ARISOY Y. Eser
ARISOY Y. Eser
Habilitation à Diriger des Recherches, Sciences de Gestion
Y. Eser ARISOY est Professeur en Finance à NEOMA Business School. Ses recherches se situent autour de trois axes: i) l’évaluation des actifs, ii) la performance et la prise de risques des fonds spéculatifs, et iii) si et comment les biais comportementaux ont l’effet sur les investissements et sur les prix des actions. Ses travaux ont été publiés dans plusieurs revues internationales telles que Journal of Financial Economics, Management Science, et Journal of Banking and Finance. Son travail sur la relation entre la volatilité de volatilité et la performance des fonds spéculatifs a été choisi demi-finaliste dans le catégorie "Investissements" à FMA 2015 Conférence et a reçu le prestigieux "2016 Crowell Third Prize" qui est attribué chaque année à la recherche de haute qualité qui connecte la théorie avec la pratique d'investissement quantitative. Il est membre de Comité de Ethique de la Recherche et co-ordinateur scientifique de thématique "La complexité des problèmes, des solutions et des décisions" dans la domaine d’excellence "L’avantage de complexité" à NEOMA.
ARISOY, E., V.AGARWAL, N. Y.NAIK, "Volatility of aggregate volatility and hedge fund returns", Journal of Financial Economics, Septembre 2017, vol. 125, no. 3, pp. 491-510
10.1016/j.jfineco.2017.06.015
ABOURA, S., E.ARISOY, "Does aggregate uncertainty explain size and value anomalies?", Applied Economics, Janvier 2017, vol. 49, no. 32, pp. 3214-3230
10.1080/00036846.2016.1257107
FU, X., E.ARISOY, M.UMUTLU, M. B.SHACKLETON, "Option-Implied Volatility Measures and Stock Return Predictability", The Journal of Derivatives, Septembre 2016, vol. 24, no. 1, pp. 58-78
10.3905/jod.2016.24.1.058
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" Yasar University, Department of International Finance and Trade. 2022, Online Invited Seminar, Turquie
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" IIM Bangalore. 2021, Online Seminar, Inde
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" Shanghai Advanced Institute of Finance. 2021, Online Seminar, Chine
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" University Carlos 3. 2021, Online Seminar, Espagne
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" University of Hawai. 2021, Online Seminar, États-Unis
AGARWAL, V., Y. E.ARISOY, T.TRINH, "Eponymous Hedge Funds" Virtual Asset Management Seminar Series. 2020, États-Unis
AGARWAL, V., Y. E.ARISOY, T.TRINH, "Eponymous Hedge Funds" Internal Seminar Talk NEOMA Business School Department of Finance. 2020, Reims, France
ARETZ, K., E.ARISOY, "Do Stock Markets Really Care About Skewness?" Internal Seminar Talk NEOMA Business School Department of Finance. 2019, Reims, France
ARISOY, E., T.BALI , Y.TANG , "Anticipated Regret and Equity Returns" Inter-Business School Finance Seminar NEOMA Business School. 2019, Reims, France
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" ESCP Europe. 2018, Paris, France
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" EDHEC Business School. 2018, Paris, France
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" NEOMA Business School. 2018, Paris, France
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" AFFI Paris Meeting. 2018, Paris, France
ARISOY, E., T. G.BALI, "Volatility of Aggregate Volatility and Hedge Fund Returns" PanAgora Asset Management. 2016, Boston, États-Unis
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" Dauphine-Amundi Asset Management Workshop. 2015, Paris, France
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" HEC Paris. 2015, Paris, France
ARISOY, E., A.ALTAY-SALIH, L.AKDENIZ, "Aggregate Volatility Expectations and Threshold CAPM" Skema Business School. 2014, Lille, France
ARISOY, E., A.ALTAY-SALIH, L.AKDENIZ, "Aggregate Volatility Expectations and Threshold CAPM" Université Picardie Jules Verne. 2013, Amiens, France
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" dans Research in Behavioral Finance Conference, 2022, Amsterdam, Pays-Bas
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" dans Southern Finance Association Annual Meeting, 2022, Key West, Florida, États-Unis
ARISOY, Y. E., T. TRINH, V. AGARWAL, "Eponymous Hedge Funds" dans 7th Inter-Business School Finance Seminar, 2022, Nice, France
ARISOY, Y. E., T. TRINH, V. AGARWAL, "Eponymous Hedge Funds" dans 13th Annual Hedge Fund Research Conference, 2022, Paris, France co-auteurs présentés
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" dans Academic Research Colloquium, 2021, Online Conference, États-Unis
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" dans Financial Management Association Annual Meeting, 2021, Online Conference, États-Unis co-auteurs présentés
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans FMA San Diego Meeting, 2018, San Diego, États-Unis
ARISOY, Y. E., T. G.BALI, Y.TANG , "Anticipated Regret and Equity Returns", 10th Miami Behavioral Finance Conference, 2019, Miami, Florida, États-Unis
ARISOY, Y. E., T. G.BALI, Y.TANG , "Anticipated Regret and Equity Returns", 17th Paris December Finance Meeting, 2019, Paris, France
ARISOY, E., T. G.BALI, "Regret in Financial Decision Making under Volatility Uncertainty and the Cross-Section of Expected Stock Returns" dans 11th Annual Meeting of the Academy of Behavioral Finance & Economics, 2018
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans 8th FEBS Conference, 2018
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans 5th Turkish Finance Workshop, 2018
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans Research in Behavioral Finance Conference, 2018
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans Academy of Behavioral Finance Annual Meeting, 2018, Chicago, États-Unis
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" dans Manchester Business School, 2018, Manchester, Royaume-Uni
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans Global Finance Conference, 2017
ARISOY, E., "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans World Finance Conference, 2017
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans FMA European Conference, 2017
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans EFMA Basel Meeting, 2016
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans FMA Las Vegas Meeting, 2016
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans 8th French Econometrics Conference, 2016
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" dans AFA San Fransisco Meeting, 2016
ARISOY, E., "Volatility of Aggregate Volatility and Hedge Fund Returns" dans 7th Annual Hedge Fund Research Conference, 2015
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" dans 5th FEBS Conference, 2015
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" dans Paris Financial Management Conference, 2014
ARISOY, Y. E., T. G. BALI, Y. TANG, "Investor Regret and Stock Returns", Management Science, Novembre 2024, vol. 70, no. 11, pp. 7345-8215DOI : 10.1287/mnsc.2022.03389
ARETZ, K., Y. E. ARISOY, "The Pricing of Skewness Over Different Return Horizons", Journal of Banking and Finance, Mars 2023, vol. 148DOI : 10.1016/j.jbankfin.2022.106713
ABOURA , S., E.ARISOY, "Can tail risk explain size, book-to-market, momentum, and idiosyncratic volatility anomalies?", Journal of Business Finance and Accounting, Août 2019, vol. 46, pp. 1263–1298DOI : https://doi.org/10.1111/jbfa.12403
ARISOY, E., V.AGARWAL, N. Y.NAIK, "Volatility of aggregate volatility and hedge fund returns", Journal of Financial Economics, Septembre 2017, vol. 125, no. 3, pp. 491-510DOI : 10.1016/j.jfineco.2017.06.015
ABOURA, S., E.ARISOY, "Does aggregate uncertainty explain size and value anomalies?", Applied Economics, Janvier 2017, vol. 49, no. 32, pp. 3214-3230DOI : 10.1080/00036846.2016.1257107
FU, X., E.ARISOY, M.UMUTLU, M. B.SHACKLETON, "Option-Implied Volatility Measures and Stock Return Predictability", The Journal of Derivatives, Septembre 2016, vol. 24, no. 1, pp. 58-78DOI : 10.3905/jod.2016.24.1.058
ARISOY, E., A.ALTAY-SALIH, L.AKDENIZB, "Aggregate volatility expectations and threshold CAPM", The North American Journal of Economics and Finance, Novembre 2015, vol. 34, pp. 231-253DOI : 10.1016/j.najef.2015.09.013
ARISOY, E., A.ALTAY-SALIH, M. C.PINAR, "Optimal multi-period consumption and investment with short-sale constraints", Finance Research Letters, Mars 2014, vol. 11, no. 1, pp. 16-24DOI : 10.1016/j.frl.2013.05.007
ARISOY, E., "Aggregate Volatility and Market Jump Risk: A Risk-Based Explanation to Size and Value Premia", Journal of Futures Markets, Février 2014, vol. 34, no. 1, pp. 34-55DOI : 10.2139/ssrn.1343626
ARISOY, E., "Volatility risk and the value premium: Evidence from the French stock market", Journal of Banking and Finance, Mai 2010, vol. 34, no. 5, pp. 975-983DOI : 10.1016/j.jbankfin.2009.10.012
ARISOY, E., A.ALTAY-SALIH, L.AKDENIZ, "Is volatility risk priced in the securities market? Evidence from S&P 500 index options", Journal of Futures Markets, Juillet 2007, vol. 27, no. 7, pp. 617-642DOI : 10.1002/fut.20242