Education
Undergraduate Degree: BA, Economics, Boğaziçi University, Istanbul, 2004
Graduate Degree: MS, Finance, John Hopkins University, Maryland, 2013
Graduate Degree (expected to complete next year): MS, Analytics, Georgia Institute of Technology, Atlanta (expected)
Doctoral Degree: Ph.D., Finance, Boğaziçi University, Istanbul, 2022
Research Interests
Asset Pricing, Machine Learning Applications in Finance, Risk Management
Work Experience
Yeditepe University, School of Economics and Admin. Sciences, International Finance Faculty (2023- )
Boğaziçi University, School of Business Research Project Staff (2019)
Denizbank, Asset and Liability Management, Assistant Manager (2014– 015)
İşbank, Board of Auditors, Auditor (2005-2012)
Undergraduate Courses Thought
Principles of Finance, Marketing of Financial Services, Graduation Project
Graduate Courses Thought
Research Methods and Ethics
Publications
- ·Candemir, I. and Karahan, C.C. (2024), "Testing Asset Pricing Models with Individual Stocks: An Instrumental Variables Approach", Borsa Istanbul Review, Vol. ahead-of-print No. ahead-of-print. https://doi.org/10.1016/j.bir.2024.05.005
- ·Candemır, I. (2023). “Understanding Cross-Sectional Variability in Equity Returns Using a Conditional Asset Pricing Model”. Optimum Ekonomi ve Yönetim Bilimleri Dergisi, 10 (2) , 395-424. https://doi.org/10.17541/optimum.1285716
- Candemir, I. and Karahan, C.C. (2022), "Determinants of Time-Varying Equity Risk Premia in an Emerging Market", International Journal of Emerging Markets, Vol. 19 No. 6, pp. 1492-1520. https://doi.org/10.1108/IJOEM-01-2022-0168
Conference Proceedings
- Candemir, I. (2023), Analysis of Time-Varying Parameters in an Emerging Economy: Findings from a Four Factor Model. In Proceedings of 7th International Izmir Economics Congress. (p:257) May 17-18, 2023, Izmir, Turkey.
- Candemir, I. & Karahan, C. C. (2022), Time Varying Risk Premia with Individual Stocks in an Emerging Market. In Proceedings of International Conference on Economics. (p:568) December 2nd-3rd, 2022, Baku, Azerbaijan.
- Candemir, I. & Karahan, C. C. (2020), Decomposition of Risk Premia in Equity Markets Through Time. In Proceedings of the LIVE Virtual Conference Series: July 2020. (p:13). LIVE WebEx Conference, July, 13th -14th, 2020.
Others
- Licences by Capital Markets Licensing Registry and Training Agency Inc: Capital Markets Level 3, Derivatives Instruments, Credit Rating, Corporate Governance Rating.
- CFA Level II.
