Details about Murat Mazibaş

Access statistics for papers by Murat Mazibaş.

Last updated 2025-02-08. Update your information in the RePEc Author Service.

Short-id: pma2044

Journal Articles

2024

1. Bitcoin replication using machine learning
   International Review of Financial Analysis, 2024, 93, (C)

2022

2. A component Markov regime‐switching autoregressive conditional range model
   Bulletin of Economic Research, 2022, 74, (2), 650-683
3. Portfolio optimization with behavioural preferences and investor memory
   European Journal of Operational Research, 2022, 296, (1), 368-387 View citations (5)

2020

4. True versus Spurious Long Memory in Cryptocurrencies
   JRFM, 2020, 13, (9), 1-11 View citations (6)

2017

5. Understanding the Recent Growth in Consumer Loans and Credit Cards in Emerging Markets: Evidence from Turkey
   Emerging Markets Finance and Trade, 2017, 53, (10), 2333-2346 View citations (5)

2013

6. Dynamic hedge fund portfolio construction: A semi-parametric approach
   Journal of Banking & Finance, 2013, 37, (1), 139-149 View citations (13)

2010

7. Dynamic hedge fund portfolio construction
   International Review of Financial Analysis, 2010, 19, (5), 351-357 View citations (7)

2009

8. Banka başarısızlıklarının yapay sinir ağlarıylatahmini: Türk bankacılık sistemi üzerine karşılaştırmalı bir uygulama
   Iktisat Isletme ve Finans, 2009, 24, (282), 27-53

2003

9. Operasyonel Risk Yönetimi Ve Türk Bankacılık Sistemi
   Iktisat Isletme ve Finans, 2003, 18, (203), 32-41

Chapters

2012

1. Factor-Based Hedge Fund Replication with Risk Constraints
   Palgrave Macmillan