Yakup Eser Arısoy - Concepedia

Author

Yakup Eser Arısoy

Also Known As

Arisoy, Eser, Arisoy, Y.E., Eser Arisoy, Y. Eser Arisoy, Yakup Eser Arisoy, Yakup Eser Arrsoy, Yakup Eser Arısoy

Publications

293

Citations

H-Index

Concepts

All Affiliations

Yakup Eser Arısoy is an author at London School of Business and Finance specializing in volatility modeling, asset pricing, and financial economics.

#	Concept	H-Index	Publications	Citations
1	Business	4	4	101
2	Finance	4	4	101
3	Management	2	2	34
4	Economics	2	2	39
5	Accounting	1	1	22

Yakup Eser Arısoy

Publications

101

Citations

H-Index

Page 1

	Year	Citations
Volatility of Aggregate Volatility and Hedge Fund Returns Vikas Agarwal, Yakup Eser Arısoy, Narayan Y. Naik SSRN Electronic Journal Volatility ModelingFinancial EconomicsAsset PricingHedge FundAggregate Volatility	2014	40
Volatility risk and the value premium: Evidence from the French stock market Yakup Eser Arısoy Journal of Banking & Finance Empirical FinanceEconomicsVolatility ModelingFinancial EconomicsAsset Pricing	2009	27
Is volatility risk priced in the securities market? Evidence from S&P 500 index options Yakup Eser Arısoy, Aslihan Altay‐Salih, Levent Akdeniz Journal of Futures Markets Empirical FinanceVolatility ModelingAsset AllocationAsset PricingCorporate Risk Management	2007	22
Aggregate Volatility and Market Jump Risk: An Option‐Based Explanation to Size and Value Premia Yakup Eser Arısoy Journal of Futures Markets Empirical FinanceOption PricingEconomicsFinancial EconomicsAsset Pricing	2012	12

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