Turan G. Bali mainly focuses on Econometrics, Volatility, Portfolio, Expected shortfall and Market liquidity. His work carried out in the field of Econometrics brings together such families of science as Momentum, Hedge fund and Decile. His Volatility research is included under the broader classification of Financial economics.
His Portfolio research includes elements of Systematic risk and Stock market index. The various areas that Turan G. Bali examines in his Expected shortfall study include Value at risk, Autoregressive conditional heteroskedasticity, Conditional variance and Statistics. The study incorporates disciplines such as Risk premium and Conditional expectation in addition to Conditional variance.
His scientific interests lie mostly in Econometrics, Financial economics, Volatility, Equity and Monetary economics. His Econometrics research integrates issues from Interest rate and Portfolio. His work in Portfolio tackles topics such as Tail risk which are related to areas like Downside risk.
His studies in Financial economics integrate themes in fields like Bond, Hedge fund and Stock market. His research in Volatility intersects with topics in Market liquidity, Skewness, Futures contract and Extreme value theory. His research in Monetary economics tackles topics such as Corporate bond which are related to areas like Bond market.
Turan G. Bali focuses on Econometrics, Monetary economics, Equity, Corporate bond and Volatility. Capital asset pricing model is the focus of his Econometrics research. His Monetary economics research focuses on Hedge fund and how it connects with Upside potential ratio and Proxy.
Turan G. Bali works mostly in the field of Equity, limiting it down to concerns involving Portfolio and, occasionally, International finance, Tail risk and Profit. Turan G. Bali has researched Corporate bond in several fields, including Systematic risk and Contrarian. His work on Implied volatility as part of general Volatility study is frequently linked to Divergence, bridging the gap between disciplines.
His main research concerns Econometrics, Monetary economics, Equity, Corporate bond and Beta. The Econometrics study which covers Lottery that intersects with Earnings. His research on Equity also deals with topics like
His studies deal with areas such as Bond market and Credit risk as well as Corporate bond. His research investigates the connection with Beta and areas like Decile which intersect with concerns in Position, Investment strategy and Index. Turan G. Bali focuses mostly in the field of Skewness, narrowing it down to matters related to Volatility and, in some cases, Enterprise value.
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Maxing Out: Stocks as Lotteries and the Cross-Section of Expected Returns
Turan G. Bali;Nusret Cakici;Robert F. Whitelaw.
Journal of Financial Economics (2011)
Idiosyncratic Volatility and the Cross Section of Expected Returns
Turan G. Bali;Nusret Cakici.
Journal of Financial and Quantitative Analysis (2008)
Does Idiosyncratic Risk Really Matter
Turan G. Bali;Nusret Cakici;Xuemin Sterling Yan;Zhe Zhang.
Journal of Finance (2005)
Volatility Spreads and Expected Stock Returns
Turan G. Bali;Armen Hovakimian.
Management Science (2009)
THE JOINT CROSS SECTION OF STOCKS AND OPTIONS
Byeong-Je An;Andrew Ang;Turan G Bali;Nusret Cakici.
Journal of Finance (2014)
THE INTERTEMPORAL RELATION BETWEEN EXPECTED RETURNS AND RISK
Turan G. Bali.
Journal of Financial Economics (2008)
The intertemporal capital asset pricing model with dynamic conditional correlations
Turan G. Bali;Robert F. Engle.
Journal of Monetary Economics (2010)
Does Systemic Risk in the Financial Sector Predict Future Economic Downturns
Linda Allen;Turan G. Bali;Yi Tang.
Review of Financial Studies (2012)
An Extreme Value Approach to Estimating Volatility and Value at Risk
Turan G. Bali.
The Journal of Business (2003)
Is There an Intertemporal Relation between Downside Risk and Expected Returns
Turan G. Bali;K. Ozgur Demirtas;Haim Levy.
Journal of Financial and Quantitative Analysis (2009)
Journal of Banking and Finance
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