Yaman O. Erzurumlu

Yaman O. Erzurumlu

Yaman O. Erzurumlu

Assistant Professor

Mutual/Pension Funds, Innovation and Entrepreneurial Finance, ESG, Machine Learning Applications in Finance

Yaman Omer Erzurumlu received the B.S. degree in engineering management from Istanbul Technical University, Istanbul, Turkey, in 1998, and the Ph.D. degree in finance from the University of Central Florida, Orlando, FL, USA, in 2006. He participates as consultant in Fintech projects and financial consulting with different small and medium enterprises. He is affiliated with the Business School of George Mason Korea. Erzurumlu has most recently lectured at Babson College USA and Bahcesehir University Istanbul. Dr. Erzurumlu is also a member of the Financial Management Association (FMA) and a CFA charter holder.

Current Research

-        Gunduz N., Zaim S., Erzurumlu Y.O. “Impact of Health Belief and Trust on Technology Acceptance in Smartwatch Usage: Turkish Senior Adults Case” International Journal of Pharmaceutical and Healthcare Marketing. Revised and resubmited

-        Oygur T., Erzurumlu Y.O, Kirik A. “Implications of New Reference Rates, Market Confidence and COVID-19” Central Bank Review. Under revision

-        “Building an Equitable Financial System with Digital Cryptocurrency”, The Case Center, Babson College Teaching Innovation Fund, accepted and funded for 2022-2023

Selected Publications

  • Avci G., Erzurumlu Y.O., “Blockchain tokenization of real estate investment: A security token offering procedure and legal design proposal” Journal of Property Research. (Accepted January 2023) 10.1080/09599916.2023.2167665
  • Wu Wanshan, Wang L., Erzurumlu Y.O., Gozgor G., Yang G., “Effects of Country and Geopolitical Risks on Income Inequality: Evidence from Emerging Economies” Emerging Markets Finance and Trade 58(15), 4218-4230, (2022) 10.1080/1540496X.2022.2070002
  • Yildiz M.E., Erzurumlu Y. O., Kurtulus B. “Comparative Analyses of Mean-Variance and Mean-Semivariance Approaches on Global and Local Single Factor Market Model for Developed and Emerging Markets”, International Journal of Emerging Markets, 17(1), 325-350, (2022), 10.1108/IJOEM-01-2020-0110 
  • Erzurumlu Y. O., Ucardag I. “Private Pension Fund Flow, Performance and Cost Relationship Under Frequent Regulatory Change”, Journal of Financial Regulation and Compliance 29 (2), 218-234, (May 2021), https://doi.org/10.1108/JFRC-03-2020-0028
  • Erzurumlu Y. O., Oygur T., Kirik A. “One Size Does Not Fit All: The External Driver of Cryptocurrency World”, Studies in Economics and Finance, 37 (3), 545-560, (2020), https://doi.org/10.1108/SEF-01-2020-0018
  • Canakoglu E, Erzurumlu S.S., Erzurumlu Y.O. “How Data-Driven Entrepreneur Analyzes Imperfect Information for Business Opportunity Evaluation”, IEEE Transactions on Engineering Management, 65(4), 604-617 (November 2018)

Expanded Publication List

-        Avci G., Erzurumlu Y.O., “Blockchain tokenization of real estate investment: A security token offering procedure and legal design proposal” Journal of Property Research. (Accepted January 2023) 10.1080/09599916.2023.2167665

-        Kirik A., Oygur T., Erzurumlu Y.O, “Quadruple Wavelet Coherence and Pairwise Cointegration: Comparative Time-Frequency Analysis of Bank Deposit Rate”, Journal of Economic Studies, 50(2), 147-172, (2023) 10.1108/JES-04-2021-0188

-        Erzurumlu S. S., Yoon Y., Erzurumlu Y.O. “National innovation systems and dynamic impact of institutional structures on national innovation capability: A configurational approach with the OKID method”, Technovation, 114, (Accepted: April 2022) 10.1016/j.technovation.2022.102552

-        Kalip N.G., Erzurumlu Y.O., Gun N.A. “Qualitative and Quantitative Patent Valuation Methods: A Systematic Literature Review”, World Patent Information, 69, (Accepted: April 2022) 10.1016/j.wpi.2022.102111

-        Wu Wanshan, Wang L., Erzurumlu Y.O., Gozgor G., Yang G., “Effects of Country and Geopolitical Risks on Income Inequality: Evidence from Emerging Economies” Emerging Markets Finance and Trade 58(15), 4218-4230, (2022) 10.1080/1540496X.2022.2070002

-        Yildiz M.E., Erzurumlu Y. O., Kurtulus B. “Comparative Analyses of Mean-Variance and Mean-Semivariance Approaches on Global and Local Single Factor Market Model for Developed and Emerging Markets”, International Journal of Emerging Markets, 17(1), 325-350, (2022), 10.1108/IJOEM-01-2020-0110 

-        Erzurumlu Y. O., Gozgor G. “Effects of Economic Policy Uncertainty on Energy Demand: Evidence from 72 Countries”, Journal of Chinese Economic and Business Studies, 20(1), 23-38 (2022), 10.1080/14765284.2021.2009999

-        Erzurumlu Y. O., Avci G. “The Impact of Bank's Internal Governance Mechanism on Operational Loss: Evidence from Turkey”, Iranian Economic Review, 25 (4) (Autumn 2021) 10.22059/IER.2020.76096

-        Razani H., Erzurumlu Y. O., Temur G. T. “E-Ticaret Alanında Müşteri Memnuniyeti Takibini Etkileyen Faktörlerin Platform Altyapı Sağlayıcıları Tarafından AHS Yöntemi ile Değerlendirmesi / Analysis of Factors Affecting Customer Satisfaction in the Field of E-Commerce by Infrastructure Providers using AHP Method”, Journal of Consumer and Consumption Research (Tüketici ve Tüketim Araştırmaları Dergisi), 13 (2), (Dec. 2021)

-        Erzurumlu Y. O., Ucardag I. “Private Pension Fund Flow, Performance and Cost Relationship Under Frequent Regulatory Change”, Journal of Financial Regulation and Compliance 29 (2), 218-234, (May 2021), https://doi.org/10.1108/JFRC-03-2020-0028

-        Erzurumlu Y. O., Oygur T., Kirik A. “One Size Does Not Fit All: The External Driver of Cryptocurrency World”, Studies in Economics and Finance, 37 (3), 545-560, (2020), https://doi.org/10.1108/SEF-01-2020-0018

-        Erzurumlu Y. O., Avci G. “Audit Committee Member Characteristics and Committee Effectiveness: Evidence from Turkish Banking Sector”, International Journal of Monetary Economics and Finance, 13 (4), 341-361, (2020) doi: 10.1504/IJMEF.2020.10030104

-        Kara O., Erzurumlu Y.O. "Holdinge Bağlı Şirketler ile Bağlı Olmayan Şirketlerin Finansal Oran Analizi ile Karşılaştırılması / Financial Ratio Analysis Based Comparison of Holding Companies and Non-holding Companies ", Doğuş University Journal, 21 (1), 81-99, (Jan 2020), 10.31671/dogus.2020.439

-        Canakoglu E, Erzurumlu S.S., Erzurumlu Y.O. “How Data Driven Entrepreneur Analyzes Imperfect Information for Business Opportunity Evaluation”, IEEE Transactions on Engineering Management, 65(4), 604-617 (November 2018)

-        Yildiz M.E., Erzurumlu Y. O. “Testing Modern Portfolio Theory Based on Global and Local Single Factor Market Model: Borsa Istanbul Case”, Borsa Istanbul Review, 18(4), p.259-268 (April 2018) https://doi.org/10.1016/j.bir.2018.03.001

-        Erzurumlu Y.O., V. Kotomin, “Mutual Funds’ Soft Dollar Arrangements: Determinants Impact on Shareholder Wealth and Relation to Governance”, Journal of Financial Services Research, V.50/1, p.95-119 (Aug 2016), 10.1007/s10693-015-0222-1

-        Erzurumlu Y.O., S.S. Erzurumlu, “Sustainable mining development with community using design thinking and multi-criteria decision analysis”, Resources Policy, V.46/1 p.6-14 (December 2015), 10.1016/j.resourpol.2014.10.001

-        Erzurumlu Y.O., R. Ajayi, “Investors Reaction to Market Surprises on the Indian Stock Exchange and Currency Markets”, Asian Journal of Finance & Accounting , V.6/1 p.291-305 (July 2014) http://dx.doi.org/10.5296/ajfa.v6i1.5441

-        Gözgör Giray, Y.O. Erzurumlu, “Co-movement of Foreign Direct and Portfolio Investments in Central and Eastern Europe”, International Journal of Economics and Financial Issues, V.4/3 (July 2014)

-        Erzurumlu S. Sinan, Y. O. Erzurumlu, “Development and Deployment Drivers of Clean Technology Innovation”, Journal of High Technology Management Research, 24 (2013), p. 100-108

-        Erzurumlu Y. O., "Investor Reaction to Market Surprises on The Istanbul Stock Exchange", Doğuş University Journal, V.12-2 (2011) p. 213-225

-        Gözgör Giray, Y. O. Erzurumlu, “Causality Relations Between Foreign Direct Investment and Portfolio Investment Volatility”, Middle Eastern Finance and Economics, Is.8 (2010) p. 172-178

-        Erzurumlu, Y. Ö., V. Kotomin, “Inventory Management Effects, Isolated: Evidence from the Federal Funds Market”, The Quarterly Review of Economics and Finance V.50 (2010) p. 61-66, https://doi.org/10.1016/j.qref.2009.09.008

-        Çelik F., Erzurumlu, Y. Ö. , “External Debt Sustainability, IMF Policies and Turkey Sample”, Lex et Scientia International Journal V.15-2 (2008) p.136-149

-        Erzurumlu Y. O. “Dynamic Management of Mutual Fund Advisory Contracts”, Doğuş University Journal; V.7-2 (2006) p.172-189

-        Erzurumlu, Y.O., R. Ajayi, “On Investors Reaction To Market Surprises: Evidence From The Chinese Market,” International Journal of Business, Management and Economics, V.2/8 (2006), p. 53-66

-        Gürsoy C.T., Y.O. Erzurumlu, “Evaluation of Portfolio Performance of Turkish Investment Funds” Doğuş University Journal V.4 (2001), p.43-58

Courses Taught

PhD Level

Financial Analysis and Planning *

Behavioral Finance

International Finance

 

Master’s Level

Equities*

Financial Statement Analysis*

Investment Decision Making *

Funding and Financial Management *

International Finance

Advanced Corporate Finance

 

Undergraduate Level

Accounting for Engineers *

Economics for Engineers *

Finance for Engineers *

Cost Accounting *

Financial Management

Investment

Financial Markets and Institutions

Computer Aided Finance

Cases in Finance

Education

 
BSc. Managerial Engineering at İstanbul Technical University (1998) 

M.S. in Accounting and Finance from Marmara University (2001)

PhD in Finance from University of Central Florida (2006)