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Tolgahan Yilmaz

Tolgahan Yilmaz
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Five years of risk and portfolio management research experience. Specialist in financial risk modeling, portfolio optimization and Value At Risk (VaR). Five-year work experience as derivative instruments expert at Turkish Derivatives Exchange (Turkdex). M.Sc. in Risk and Asset Management, EDHEC Business School. Developed a portfolio optimizer and pairs trading algorithm.
  • Description: Mutual Fund Manager. Trading frequency: Daily
  • Interests: Bonds, Dividend stock ideas & income, ETFs, Energy stocks, Foreign stocks, Forex, Gold, Mutual funds, Options, Stocks - long, Stocks - short, Tech stocks
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Paper: Improving Portfolio Optimization by DCC and DECO-GARCH: Evidence from Istanbul Stock Exchange Abstract- In this paper, the performance of global minimum variance (GMV) portfolios constructed by DCC and DECOGARCH are compared to that of GMV portfolios constructed by sample covariance and constant correlation methods in terms of reduced volatility. Also, the performance of GMV portfolios are tested ...More