Selcuk Karabati

Koc University - College of Administrative Sciences and Economics

Rumelifeneri Yolu

College of Administrative Sciences and Economics

Sariyer 34450, Istanbul

Turkey

SCHOLARLY PAPERS

3

DOWNLOADS

603

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Portfolio Construction Based on Stochastic Dominance and Empirical Likelihood

Number of pages: 44 Posted: 24 Aug 2016 Last Revised: 08 Jan 2018
Thierry Post, Selcuk Karabati and Stelios Arvanitis
Graduate School of Business of Nazarbayev University, Koc University - College of Administrative Sciences and Economics and Athens University of Economics and Business
Downloads 449 (92,820)
Citation 2

Abstract:

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Stochastic Dominance, Empirical Likelihood, Portfolio optimization, Momentum strategies

2.

Robust Optimization of Forecast Combinations

Number of pages: 25 Posted: 18 Apr 2018 Last Revised: 23 Jul 2018
Thierry Post, Selcuk Karabati and Stelios Arvanitis
Graduate School of Business of Nazarbayev University, Koc University - College of Administrative Sciences and Economics and Athens University of Economics and Business
Downloads 90 (394,137)
Citation 1

Abstract:

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Forecasting, Robust Optimization, Stochastic Dominance, Convex Optimization

3.

Nonparametric Tests for Superior Predictive Ability

Number of pages: 64 Posted: 12 Oct 2018 Last Revised: 08 Mar 2020
Athens University of Economics and Business, Koc University - College of Administrative Sciences and Economics, Graduate School of Business of Nazarbayev University and University College Dublin
Downloads 64 (476,545)
Citation 2

Abstract:

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Forecast Comparison, Stochastic Dominance, Empirical Likelihood, Inflation Forecasting