ARISOY
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.
Areas of research
Empirical asset pricing
Hedge Funds
Behavioral Finance
Investments
ARISOY, Y. E., T. G. BALI, Y. TANG, "Investor Regret and Stock Returns", Management Science, November 2024, vol. 70, no. 11, pp. 7345-8215
10.1287/mnsc.2022.03389