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