Browsing Faculty of Business by OzU Authors "Yalçın, Atakan"
Now showing items 1-4 of 4
-
The case against active pension funds: evidence from the Turkish private pension system
Gökçen, U.; Yalçın, Atakan (Elsevier, 2015-06)Using data on private Turkish pension funds we show that most active managers are not able to provide performance beyond what could be achieved by passive indexing. The average fund beats its benchmark by only 26 basis ... -
A concave security market line
De Giorgi, E. G.; Post, T.; Yalçın, Atakan (Elsevier, 2019-09)We provide theoretical and empirical arguments in favor of a diminishing marginal premium for market risk. In capital market equilibrium with binding portfolio restrictions, investors with different risk aversion levels ... -
Firm boundaries, incentives, and fund performance: Evidence from a private pension fund system
Gölçen, Umut; Özsoy, Satı Mehmet; Yalçın, Atakan (Elsevier, 2020-06)The private pension fund system in Turkey presents a unique institutional structure where bank holding companies can own both private pension companies and asset management firms. More often than not, pension companies ... -
Modeling heterogeneity in the satisfaction, loyalty intention and shareholder value linkage: a cross industry analysis at the customer and firm level
Larivière, B.; Keiningham, T. L.; Aksoy, L.; Yalçın, Atakan; Morgeson III, F. V.; Mithas, S. (American Marketing Association, 2016-02)This study examines the relationship between customer satisfaction, loyalty intention and shareholder value at the firm and individual customer level. The authors also explore industry differences by using a multilevel and ...
Share this page