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Koray D. Simsek
Koray D. Simsek
Professor of Finance, Rollins College
Verified email at rollins.edu
Title
Cited by
Cited by
Year
OR Practice—assisting defined-benefit pension plans
JM Mulvey, KD Simsek, Z Zhang, FJ Fabozzi, WR Pauling
Operations research 56 (5), 1066-1078, 2008
562008
Rebalancing strategies for long-term investors
JM Mulvey, KD Simsek
Computational Methods in Decision-Making, Economics and Finance, 15-33, 2002
462002
Stochastic Programming: applications in finance, energy, planning and logistics
H Gassmann, WT Ziemba
World Scientific, 2013
442013
Derivative markets in emerging economies: A survey
Y Atilgan, KO Demirtas, KD Simsek
International review of Economics & finance 42, 88-102, 2016
382016
Determinants of capital structure for firms in an Islamic equity index: comparing developed and developing countries
EH Kahya, HY Ersen, C Ekinci, O Taş, KD Simsek
Journal of Capital Markets Studies 4 (2), 167-191, 2020
352020
The performance of US-based emerging market mutual funds
H Kiymaz, KD Simsek
Journal of Capital Markets Studies 1 (1), 58-73, 2017
302017
Evaluating a trend-following commodity index for multi-period asset allocation
JM Mulvey, SSN Kaul, KD Simsek
Journal of Alternative Investments 7 (1), 54-69, 2004
302004
Studies of equity returns in emerging markets: a literature review
Y Atilgan, KO Demirtas, KD Simsek
Emerging Markets Finance and Trade 51 (4), 757-773, 2015
282015
Improving investment performance for pension plans
JM Mulvey, KD Simsek, Z Zhang
Journal of Asset Management 7, 93-108, 2006
252006
Trend-following hedge funds and multi-period assetallocation
D Darius, A Ilhan, J Mulvey, KD Simsek, R Sircar
Quantitative Finance 2 (5), 354, 2002
212002
A stochastic network approach for integrating pension and corporate financial planning
JM Mulvey, KD Simsek, B Pauling
Innovations in financial and economic networks, 67-83, 2003
202003
Modernizing the defined-benefit pension system
JM Mulvey, FJ Fabozzi, WR Pauling, KD Simsek, Z Zhang
Journal of Portfolio Management 31 (2), 73, 2005
192005
Longevity risk management for individual investors
WC Kim, JM Mulvey, KD Simsek, MJ Kim
Stochastic Programming: Applications in Finance, Energy, Planning and …, 2013
16*2013
Structured Forms of Investment–Strategies in Institutional Investors’ Portfolios
L Martellini, K Simsek, F Goltz
Benefits of Dynamic Asset Allocation Through Buy-and-Hold Investment in …, 2005
162005
The speed of stock price adjustment to corporate announcements: Insights from Turkey
O Ersan, SA Simsir, KD Simsek, A Hasan
Emerging Markets Review 47, 100778, 2021
122021
Modeling breach of contract risk through bundled options
Ç Haksöz, KD Şimşek
Journal of Operational Risk, 2010
92010
The influence of baby boomers’ perceptions of well-being on their plan to age-in-place post-retirement
EJ Emerson, RC Ford, KD Simsek
International Journal of Hospitality Management 107, 103295, 2022
72022
Optimal longevity risk management in the retirement stage of the life cycle
KD Simsek, MJ Kim, WC Kim, JM Mulvey
The Journal of Retirement 5 (3), 73, 2018
72018
Optimal static allocation decisions in the presence of portfolio insurance
F Goltz, L Martellini, KD Simsek
Journal of Investment Management 6 (2), 2008
62008
Structured forms of investment strategies in institutional investors’ portfolios
L Martinelli, K Simsek, F Goltz
EDHEC Risk and Asset Management Research Centre, 2005
52005
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