Papers & Presentations -                          Conference on FINANCIAL ENGINEERING

Conference Proceedings

Abstracts
          An Evaluation of Risk Measures at High Frequency
          Cumhur Ekinci, Kasırga Yıldırak, Ali Sabri Taylan

          Do Derivative Instruments Play a Role in Managerial
          Performance Hypothesis? - The Closed-End Funds
          Case
          Semra Karacaer, Burak Pirgaip

          On Distributions of Some Actuarial Quantities in
          Discrete Time Risk Model
          Serkan Eryilmaz, Fatih Tank

          Adaptive Pairs Trading Strategy Performance in
          Turkish Derivatives Exchange with the Companies
          Listed on Istanbul Stock Exchange
          Kaan Evren Bolgün, Engin Kurun

          Ben Bernanke: A Quantitative Easing Trilogy 
          Caner Özdurak

          Dynamic Portfolio Choice with Transaction Costs
          and Return Predictability: Linear Rebalancing Rules
          Ciamac C. Moallemi, Mehmet Sağlam


Extended Summary
          Cross-Selling Models for Private Banking
          Özden Gür Ali, Haldun Aytuğ, Hamdi Özçelik

          Jumps in an Stochastic Optimization: Self-Financing
          Portfolio for Risk NuetralInvestors: Does Bequest
          Matter?
          Şaziye Gazioğlu, Azize Bastıyalı-Hayfavi, Özge Sezgin
 
Full Paper
          Vpin Measure on TurkDEX
          Ali Sabri Taylan, Emre Can, Kasırga Yıldırak,
          Cumhur Ekinci

          A New Aproach to Derivatives: Financial Engineering
          with Islamic Rules
          Atila Yanpar

          Stock Market Forecasting Using Artificial Neural
          Networks
          Burak Gündoğdu

          Challenges of  the National Bank of Romania’s
          Monetary Policy on the Road to Euro Area
          Damian Monica

          The Next Milestone in Banking and Financial
          Supervision: Towards a Global Harmonization of
          Prudential Rules
          Deniz Kozanoğlu

          The Determinants of Volatility of Market Price Returns
          of US Dollar and Euro Futures Contracts Traded in
          TurkDEX
          F. Dilvin Taşkın, Aysun Kapucugil İkiz

          Efficiency and Productivity in Turkish Banks: A
          Bootstrap DEA Approach
          Müge Diler
 
          Financial Engineering and Engineering of Financial
          Regulation
          Yener Coşkun

          Global financial crisis and risk management in financial
          intermediaries: Is it white page?
          Yener Coşkun, Murad Kayacan