Ahmet Cevdet Hayrullahoğlu

ROKETSAN · Project Management

Among the various statistical trading strategies, pairs trading has been widely employed as a market neutral strategy owing to its simple approach and ease of application. In this context, we develop a cointegration-based pairs trading framework with a set of pre-conditions for pair eligibility and apply it to different asset classes. The performan...

Number of stocks and exchange traded funds has been increasing year by year, so it gets a fertile ground for risk arbitrage strategies. One of highly used risk arbitrage strategy in financial markets is pair trading, which is developed by algorithmic traders for automatic trading. Pair trading is a market neutral strategy, which makes it robust und...

In the case study, estimation, contributions and related issues of the hedonic valuation model in housing markets were analyzed by means of hedonic models developed for the Cukurambar Region in Cankaya District of Ankara Province. The marginal effect of housing characteristics on house prices were examined by the hedonic valuation model, and struct...

Gayrimenkullerin rekabet koşullarını tayin eden arz ve talep değişimleri, aynı zamanda gayrimenkul değerlerine de doğrudan yansımaktadır. Gayrimenkul piyasası içinde özellikle konutların arz ve talep değişimleri ekonomik büyümeyi önemli ölçüde etkilemektedir. Gayrimenkul değerlerindeki bu değişimin takip edilmesi ve değişime sebep olan ekonomik etk...