International Equity Holdings: Information Versus Culture

International Conference of the French Finance Association (AFFI), May 11-13, 2011
Number of pages: 59 Posted: 16 May 2011 Last Revised: 16 Jan 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel
Downloads 47 (413,218)
Citation 2

Abstract:

Loading...

information distance, cultural distance, gravity model, home bias

Domestic and Foreign Country Bias in International Equity Portfolios

Number of pages: 38 Posted: 25 Jul 2010 Last Revised: 16 Jan 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel
Downloads 47 (420,802)

Abstract:

Loading...

Domestic Bias, Foreign Bias, Geographical Shrinkage, International Equity Investments

Domestic and Foreign Country Bias in International Equity Portfolios

Journal of Multinational Financial Management, Vol. 21, No. 5, 2011
Posted: 10 Feb 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel

Abstract:

Loading...

domestic bias, foreign bias, international portfolios, geographical shrinkage

5.

Turkish Investors’ Foreign Portfolio Investments

Number of pages: 19 Posted: 30 Nov 2010 Last Revised: 16 Jan 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel
Downloads 30 (484,913)

Abstract:

Loading...

International Diversification, Home Bias, CPIS, Turkey

6.

Reducing Errors-in-Variables Bias in Linear Regression Using Compact Genetic Algorithms

Journal of Statistical Computation and Simulation, 85(16), pp. 3216-3235, 2014
Posted: 10 Feb 2020
Erkin Diyarbakirlioglu and Mehmet Hakan Satman
IAE Gustave Eiffel and Istanbul University

Abstract:

Loading...

linear regression, measurement error, compact genetic algorithms

7.

Foreign Equity Flows and the 'Size Bias': Evidence from an Emerging Stock Market

Emerging Markets Review, Vol. 12, No. 4, 2011
Posted: 10 Feb 2020
Erkin Diyarbakirlioglu
IAE Gustave Eiffel

Abstract:

Loading...

information asymmetries, foreign investors, portfolio flows, home bias

8.

The Maximum Diversification Index

Journal of Asset Management, 14(6), pp. 400-409, 2013
Posted: 10 Feb 2020
Erkin Diyarbakirlioglu and Mehmet Hakan Satman
IAE Gustave Eiffel and Istanbul University

Abstract:

Loading...

portfolio diversification, genetic algorithms, maximum diversification index