Concepedia

Zehra Eksi

ZE

5

Publications

72

Citations

5

H-Index

2014

Active since

Affiliations

Vienna University of Economics and Business(Current)

Zehra Eksi is an author at Vienna University of Economics and Business specializing in finance, asset pricing, and business.

Top concepts

FinanceBusinessAsset PricingEconomicsEngineeringProbabilityEconomic AnalysisFinancial EngineeringPortfolio OptimizationMathematical Programming

Publications per year

2014–2019

5

Publications

5

A Convenience Yield Approximation Model for Mean‐Reverting Commodities

Engelbert J. Dockner, Zehra Eksi, Margarethe Rammerstorfer · Journal of Futures Markets · 2014 · 18 citations

Mean‐reverting Commodities, Economics, Option Pricing +15

PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION

Sühan Altay, Katia Colaneri, Zehra Eksi · International Journal of Theoretical and Applied Finance · 2018 · 18 citations · Full text

Mathematical Programming, Economics, Portfolio Optimization +14

Optimal liquidation under partial information with price impact

Katia Colaneri, Zehra Eksi, Rüdiger Frey et al. · Stochastic Processes and their Applications · 2019 · 15 citations · Full text

Mathematical Programming, Computational Finance, Asset Pricing +5

Portfolio optimization for a large investor under partial information and price impact

Zehra Eksi, Hyejin Ku · Mathematical Methods of Operations Research · 2017 · 11 citations

Economics, Portfolio Optimization, Financial Economics +10

EM algorithm for Markov chains observed via Gaussian noise and point process information: Theory and case studies

Camilla Damian, Zehra Eksi, Rüdiger Frey · Statistics & Risk Modeling · 2017 · 10 citations

Engineering, Markov Chain Monte Carlo, Credit Risk +16

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