Personal Profile

Assistant professor of Shenzhen Audencia Financial Technology Institute, WeBank Institute of Fintech, Shenzhen University.

Education Experience

Visiting Assistant Professor of Finance

Hong Kong University of Science and Technology (HKUST), Hong Kong 2019 - 2021

Assistant Professor of Finance

Xi'an Jiaotong-Liverpool University, Suzhou 2014 - 2019

Asssistant professor in Industrial and Systems Engineering Department

Yeditepe University , Istanbul 2010 - 2014

Postdoctoral Researcher in the Institute for Statistics and Mathematics

Wirtschaftsuniversität Wien (WU Vienna), Vienna 2008 - 2010

Research Interests

1.Sensoy N., Sozekici S., Sak H., (2026). Portfolio optimisation under prospect theory with an empirical test. The European Journal of Finance, 32 (4-6), 620-647 (ABS3)

2. H. Sak, I. Basoglu, “Efficient Randomized Quasi-Monte Carlo Methods for Portfolio Market Risk,” Insurance: Mathematics and Economics, 76, 87-94, 2017 (ABS3)

3. K. D. Dingeç, H. Sak, and W. Hoermann, “Variance Reduction for Asian Options under a General Model Framework,” Review of Finance, 19 (2), 907-949, 2015 (FT50, ABS4)

4. H. Sak, W. Hoermann, “Fast Simulations in Credit Risk,” Quantitative Finance, 12 (10), 1557-1569, 2012 (ABS3)

5. H. Sak, W. Hoermann, and J. Leydold, “Efficient Risk simulations for Linear Asset Portfolios in the t-Copula Model,” European Journal of Operational Research, 202, 802-809, 2010 (ABS4)