Halis Sak

Publication Activity (10 Years)

Years Active: 2007-2018
Publications (10 Years): 2

Top Topics

Financial Crisis

Asset Allocation

Top Venues

Ann. Oper. Res.

Risk Decis. Anal.

Publications

Qi Wu, Halis Sak, Sridhar Seshadri, Çagri Haksöz
Optimization under supplier portfolio risk considering breach of contract and market risks. Risk Decis. Anal. 7 (3-4) (2018)
Ismail Basoglu, Wolfgang Hörmann, Halis Sak
Efficient simulations for a Bernoulli mixture model of portfolio credit risk. Ann. Oper. Res. 260 (1-2) (2018)
Halis Sak
Increasing the number of inner replications of multifactor portfolio credit risk simulation in the t-copula model. Monte Carlo Methods Appl. 16 (3-4) (2010)
Halis Sak, Wolfgang Hörmann, Josef Leydold
Efficient risk simulations for linear asset portfolios in the t-copula model. Eur. J. Oper. Res. 202 (3) (2010)
Wolfgang Hörmann, Halis Sak
t-Copula generation for control variates. Math. Comput. Simul. 81 (4) (2010)
Halis Sak, Josef Leydold
Better confidence intervals for importance sampling. WSC (2008)
Halis Sak, Süleyman Özekici, Ilkay Boduroglu
Parallel computing in Asian option pricing. Parallel Comput. 33 (2) (2007)