2022-年至今, 深圳大学, 金融科技学院, 助理教授
2019-2021, 香港科技大学, 金融学系金融, 访问助理教授
2014-2019, 西交利物浦大学, 西浦国际商学院, 助理教授
2010-2014, Yeditepe University, 工业与系统工程, 助理教授
2008-2010, WU Vienna University of Economics and Business, 统计与数学研究所, 博士后研究员
1. Sak, H., Huang, T., Chng, M. T., Exploring the factor zoo with a machine-learning portfolio. International Review of Financial Analysis, 96, 103599, 2024 (ABS3)
2. I. Başoglu, W. Hoermann, and H. Sak, “Efficient Simulations for a Bernoulli Mixture Model of Portfolio
Credit Risk,” Annals of Operations Research, 260 (1-2), 113-128, 2018 (ABS3)
3. Q. Wu, H. Sak, S. Seshadri, C. Haksoz, “Optimization Under Supplier Portfolio Risk Considering Breach of
Contract and Market Risks,” Risk and Decision Analysis, 7 (3-4), 77-89, 2018
4. H. Sak and I. Basoglu, “Efficient Randomized Quasi-Monte Carlo Methods for Portfolio Market Risk,”
Insurance: Mathematics and Economics, 76, 87-94, 2017 (ABS3)
5. Sak, H., Yang, G., Li, B., Li, W., "A copula-based model for air pollution portfolio risk and its efficient simulation," Stochastic Environmental Research and Risk Assessment, 31, 2607–2616, 2017
6. K. D. Dingeç, H. Sak, W. Hoermann, “Variance Reduction for Asian Options under a General Model
Framework,” Review of Finance, 19 (2), 907-949, 2015 (FT50, ABS4)
7. I. Basoglu, W. Hoermann, H. Sak, “Optimally Stratified Importance Sampling for Portfolio Risk with
Multiple Loss Thresholds,” Optimization, 62 (11), 1451-1471, 2013 (ABS1)
8. H. Sak, W. Hoermann, “Fast Simulations in Credit Risk,” Quantitative Finance, 12 (10), 1557-1569,
2012 (ABS3)
9. H. Sak, Ç. Haksoz, “A Copula-Based Simulation Model for Supply Portfolio Risk,” The Journal of
Operational Risk, 6, 15-38, 2011 (ABS2)
10. W. Hoermann, H. Sak, “t-Copula Generation for Control Variates,” Mathematics and
Computers in Simulation, 81, 782-790, 2010
11. H. Sak, W. Hoermann, J. Leydold, “Efficient Risk simulations for Linear Asset Portfolios in the
t-Copula Model,” European Journal of Operational Research, 202, 802-809,2010 (ABS4)
12. H. Sak, W. Hörmann, J. Leydold, “Better Confidence Intervals for Importance Sampling,”
International Journal of Theoretical and Applied Finance, 13, 1279-1291, 2010 (ABS2)
13. H. Sak, “Increasing the Number of Inner Replications of Multifactor Portfolio Credit Risk Simulation
in the t-Copula Model,” Monte Carlo Methods and Applications, 16 (3-4), 361-377, 2010
14. G. Derflinger, W. Hoermann, J. Leydold, H. Sak, “Efficient Numerical Inversion for Financial
Simulations,” In: Monte Carlo and Quasi-Monte Carlo methods 2008, Pierre L'Ecuyer and Art B. Owen
Eds., Berlin Heidelberg: Springer-Verlag, 2009, pp. 297-304 (Book chapter)
15. H. Sak, S. Ozekici, I. Boduroglu, “Parallel computing in Asian option pricing,” Parallel
Computing, 33, 92-108, 2007
