Alper A. Hekimoglu

Publication Activity (10 Years)

Years Active: 2023-2023
Publications (10 Years): 2

Top Topics

Information Theoretic

Statistical Models

Top Venues

Ann. Oper. Res.

Publications

Erdinc Akyildirim, Ahmet Göncü, Alper A. Hekimoglu, Duc Khuong Nguyen, Ahmet Sensoy
Statistical arbitrage: factor investing approach. OR Spectr. 45 (4) (2023)
Erdinc Akyildirim, Alper A. Hekimoglu, Ahmet Sensoy, Frank J. Fabozzi
Extending the Merton model with applications to credit value adjustment. Ann. Oper. Res. 326 (1) (2023)