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SCI-SSCI or SCI Expanded Articles

  • A. ISCANOGLU-CEKIC, H. GÜLTEKIN, Are cross-correlations between Turkish Stock Exchange and three major country indices multifractal or monofractal?, PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, Vol. 525, pp. 978-990, 2019 (July 2019)
  • ISCANOGLU ÇEKIÇ AYSEGÜL (2016). An Optimal Turkish Private Pension Plan with a Guarantee Feature. Risks, 4(3), Doi: 10.3390/risks4030019 (Web of Science-Emerging Science Citation Index(ESCI)) (June 2016)
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    ATIF
  • İşcanoğlu-Çekiç, A., Uğur, Ö., "Pricing Formulae For A Constant Proportion Debt Obligation Notes: A Laplace Transform Technique" Journal of Computational and Applied Mathematics, 259, pg. 362-370, 2014 (DOI information: 10.1016/j.cam.2013.06.006) (İndex türü: SCI, UBYT dergi grubu: A) (March 2014)
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    ATIF
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,UGUR ÖMÜR, Pricing formulae for constant proportion debt obligation notes: The Laplace transform technique, Journal of Computational and Applied Mathematics, vol. 259, pp. 362-370, 2014.
  • Sezgin-Alp, Ö., Büyükbebeci, E., İşcanoğlu-Çekiç, A., Yerlikaya-Özkurt, F., Taylan, P., Weber, G-W., "CMARS and GAM&CQP- Modern Optimization Methods Applied to Internal Credit Default Prediction" Journal of Computational and Applied Mathematics, 235 (16), pg. 4639-4651, 2011 (İndex türü: SCI, UBYT dergi grubu: B)
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    ATIF

International Articles

  • .ÖZTÜRK VILDAN EVRIM, ISCANOGLU ÇEKIÇ AYSEGÜL, INVESTORS' REACTIONS TO ENVIRONMENTAL DISCLOSURES: EVIDENCE FROM BORSA ISTANBUL, M U Iktisadi ve Idari Bilimler Dergisi, vol. 43, no. 1, pp. 145-156, 2021.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,Tastan Buket, MINIMUM YAYILAN AGAÇ ILE PORTFÖY ANALIZI: BIST 100 ÖRNEGI, Finans Ekonomi ve Sosyal Arastirmalar Dergisi, vol. 4, no. 4, pp. 609-625, 2019.
  • .SEZER DEMET,ISCANOGLU ÇEKIÇ AYSEGÜL, Impact of Low Price Effect on Risk-Return Performances of Stocks: Evidence from Istanbul Stock Exchange, Social Sciences Research Journal, vol. 8, no. 2, pp. 143-152, 2019.
  • TAŞTAN, B , ÇEKİÇ, A . (2019). SERMAYE PİYASASI ENDEKSLERİ İLE ALTIN PİYASASI ARASINDA Kİ ETKİLEŞİM: GELİŞMEKTE OLAN ÜLKELER ÖRNEĞİ. Uluslararası İktisadi ve İdari İncelemeler Dergisi, (23), 131-150. DOI: 10.18092/ulikidince.476844
  • İşcanoğlu-Çekiç, A. Value-At-Risk With Generalized Hyperbolic Distributions: An Application To Bist100 Index, Trakya University Journal of Social Science, Vol.19, Issue.1, 2017 (July 2017)
  • Iscanoglu-Cekic, A. Yildirak, K. Credit scoring by using generalized models: an implementation on Turkey s SMSs, Journal of Economics, Finance and Accounting - JEFA YEAR: 2017 VOLUME: 4 ISSUE :2 (May 2017)
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,YILDIRAK SAHAP KASIRGA, CREDIT SCORING BY USING GENERALIZED MODELS: AN IMPLEMENTATION ON TURKEY’S SMEs, Journal of Economics, Finance and Accounting, vol. 4, no. 2, pp. 98-105, 2017.
  • Korn, R., İşcanoğlu-Çekiç, A., Sezgin-Alp, Ö., “CPPI-Strategies and Continuous-Time Mean-Variance Strategies: Guarantee vs. Goal” will be appear in Decisions in Economics and Finance
  • İşcanoğlu-Çekiç, A., Korn, R., Uğur, Ö., “A Mean-Square Approach to Constant Proportion Debt Obligations” Wilmott magazine, ISSN: 1541-8286, Issue 53, pp.52-57, 2010.

International Conference Proceedings

  • .Tastan Buket,ISCANOGLU ÇEKIÇ AYSEGÜL, Gelismekte Olan Ülkelere Ait Msci Endeksleri Ile ABD Piyasa Endeksi Arasindaki Iliskilerin DCC Yöntemi Ile Analizi, II. International Symposium on Economics, Finance and Econometrics, pp. 117-126, Bandirma-TÜRKIYE.
  • .ARDA ESMA,ISCANOGLU ÇEKIÇ AYSEGÜL,UZUNOGLU ISMAIL SADI, Geleneksel ve alternatif yatirim araçlari ile optimal portföy olusturma üzerine bir uygulama, Uluslararasi Ekonomi Arastirmalari ve Finansal Piyasalar Kongresi, pp. 358-380, Edirne-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Shrinkage (Daraltici) Tahmin Ediciler ile Portföy Yönetimi: BIST30 Hisseleri Üzerine Bir Uygulama, International Social Sciences and Humanities Berlin Conference, pp. 143-144, Berlin-ALMANYA.
  • .GÜLTEKIN HAVVA,ISCANOGLU ÇEKIÇ AYSEGÜL, Analysis of the Cross Correlations Between Turkish Stock Market and Developed Market Indices, 10. Uluslararasi Istatistik Kongresi, pp. 147-147, Ankara-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,SEZER DEMET, Price Level Effect in Istanbul Stock Exchange: Evidence from BIST30, 10. Uluslararasi Istatistik Kongresi, pp. 146-146, Ankara-TÜRKIYE.
  • ISCANOGLU ÇEKIÇ AYSEGÜL (Mayıs-2016). Bireysel Emeklilik Fon Performanslarının Simülasyonlar Yardımı ile Degerlendirilmesi. 17. Uluslararası Ekonometri, Yöneylem Arastırması ve Istatistik Sempozyumu, 320-322. (May 2016)
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Bireysel Emeklilik Fon Performanslarinin Simülasyonlar Yardimi ile Degerlendirilmesi, 17. Uluslararasi Ekonometri, Yöneylem Arastirmasi ve Istatistik Sempozyumu, Sivas-TÜRKIYE.
  • GÜNGÖR AYŞE GİZEM, ISCANOGLU ÇEKIÇ AYSEGÜL (Mayıs-2015). The Performance Prediction of the BIST-30 Stocks using Econometric Methods. 16th International Symposium on Econometrics, Operations Research and Statistics (May 2015)
  • ISCANOGLU ÇEKIÇ AYSEGÜL, SEZER DEMET (Mayıs-2015). The Performances of Heavy Tailed Distributions in Risk Analysis: An Implementation on a Market Driven by a Jump-Diffusion Process. 16th International Symposium on Econometrics, Operations Research and Statistics (May 2015)
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Yabanci Yatirimci Portföylerine Kur Riskinin Etkisi, 15th International Conference on Econometrics, Isparta-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Guaranteed Products A study on Turkish Private Retirement Insurance Plans, 9th International Statistics Day Conference, Antalya-TÜRKIYE.
  • Iscanoglu-Cekic, A., “Yabancı Yatırımcı Portföylerine Kur Riskinin Etkisi", 15th International Conference on Econometrics, Operation Research and Statistics, 2014, Isparta, Türkiye
  • Iscanoglu-Cekic, A., "Guaranteed Products: A study on Turkish Private Retirement Insurance Plans", 9th International Statistics Day Conference, 2014, Antalya, Türkiye
  • Yonar, H., Iscanoglu-Cekic, A., Genc, "A Portfolio Risk Decomposition of International Investors", 26th European Conference on Operational Research, 2013, Rome, Italy
  • Korez, M.K., Iscanoglu-Cekic, A. "Extreme Returns in Turkish Stock Market", 26th European Conference on Operational Research, 2013, Roma, Italya
  • Sezgin-Alp, O., Iscanoglu-Cekic, A., "Behaviour of Options written on Optimal CPPI Portfolios", 26th European Conference on Operational Research, 2013, Roma, Italya
  • Iscanoglu-Cekic, A., Sezgin-Alp, O., Korn, R., "A Study on Optimal Strategy of Constant Proportion Portfolio Insurance", 26th European Conference on Operational Research, 2013, Roma, Italya
  • Iscanoglu-Cekic, A., Yildirak, S. K., "A Comparison Study on Generalized Models in Credit Scoring", 8th International Symposium of Statistics, 2012, Eskişehir, Türkiye
  • Iscanoglu-Cekic, A., Korn, R., Ugur, O., "Pricing Formulae For A Constant Proportion Debt Obligation Notes: A Laplace Transform Technique", International Conference on Applied and Computational Mathematics, 2012, Ankara, Türkiye
  • Iscanoglu-Cekic, A.,"Predictive Power of Generalized Additive Models in Insurance Applications", 25. European Conference on Operations Research, Litvanya, Vilnius, 2012
  • Sezgin-Alp, O., Iscanoglu-Cekic, A.,"Mean Variance Asset Allocation Problem in Jump Diffusion Markets", 24th Mini EURO Conference on Optimization and Information Based Technologies in the Financial Sector, İzmir, Türkiye, 2010
  • Iscanoglu-Cekic, A., Korn, R., Ugur, O., "Properties of Popular Guarantee Products and Portfolio Strategies", 24th Mini EURO Conference on Optimization and Information Based Technologies in the Financial Sector, İzmir, Türkiye, 2010
  • Iscanoglu-Cekic, A., Korn, R., Ugur, O., "Constant Proportion Debt Obligations under the Geometric Brownian Asset Dynamics" International Conference on Social Sciences, İzmir, Türkiye 2009
  • Iscanoglu-Cekic, A., Korn, R., Ugur, O., "Optimal Leverage Factor for the Constant Proportion Debt Obligations: A Martingale Approach", 23th European Conference on Operational Research, Bonn, Almanya, 2009
  • Iscanoglu-Cekic, A., Ugur, O., "Optimal Portfolio and Consumption Choice under the Risk of Jump and Volatility", Workshop on Recent Developments in Financial Mathematics and Stochastic Calculus, Ankara, Türkiye, 2008
  • Iscanoglu, A., "Predicting Default Probabilities with Generalized Additive Models for Emerging Markets", 22th European Conference on Operational Research, Prag, Çek Cumhuriyeti, 2007

International Conferences and Symposiums

  • 16th International Symposium on Econometrics, Operations Research and Statistics- Member of the Organizing Commitee (May 2015)
  • 9th International Statistical Day Symposium- Secretary (May 2014)
  • 9. Uluslararası İstatistik Günleri Sempozyumu, Düzenleme Kurulu Sekreterlik Üyesi, 2014, Antalya, Türkiye
  • 26. European Conference on Operations Research, Roma, Italya, 2013, Financial Evaluation and Risk Analysis Oturum Başkanı
  • International Conference on Applied and Computational Mathematics, 2012, Ankara, Türkiye, Oturum Başkanı
  • 25. European Conference on Operations Research, Litvanya, Vilnius, 2012, Survival analysis and Estimation Oturum Başkanı
  • 25. European Conference on Operations Research, Litvanya, Vilnius, 2012, Simulation in Estimation Oturum Başkanı
  • 25. European Conference on Operations Research, Litvanya, Vilnius, 2012, Predictive Modelling in Finance and Insurance Oturum Başkanı
  • Iscanoglu-Cekic, A., Yildirak, S. K., "Credit Scoring Methods" International Conference on Business, Economics and Management,Yasar University, Izmir, Türkiye, 2005

International Books and Book Chapters

  • .GÜLTEKIN HAVVA, ISCANOGLU ÇEKIÇ AYSEGÜL, EKONOMETRIK MODELLER-I Açiklamali Uygulama Anlatimli, Gazi Kitabevi Tic. Ltd. Sti..
  • .GÜLTEKIN HAVVA, ISCANOGLU ÇEKIÇ AYSEGÜL, Ekonometride Güncel Yöntemler ve Uygulamalar, Istanbul University Press, Istanbul-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,GÜLTEKIN HAVVA, Applied Econometric Analysis: Emerging Research and Opportunities, IGI Global.
  • .GÜLTEKIN HAVVA,OGUZHAN ADIL,ISCANOGLU ÇEKIÇ AYSEGÜL, Sosyal Bilimler Alaninda Akademik C¸alis¸malar - 3, Gece Kitapligi, Ankara-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,Tastan Buket,GÜLTEKIN HAVVA, PIYASALAR VE IKTISADI SORUNLARIN KESISIMI: AMPIRIK YAKLASIM ÖRNEKLERI, Iksad Publications, Ankara.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Risk Yönetimi ve Sigortacilik, Gazi Kitapevi, Ankara-TÜRKIYE.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Risk Yönetimi ve Sigortacilik, Gazi Kitabevi, Ankara-TÜRKIYE.
  • Iscanoglu-Cekic, A., Risk Yönetimi ve Sigortacılık, Derleyen: Erdem Kırkbeşoğlu, Bölüm 17: Hayat Sigortalarının Aktüeryal Temeli (Bölüm yazarı)

National Articles

  • .GÜLTEKIN HAVVA,ISCANOGLU ÇEKIÇ AYSEGÜL, Finansal Piyasalar Arasindaki Uzun Dönem Çapraz Korelasyon Iliskisi: Türkiye ile BRICS Ülkeleri Örnegi, Celal Bayar Üniversitesi Sosyal Bilimler Dergisi, vol. 17, pp. 18-36, 2019.
  • .ALTUK ÖZDEN VILDAN EVRIM,ISCANOGLU ÇEKIÇ AYSEGÜL, Dizel Skandali ve Türk Yatirimcilarinin Tepkileri Üzerine Bir Arastirma (Diesel Scandal and a Research on the Reaction of Turkish Investors), Isletme Arastirmalari Dergisi, vol. 11, no. 3, pp. 1388-1400, 2019.
  • .Yildirim Ebru,ISCANOGLU ÇEKIÇ AYSEGÜL, ALTIN, HAM PETROL, GVZ VE OVX IN TÜRK FINANSAL PIYASALARINA SIMETRIK VE ASIMETRIK ETKILERI, Uluslararasi Yönetim Iktisat ve Isletme Dergisi, vol. 15, no. 3, pp. 0-0, 2019.
  • .Tastan Buket,ISCANOGLU ÇEKIÇ AYSEGÜL, SERMAYE PIYASASI ENDEKSLERI ILE ALTIN PIYASASI ARASINDA KI ETKILESIM: GELISMEKTE OLAN ÜLKELER ÖRNEGI, Uluslararasi Iktisadi ve Idari Incelemeler Dergisi, vol. 23, pp. 131-150, 2019.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Portföy Yönetiminde Bayesci Yaklasimlar: BIST30 Endeksi Üzerine Bir Uygulama, Anadolu Üniversitesi Sosyal Bilimler Dergisi, vol. 18, no. 4, pp. 161-172, 2018.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL, Genellestirilmis Hiperbolik Dagilimlar Ile Riske Maruz Deger: BIST100 Endeksi Üzerine Bir Uygulama, Trakya Üniversitesi Sosyal Bilimler Dergisi, vol. 19, no. 1, pp. 261-274, 2017.

National Conference Proceedings

  • Sezgin-Alp, O., Iscanoglu-Cekic, A., Getiri Garantili Emeklilik Portföylerinde Garanti Ürünler, 1. Ulusal Sigorta ve Aktüerya, 2013, pp.247-252, Ankara, Türkiye
  • Iscanoglu-Cekic, A., Sezgin-Alp, O., "Sabit Oranli Portfoy Sigortasi(Cppi) ve Özerine Yazilmis Opsiyonlarin Fiyatlandirilmasi", 5. Ankara Mathematik Günleri, 2010, Ankara, Turkiye

Memberships

  • EURO- Association of European Operational Research Societies

Editorial Positions

  • Social Sciences Research Journal - Member of the Editorial Board - 2016- cont.
  • International Journal of Mathematics and Statistics - Member of the Editorial Board- 2014-cont.
  • International Journal of Finance, Business, Economics, Marketing and Information Systems -Member of the Editorial Board - 2014-cont.
  • Journal of Selcuk University Natural and Applied Science - Yayın Kurulu Üyesi

Referee Positions

  • Social Sciences Research Journal (December 2016)
  • Annals of Operations Research (ANOR) (SCI) (November 2016)
  • Social Sciences Research Journal (May 2016)
  • Mathematical Problems in Engineering (SCI) (November 2014)
  • Optimization: A Journal of Mathematical Programming and Operations Research

Awards

  • .ULAKBIM UBYT (Uluslararasi Bilimsel Yayinlari Tesvik), 2014, TÜBITAK.

Other

  • .YILDIRIM EBRU,Tastan Buket,ISCANOGLU ÇEKIÇ AYSEGÜL, Dinamik Kosullu Korelasyon Analizi (DCC) ve Finansal Piyasa Uygulamalari, Ekin Basim Yayin Dagitim.
  • .ISCANOGLU ÇEKIÇ AYSEGÜL,GÜLTEKIN HAVVA, R Uygulamali Panel Veri Analizi ve Ampirik Bir Uygulama, Ekin Basim Yayin Dagitim.