Maziar Sahamkhadam
Universitetslektor
Institutionen för nationalekonomi och statistik
Ekonomihögskolan
Vi är kvalitetscertifierade
Ekonomihögskolan och Linnéuniversitetet är ackrediterade av The Association to Advance Collegiate Schools of Business, AACSB.
Publikationer
Artikel i tidskrift (Refereegranskat)
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Sahamkhadam, M., Stephan, A. (2024). Socially responsible multiobjective optimal portfolios. Journal of the Operational Research Society. 75 (10). 2065-2076.
Status: Publicerad -
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: Publicerad -
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: Publicerad -
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: Publicerad -
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: Publicerad -
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: Publicerad -
Sahamkhadam, M., Stephan, A., Östermark, R. (2022). Copula-based Black–Litterman portfolio optimization. European Journal of Operational Research. 297 (3). 1055-1070.
Status: Publicerad -
Sahamkhadam, M. (2021). Dynamic copula-based expectile portfolios. Journal of Asset Management. 22. 209-223.
Status: Publicerad -
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: Publicerad -
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: Publicerad
Kapitel i bok, del av antologi (Refereegranskat)
- 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.
Doktorsavhandling, sammanläggning (Övrigt vetenskapligt)
- Sahamkhadam, M. (2021). Copula-based Portfolio Optimization. Doctoral Thesis. Linnaeus University Press.