University of California, Santa Barbara,Statistics and Applied Probability with Emphasis in Mathematical and Empirical Finance, 2007

University of Warwick, Finance and Economics, 2000

Sofia University, Economics 1999

Hedge fund risk/return profile and leverage, Market risk, Market and funding liquidity, Emerging market equity returns, Heavy-tailed financial modeling, Bayesian methods in finance

Publications:

• Alkan, U. and B. Guner (2018). Preferences for lottery stocks at Borsa Istanbul. Journal of International Financial Markets, Institutions & Money, Forthcoming.

Book:

• Bayesian Methods in Finance (with S. Rachev, J. Hsu, and F. Fabozzi), John Wiley & Sons, 2008.

Book chapters:

• Fat-Tailed Models for Risk Management (with B. Racheva-Yotova and I. Mitov), in F. Fabozzi (ed.), Encyclopedia of Financial Markets, Wiley, New Jersey, 2012. 
• Bayesian Inference for Hedge Funds with Stable Distribution of Returns (with S. Rachev, D. Edelman, and F. Fabozzi), in K. Bocker (ed.), Rethinking Risk Measurement and Reporting, Vol. 2, Risk Books, London, 2010.
• Bayesian Applications to the Investment Management Process (with S. Rachev, J. Hsu, and F. Fabozzi), in D. Seese, C. Weinhardt, and F. Schlottmann (eds.), Handbook on Information Technology in Finance, Springer, Berlin, 2008.

Working papers:

• Commonality in International Equity Jump Risk, with M. Ozsoy
• Dynamic management of hedge fund leverage, with D. Edelman.
• Diversification Benefits: A Parsimonious Country-Selection Approach, with M. Ozsoy

 Work in progress:

• Dynamic properties and determinants of jump risk in emerging equity market returns, with M.  Ozsoy. Supported by TUBITAK 1001 Grant No: 117K085
• Return anomalies at Borsa Istanbul, with C. Demir.
• Dynamics of conditional return skewness at Borsa Istanbul, with H. Guvenc.

Probability for Social Sciences (MATH 201),  undergraduate level; 
Applied Financial Econometrics I & II (FERM 533 & FERM 534), Master's level; 
Probability Theory and Statistics (MGMT 901), PhD level