Sukriye Tuysuz

Sukriye Tuysuz is an associate professor for Yeditepe University, Istanbul. Previously, she worked for BEM Management School and ESSCA management school. She holds an M.A. from Pantheon-ASSAS University (Paris 2) and a Ph.D. from Strasbourg University. Her research interests include risk management, volatility forecasting, assets pricing, portfolio analysis and Islamic finance.

Articles by Sukriye Tuysuz

Original research

A risk-sensitive approach for stressed transition probability matrixes

In this paper, the authors outline a simulation-based methodology for the generation of stressed transition probability matrixes under the structural credit risk framework.

05 Feb 2018

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