
Biliana
Güner
Dr. Öğretim Üyesi
Doktora
University of California, Santa Barbara,Statistics and Applied Probability with Emphasis in Mathematical and Empirical Finance, 2007
Yüksek Lisans
University of Warwick, Finance and Economics, 2000
Lisans
Sofia University, Economics 1999
Araştırma Alanları
Pazar riski yönetimi, Yatırım yönetimi, Kalın kuyruklu finansal modelleme, Ekonometri, Finansta Bayes yöntemleri
Araştırma
Makaleler:
- Alkan, U. and B. Guner (2018). Preferences for lottery stocks at Borsa Istanbul. Journal of International Financial Markets, Institutions & Money, Forthcoming.
Kitap:
- Bayesian Methods in Finance (with S. Rachev, J. Hsu, and F. Fabozzi), John Wiley & Sons, 2008.
Kitap Bölümleri:
- Fat-Tailed Models for Risk Management (with B. Racheva-Yotova and I. Mitov), in F. Fabozzi (ed.), Encyclopedia of Financial Markets, Wiley, New Jersey, 2012.
- Bayesian Inference for Hedge Funds with Stable Distribution of Returns (with S. Rachev, D. Edelman, and F. Fabozzi), in K. Bocker (ed.), Rethinking Risk Measurement and Reporting, Vol. 2, Risk Books, London, 2010.
- Bayesian Applications to the Investment Management Process (with S. Rachev, J. Hsu, and F. Fabozzi), in D. Seese, C. Weinhardt, and F. Schlottmann (eds.), Handbook on Information Technology in Finance, Springer, Berlin, 2008.
Yayınlanmamış Makaleler:
- Commonality in International Equity Jump Risk, with M. Ozsoy
- Dynamic management of hedge fund leverage, with D. Edelman.
- Diversification Benefits: A Parsimonious Country-Selection Approach, with M. Ozsoy
Devam eden araştırmalar:
- Dynamic properties and determinants of jump risk in emerging equity market returns, with M. Ozsoy. Supported by TUBITAK 1001 Grant No: 117K085
- Return anomalies at Borsa Istanbul, with C. Demir.
- Dynamics of conditional return skewness at Borsa Istanbul, with H. Guvenc.
Verilen Dersler
Sosyal Bilimler için Olasılık (MATH 201), Uygulamalı Finansal Ekonometri I & II (FERM 533 & FERM 534), Olasılık Kuramı ve İstatistik (MGMT 901)