Thesis Supervision

  1. Fluctuation Theory for Markov Additive Processes (Ph.D.) Celal Umut Yaran, Koç University, İstanbul, 2022- (Coadvisor: M. Çağlar)
  2. Portfolio Selection using Cumulative Prospect Theory, (Ph.D.) Nuri Şensoy, Koç University, İstanbul, 2018
  3. Inventory Management, Pricing and Risk in the Presence of Price Fluctuations, (Ph.D.) Caner Canyakmaz, Koç University, İstanbul, 2017 (Coadvisor: F. Karaesmen)
  4. An Investigation of Investor Behaviors in Financial Markets, (M.S.) Efe Çötelioğlu, Koç University, İstanbul, 2015
  5. Advance Ordering Model with Markov Modulated Demand Information, (M.S.) Elif Duygu Güler, Koç University, İstanbul, 2015 (Coadvisor: F. Karaesmen)
  6. Portfolio Selection with Prospect Theory, (M.S.) Abdullah Taşkıncan, Koç University, İstanbul, 2014
  7. Risk Hedging in Revenue Management, (M.S.) Gülce Sarı, Koç University, İstanbul, 2013 (Coadvisor: F. Karaesmen)
  8. Mean-Variance Approach to the Newsvendor Problem with Random Supply and Financial Hedging, (M.S.) Müge Tekin, Koç University, İstanbul, 2012
  9. Revenue Management with Markov Modulated Demand, (M.S.) Can Özkan, Koç University, İstanbul, 2012 (Coadvisor: F. Karaesmen)
  10. Newvendor Model with Random Supply and Financial Hedging: Utility-Based Approach, (M.S.) Filiz Sayın, Koç University, İstanbul, 2011 (Coadvisor: F. Karaesmen)
  11. Risk Management in the Newsvendor Model with Random Supply using Financial Instruments, (M.S.) H. Kaan Okyay, Koç University, İstanbul, 2010 (Coadvisor: F. Karaesmen)
  12. Portfolio Selection with Random Risk Preference, (M.S.) Turan Bulmuş, Koç University, İstanbul, 2009
  13. Reliability and Maintenance of Semi-Markov Missions, (Ph.D.) Bora Çekyay, Koç University, İstanbul, 2009
  14. Portfolio Optimization in Stochastic Markets: Utility-Based Approach, (Ph.D.) Ethem Çanakoğlu, Koç University, İstanbul, 2009
  15. Inventory Models with Imperfect Information and Random Supply, (M.S.) Kenan Arifoğlu, Koç University, İstanbul, 2007
  16. Multiperiod Mean-Variance Portfolio Optimization in Markovian Markets Under Imperfect Information, (M.S.) Harun Dericioğlu, Koç University, İstanbul, 2004
  17. A Single Period Inventory Model with Multiple Vendors and Random Yield, (M.S.) Erhan Deniz, Koç University, İstanbul, 2004
  18. Multiperiod Portfolio Optimization in Stochastic Markets using the Mean-Variance Approach, (M.S.) Uğur Çelikyurt, Koç University, İstanbul, 2004
  19. Markov Chains as an Interest Rate Model, (M.S.) Uğur Torun, Boğaziçi University, İstanbul, 2003
  20. Pricing of Asian Options Using Parallel Computing, (M.S.) Halis Sak, Boğaziçi University, İstanbul, 2003
  21. Multiperiod Mean-Variance Portfolio Optimization in Markovian Markets, (M.S.) Boğaziçi University, İstanbul, 2002
  22. Inventory Models in Random Environments, (Ph.D.) Asli Erdem, Boğaziçi University, İstanbul, 1999
  23. The Optimal Software Release Problem, (M.S.) Ebru Angün, Boğaziçi University, İstanbul, 1998
  24. Testing of Software with an Operational Profile, (M.S.) Selma Özçelikyürek, Boğaziçi University, İstanbul, 1997
  25. A Complex Periodic Reliability Model in a Random Environment, (M.S.) Berna Yenice, Boğaziçi University, İstanbul, 1996
  26. A Reliability Model with Environment Dependent Survival Probabilities, (M.S.) Merih Sevilir, Boğaziçi University, İstanbul, 1996
  27. Manpower Planning under Fluctuating Economic Environments, (M.S.) Ismail Kocaman, Boğaziçi University, İstanbul, 1996
  28. The AHP Approach to the Portfolio Selection Problem, (M.S.) Murat Cengiz, Boğaziçi University, İstanbul, 1995
  29. Optimal Software Release in Markovian Failure Models, (M.S.) Sona Kunuzyan, Boğaziçi University, İstanbul, 1991
  30. Optimal Software Release Times under Imperfect Debugging, (M.S.) Nese A. Çatkan, Boğaziçi University, İstanbul, 1990
  31. Analysis of a Transportation System with Scheduled Services, (M.S.) Selim Sengör, Boğaziçi University, İstanbul, 1990
  32. An Approach for Demand Forecasting and Fleet Size Determination of THY, (M.S.) İrfan Arıkan, Boğaziçi University, İstanbul, 1990
  33. Reliability and Maintenance of a Device with Age Dependent Exponential Failures, (M.S.) N. Oktay Günlük, Boğaziçi University, İstanbul, 1989
  34. Evaluation of Screening Policies for Breast Cancer, (M.S.) I. Erol Nalçaci, Boğaziçi University, İstanbul, 1989
  35. Life Distribution Classification of Increasing Markov Processes, (M.S.) Izi Karasu, Boğaziçi University, İstanbul, 1987
  36. Evaluation of Inspection Policies and Processes for Deteriorating Systems Subject to Catastrophic Failure, (M.S.) Talin Papazyan, Boğaziçi University, İstanbul, 1986
  37. Optimal Control of Generalized Storage Models, (Ph.D.) Gülay D. Barbarosoglu, Boğaziçi University, İstanbul, 1985