Erdinc Akyildirim

Akdeniz University

Antalya, Kampus

Turkey

SCHOLARLY PAPERS

4

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573

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Scholarly Papers (4)

1.

Optimal Dividend Policy with Random Interest Rates

Swiss Finance Institute Research Paper No. 13-14
Number of pages: 27 Posted: 09 Apr 2013
Akdeniz University, University of Zurich, Swiss Finance Institute, GFRI, University of Geneva and ETH Zürich
Downloads 351 (83,174)

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Dividend Policy, Business Cycles, Financial Frictions

2.

Statistical Arbitrage in the Multi-Asset Black-Scholes Economy

Number of pages: 19 Posted: 27 Dec 2014 Last Revised: 16 Jul 2016
Ahmet Goncu and Erdinc Akyildirim
Xi'an Jiaotong University (XJTU) and Akdeniz University
Downloads 130 (215,682)

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3.

Statistical Arbitrage in Jump-Diffusion Models with Compound Poisson Processes

Number of pages: 11 Posted: 27 Dec 2014
Ahmet Goncu and Erdinc Akyildirim
Xi'an Jiaotong University (XJTU) and Akdeniz University
Downloads 90 (278,990)

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Statistical arbitrage, Jump-diffusion model, Compound Poisson process, Monte Carlo simulation

Statistical Arbitrage with Pairs Trading

International Review of Finance, Vol. 16, Issue 2, pp. 307-319, 2016
Number of pages: 13 Posted: 03 Jun 2016
Ahmet Goncu and Erdinc Akyildirim
Xi'an Jiaotong University (XJTU) and Akdeniz University
Downloads 2 (656,219)
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Statistical Arbitrage with Pairs Trading

Posted: 26 May 2015 Last Revised: 16 Oct 2015
Ahmet Goncu and Erdinc Akyildirim
Xi'an Jiaotong University (XJTU) and Akdeniz University

Abstract:

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Statistical arbitrage, Pairs trading, Optimal trading, Ornstein-Uhlenbeck process