ARISOY Y. Eser
ARISOY Y. Eser
HDR (Authorization to supervise research), Management
Y. Eser ARISOY is a Professor of Finance at NEOMA Business School. His work primarily focuses on three major research axes: i) empirical asset pricing, ii) performance and risk-taking behavior of hedge funds, and iii) whether and how behavioral biases impact investments and asset returns. He has published in journals such as Journal of Financial Economics, Management Science, Journal of Banking and Finance, among others. He was a semi-finalist in Investments category at the FMA 2015 Annual Meeting for his work on the relationship between volatility of aggregate volatility and hedge fund performance, and was awarded the 2016 Crowell Third Prize in recognition of his contribution to connect theory with the practice of quantitative investment management. He is a member of the Research Ethics Committee and the scientific co-ordinator of "The complexity of problems, solutions, and decisions" sub-area of the "Complexity Advantage" area of excellence at NEOMA.
ARISOY, E., V.AGARWAL, N. Y.NAIK, "Volatility of aggregate volatility and hedge fund returns", Journal of Financial Economics, September 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, January 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, September 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, Turkey
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" IIM Bangalore. 2021, Online Seminar, India
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" Shanghai Advanced Institute of Finance. 2021, Online Seminar, China
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" University Carlos 3. 2021, Online Seminar, Spain
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" University of Hawai. 2021, Online Seminar, United States
AGARWAL, V., Y. E.ARISOY, T.TRINH, "Eponymous Hedge Funds" Virtual Asset Management Seminar Series. 2020, United States
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, United States
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" in Research in Behavioral Finance Conference, 2022, Amsterdam, Netherlands
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" in Southern Finance Association Annual Meeting, 2022, Key West, Florida, United States
ARISOY, Y. E., T. TRINH, V. AGARWAL, "Eponymous Hedge Funds" in 7th Inter-Business School Finance Seminar, 2022, Nice, France
ARISOY, Y. E., T. TRINH, V. AGARWAL, "Eponymous Hedge Funds" in 13th Annual Hedge Fund Research Conference, 2022, Paris, France Coauthorspresented
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" in Academic Research Colloquium, 2021, Online Conference, United States
ARISOY, Y. E., V. AGARWAL, T. TRINH, "Eponymous Hedge Funds" in Financial Management Association Annual Meeting, 2021, Online Conference, United States Coauthorspresented
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" in FMA San Diego Meeting, 2018, San Diego, United States
ARISOY, Y. E., T. G.BALI, Y.TANG , "Anticipated Regret and Equity Returns", 10th Miami Behavioral Finance Conference, 2019, Miami, Florida, United States
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" in 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" in 8th FEBS Conference, 2018
ARISOY, E., T. G.BALI, "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" in 5th Turkish Finance Workshop, 2018
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" in Research in Behavioral Finance Conference, 2018
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" in Academy of Behavioral Finance Annual Meeting, 2018, Chicago, United States
ARISOY, E., "Anticipated Regret in Financial Decision Making under Volatility Uncertainty" in Manchester Business School, 2018, Manchester, United Kingdom
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in Global Finance Conference, 2017
ARISOY, E., "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in World Finance Conference, 2017
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in FMA European Conference, 2017
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in EFMA Basel Meeting, 2016
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in FMA Las Vegas Meeting, 2016
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in 8th French Econometrics Conference, 2016
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" in AFA San Fransisco Meeting, 2016
ARISOY, E., "Volatility of Aggregate Volatility and Hedge Fund Returns" in 7th Annual Hedge Fund Research Conference, 2015
AGARWAL, V., E.ARISOY, N. Y.NAIK, "Volatility of Aggregate Volatility and Hedge Fund Returns" in 5th FEBS Conference, 2015
ARETZ, K., E.ARISOY, "Do Stock Market Investors Really Care About the Skewness of Long-Ahead Returns?" in Paris Financial Management Conference, 2014
ARISOY, Y. E., T. G. BALI, Y. TANG, "Investor Regret and Stock Returns", Management Science, November 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, March 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, August 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, September 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, January 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, September 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, November 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, March 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, February 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, May 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, July 2007, vol. 27, no. 7, pp. 617-642DOI : 10.1002/fut.20242