Maziar Sahamkhadam
Senior lecturer
Department of Economics and Statistics
School of Business and Economics
We are accredited
The School of Business and Economics at Linnaeus University are accredited by The Association to Advance Collegiate Schools of Business; AACSB.
Publications
Article in journal (Refereed)
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Sahamkhadam, M., Stephan, A. (2024). Socially responsible multiobjective optimal portfolios. Journal of the Operational Research Society. 1-12.
Status: Epub ahead of print -
Lööf, H., Sahamkhadam, M., Stephan, A. (2023). Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry. Journal of Forest Economics. 38 (2). 133-157.
Status: Published -
Uddin, G.S., Sahamkhadam, M., Yahya, M., Tang, O. (2023). Investment opportunities in the energy market : What can be learnt from different energy sectors. International journal of finance and economics. 28 (4). 3611-3636.
Status: Published -
Sahamkhadam, M., Stephan, A. (2023). Portfolio optimization based on forecasting models using vine copulas : An empirical assessment for global financial crises. Journal of Forecasting. 42 (8). 2139-2166.
Status: Published -
Kordestani, A., Pashkevich, N., Oghazi, P., Sahamkhadam, M., Sohrabpour, V. (2022). Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies. Ekonomska Istrazivanja. 35 (1). 3206-3224.
Status: Published -
Lööf, H., Sahamkhadam, M., Stephan, A. (2022). Is Corporate Social Responsibility investing a free lunch? : The relationship between ESG, tail risk, and upside potential of stocks before and during the COVID-19 crisis. Finance Research Letters. 46 (B).
Status: Published -
Sahamkhadam, M., Stephan, A., Östermark, R. (2022). Copula-based Black–Litterman portfolio optimization. European Journal of Operational Research. 297 (3). 1055-1070.
Status: Published -
Sahamkhadam, M. (2021). Dynamic copula-based expectile portfolios. Journal of Asset Management. 22. 209-223.
Status: Published -
Uddin, G.S., Gencay, R., Bekiros, S., Sahamkhadam, M. (2019). Enhancing the predictability of crude oil markets with hybrid wavelet approaches. Economics Letters. 182. 50-54.
Status: Published -
Sahamkhadam, M., Stephan, A., Östermark, R. (2018). Portfolio optimization based on GARCH-EVT-Copula forecasting models. International Journal of Forecasting. 34 (3). 497-506.
Status: Published
Chapter in book (Refereed)
- Salah Uddin, G., Tang, O., Sahamkhadam, M., Taghizadeh-Hesary, F., Yahya, M., et al. (2022). Analysis of Forecasting Models in Electricity Market Under Volatility : What We Learn from Sweden. Revisiting Electricity Market Reforms. Singapore, Springer. 117-142.
Doctoral thesis, comprehensive summary (Other academic)
- Sahamkhadam, M. (2021). Copula-based Portfolio Optimization. Doctoral Thesis. Linnaeus University Press.