Maziar Sahamkhadam
Names
| first: |
Maziar |
| last: |
Sahamkhadam |
Identifer
Contact
Affiliations
-
Linnéuniversitet
/ Ekonomihögskolan
/ Institutionen för Nationalekonomi och Statistik
Research profile
author of:
- Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis (RePEc:arx:papers:1912.10328)
by Maziar Sahamkhadam & Andreas Stephan - Enhancing the predictability of crude oil markets with hybrid wavelet approaches (RePEc:eee:ecolet:v:182:y:2019:i:c:p:50-54)
by Uddin, Gazi Salah & Gençay, Ramazan & Bekiros, Stelios & Sahamkhadam, Maziar - Copula-based Black–Litterman portfolio optimization (RePEc:eee:ejores:v:297:y:2022:i:3:p:1055-1070)
by Sahamkhadam, Maziar & Stephan, Andreas & Östermark, Ralf - 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 (RePEc:eee:finlet:v:46:y:2022:i:pb:s1544612321004748)
by Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas - Portfolio optimization based on GARCH-EVT-Copula forecasting models (RePEc:eee:intfor:v:34:y:2018:i:3:p:497-506)
by Sahamkhadam, Maziar & Stephan, Andreas & Östermark, Ralf - 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 (RePEc:hhs:cesisp:0488)
by Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas - Incorporating ESG into optimal stock portfolios for the global timber & forestry industry (RePEc:hhs:cesisp:0490)
by Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas - Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks (RePEc:hhs:cesisp:0492)
by Dahlström, Petter & Lööf, Hans & Sahamkhadam, Maziar & Stephan, Andreas - Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry (RePEc:now:jnljfe:112.00000560)
by Hans Lööf & Maziar Sahamkhadam & Andreas Stephan - Dynamic copula-based expectile portfolios (RePEc:pal:assmgt:v:22:y:2021:i:3:d:10.1057_s41260-021-00210-8)
by Maziar Sahamkhadam - Analysis of Forecasting Models in an Electricity Market under Volatility (RePEc:ris:adbiwp:1212)
by Uddin, Gazi Salah & Tang, Ou & Sahamkhadam, Maziar & Taghizadeh-Hesary, Farhad & Yahya, Muhammad & Cerin, Pontus & Rehme, Jakob - Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden (RePEc:spr:sprchp:978-981-19-4266-2_5)
by Gazi Salah Uddin & Ou Tang & Maziar Sahamkhadam & Farhad Taghizadeh-Hesary & Muhammad Yahya & Pontus Cerin & Jakob Rehmea - Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies (RePEc:taf:reroxx:v:35:y:2022:i:1:p:3206-3224)
by Arash Kordestani & Natallia Pashkevich & Pejvak Oghazi & Maziar Sahamkhadam & Vahid Sohrabpour - Socially responsible multiobjective optimal portfolios (RePEc:taf:tjorxx:v:75:y:2024:i:10:p:2065-2076)
by Maziar Sahamkhadam & Andreas Stephan - Investment opportunities in the energy market: What can be learnt from different energy sectors (RePEc:wly:ijfiec:v:28:y:2023:i:4:p:3611-3636)
by Gazi Salah Uddin & Maziar Sahamkhadam & Muhammad Yahya & Ou Tang - Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises (RePEc:wly:jforec:v:42:y:2023:i:8:p:2139-2166)
by Maziar Sahamkhadam & Andreas Stephan