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Now showing items 11-16 of 16
Systematic risk and the cross section of hedge fund returns
(Elsevier, 2012-10)
This paper investigates the extent to which market risk, residual risk, and tail risk explain the cross-sectional dispersion in hedge fund returns. The paper introduces a comprehensive measure of systematic risk (SR) for ...
Time-series models of pricing the impact of marketing on firm value
(Edward Edgar Publishing, 2012-05)
N/A
Forecasting natural gas consumption in Istanbul using neural networks and multivariate time series methods
(TÜBİTAK, 2012)
The fast changes and developments in the world's economy have substantially increased energy consumption. Consequently, energy planning has become more critical and important. Forecasting is one of the main tools utilized ...
Adaptive pairs trading strategy performance in Turkish derivatives exchange with the companies listed on Istanbul stock exchange
(Springer International Publishing, 2012-03-02)
We implemented model-driven statistical arbitrage strategies in Turkish equities market. Trading signals are generated by optimized parameters of distance method. When the trade in signal is triggered by the model, ...
The strategic role of private labels on retail competition
(Boğaziçi Üniversitesi İktisadi ve İdari Bilimler Fakültesi, 2012)
We investigate the strategic role of private labels in limiting retail competition. Private labels are unique differentiators for retailers. By launching and credibly committing to a strong private label program, a strong ...
The effect of internal and external technology sourcing on firm performance throughout the technology life cycle
(Informa Group Company, 2012)
In studies about the impact of technology sourcing on firm performance, the impact of the technology life cycle has thus far received scant attention. This paper investigates this topic from the knowledge-based perspective. ...
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