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Now showing items 1-3 of 3

    • CLUSTERING IN EUROPEAN STOCK INDICES IN CRISIS AND NON-CRISIS PERIODS 

      Peker, S.; Aktan, B. (VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, 2014)
      Grouping the major indices of stock markets based on their homogeneities may facilitate the selection period for investors especially today's information rich financial world. This paper attempts to detect and group the ...

    • FUND MANAGERS PERFORMANCE IN TURKEY: AN EMPIRICAL EVALUATION 

      Masood, O.; Aktan, B.; Mandaci, P.E.; Teker, E. (VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, 2010)
      The aim of this study is to investigate whether some certain characteristics of fund managers help to explain their performance in the context of an emerging market, Turkey. We test the statistical significance between two ...

    • Necessary condition of optimality for stochastic control systems with variable structure 

      Agayeva, C.A.; Abushov, Q.U. (VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, 2008)
      It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved.