Altintaş İpek
Biographic Data
| ID | 7545465 |
|---|---|
| NAME | Altintaş İpek |
| GIVEN NAMES | Altintaş |
| FAMILY NAME | İpek |
| SIGNATURE | IPEK A |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2013 |
| LATEST PUBLICATION YEAR | 2013 |
| H-INDEX | 0 |
Does Idiosyncratic Volatility Matter in the Emerging Markets? Istanbul Stock Exchange Evidence
In finance literature, Capital Asset Pricing Model predict only systematic risk is priced in equilibrium and neglect firm specific (idiosyncratic) risk which can be eliminated by diversification. However in real world investors, who are disable to diversify their portfolios, should take into consideration idiosyncratic risk beside of systematic risk in prediction of expected return. In this article, we examine real market conditions in Istanbul S…
No prominent works on this page.
Does Idiosyncratic Volatility Matter in the Emerging Markets? Istanbul Stock Exchange Evidence
In finance literature, Capital Asset Pricing Model predict only systematic risk is priced in equilibrium and neglect firm specific (idiosyncratic) risk which can be eliminated by diversification. However in real world investors, who are disable to diversify their portfolios, should take into consideration idiosyncratic risk beside of systematic risk in prediction of expected return. In this article, we examine real market conditions in Istanbul S…
Business (1 work) · Capital asset pricing model (1 work) · Capital market (1 work) · Economics (1 work) · Emerging markets (1 work) · Finance (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · Market Dynamics and Volatility (1 work) · Monetary economics (1 work)