Details about Haluk Yener

Access statistics for papers by Haluk Yener.

Last updated 2024-12-08. Update your information in the RePEc Author Service.

Short-id: pye102

Working Papers

2015

1. Survival Maximizing Leverage of an Economy: The Case of Greece
   Working Paper series, Rimini Centre for Economic Analysis View citations (1)
   Also in Working Papers, University of Guelph, Department of Economics and Finance (2015) View citations (1)

2014

2. ANALYSIS OF THE SEEDS OF THE DEBT CRISIS IN EUROPE
   Working Papers, University of Guelph, Department of Economics and Finance View citations (1)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2014)
   See also Journal Article Analysis of the seeds of the debt crisis in Europe, The European Journal of Finance, Taylor & Francis Journals (2017) View citations (2) (2017)

2012

3. Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints
   Papers, arXiv.org
   See also Journal Article Maximizing survival, growth and goal reaching under borrowing constraints, Quantitative Finance, Taylor & Francis Journals (2015) View citations (2) (2015)

Journal Articles

2023

1. Pairs trading with wavelet transform
   Quantitative Finance, 2023, 23, (7-8), 1129-1154

2020

2. A general model for financial crises: An application to eurozone crisis
   International Review of Economics & Finance, 2020, 70, (C), 202-229 View citations (1)
3. Proportional reinsurance and investment in multiple risky assets under borrowing constraint
   Scandinavian Actuarial Journal, 2020, 2020, (5), 396-418 View citations (2)
4. The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul
   Business and Economics Research Journal, 2020, 11, (4), 939-952

2017

5. Analysis of the seeds of the debt crisis in Europe
   The European Journal of Finance, 2017, 23, (15), 1589-1610 View citations (2)
   See also Working Paper ANALYSIS OF THE SEEDS OF THE DEBT CRISIS IN EUROPE, Working Papers (2014) View citations (1) (2014)

2015

6. Maximizing survival, growth and goal reaching under borrowing constraints
   Quantitative Finance, 2015, 15, (12), 2053-2065 View citations (2)
   See also Working Paper Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints, Papers (2012) (2012)

2014

7. Minimizing the lifetime ruin under borrowing and short-selling constraints
   Scandinavian Actuarial Journal, 2014, 2014, (6), 535-560