Ph.D. Mathematics, Imperial College London, 2011.

M.Sc. Financial Economics, Istanbul Bilgi University, 2006.

B.S. Industrial Engineering (Double Major in Economics), Northwestern University, 2002.

Haluk Yener received his PhD in mathematics (concentration in financial mathematics) from Imperial College London in 2011. He also holds a B.S. in Industrial Engineering from Northwestern University (2002), an M.Eng. in Operations Research/Financial Engineering from Cornell University (2006), and an M.Sc. in Financial Economics from Istanbul Bilgi University in the same year. His research focuses on banking networks, investment management, risk management, dynamic portfolio theory, and financial crisis modeling.

Dr. Yener previously worked as an Assistant Professor at Istanbul Bilgi University between 2012-2015 and 2016-2024, and at Kadir Has University between 2015-2016.

Banking/Financial Networks, Investment Management, Dynamic Portfolio Theory.

• Pairs Trading with Wavelet Transform. Quantitative Finance (2023), Vol. 23(7-8), pp. 1129-1154. (joint work with Burak Alparslan Eroglu & Taner Yigit) (ABS 3);
• A General Model for Financial Crises: An Application to Eurozone Crisis. International Review of Economics & Finance (2020), Vol. 70(November), pp. 202-229 (joint work with Barıs Soybilgen & Thanasis Stengos) (ABS 2);
• Proportional Reinsurance and Investment in Multiple Risky Assets Under Borrowing Constraints. Scandinavian Actuarial Journal (2020), Vol. 2020(5), pp. 396-418 (Q2);
• Analysis of the Seeds of the Debt Crisis in Europe (2017). The European Journal of Finance (2017), Vol. 23(15), pp. 1589-1610 (joint work with Thanasis Stengos & Ege Yazgan) (ABS 3);
• Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints. Quantitative Finance (2015), Vol. 15(12), pp. 2053-2065 (ABS 3);
• Minimizing the Lifetime Ruin Under Borrowing and Short-Selling Constraints. Scandinavian Actuarial Journal (2014), Vol. 2014(6), pp. 535-560 (Q2);
  • Erratum “Minimizing the Lifetime Ruin Under Borrowing and Short-Selling Constraints”. Scandinavian Actuarial Journal (2015).

Working Papers

• A New Look at Financial Networks, Contagion and Crises (joint work with Burak Alparslan Eroglu & Taner Yigit);
• Iterated Combination Method for Risk Measure Forecasts (joint work with Burak Alparslan Eroglu & Taner Yigit).

Work-in-Progress:

• Revisiting Clearing Payments under Bankruptcy Costs and Fire Sales (joint work with Burak Alparslan Eroglu, Taner Yigit & Ramazan Ekinci);
• Artificial Intelligence, Wavelet Transform and Stock Markets (joint work with Burak Alparslan Eroglu, Taner Yigit);
• Pairs Trading with Artificial Intelligence (joint work with Burak Alparslan Eroglu, Taner Yigit);

Book Chapters:

• Enerji Firma Hisse Getirilerinin Ayrı¸stırılması: Anormal Getirilerin Kaynagı Nedir? In Ekonomik, Mali ve Finansal Uygulamalara Y¨onelik Ampirik Analizler (2023), eds. S¸. Karabulut, pp. 17-32, Yaz Yayınları. (joint work with Burak Alparslan Ero˘glu & Ramazan Ekinci);
• The Dynamics of Jump Intensity in Stock Prices: BIST 100 Example in Economics and Finance Studies (2023), eds. S. Alpatug, pp. 105-120, ¨Ozgur Yayınları. (joint work with Burak Alparslan Eroglu);
• Estimation of the Value-at-Risk and Expected Shortfall With Long Memory GAS Models, in Global Agenda in Social Sciences (2021), eds. ˙I. Siriner, M. Aydın, pp. 75-84, IJOPEC PUBLICATION. (joint work with Burak Alparslan Eroglu);
• Taylor Rule for Turkey under Multiple Structural Breaks: Estimating the Forward-Looking Taylor Rule for Turkey under Multiple Structural Breaks, in Current Issues in Turkish Economy: Problems and Policy Suggestions (2019), eds. M. Tek¸ce, C¸ Yurtseven, pp. 11-24, Peter Lang. (joint work with Burak Alparslan Eroglu & Barıs Soybilgen).

National Journal Publications:

• Borsa ˙Istanbul 100 Endeksi i¸cin Dinamik Riske Maruz De˘ger ve Beklenen Kayıp Analizi. Pamukkale ¨Universitesi Sosyal Bilimler Enstit¨us¨u Dergisi, (2022), (50), 71-86 (joint work with Burak Eroglu);
• Reexamination of the BIST 100 Stock Volatility with Heterogeneous Autoregressive Realized Volatility Model. Atat¨urk ¨Universitesi Sosyal Bilimler Enstit¨us¨u Dergisi, (2021), 25(2), 457-476 (joint work with Burak Eroglu & Deniz ˙Ikizlerli);
• The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul. Business and Economics Research Journal (2020), Vol. 11(4), pp. 939-952 (joint work with Burak Eroglu & Deniz ˙Ikizlerli).

2025-26 Fall Semester

OPER 202 Operations Management, OPER 312 Supply Chain Management, FERM 533 Applied Financial Econometrics I

2025-26 Spring Semester

FIN 202 Finance