Concepedia

Maziar Sahamkhadam

MS

5

Publications

183

Citations

5

H-Index

2018

Active since

Affiliations

Linnaeus University(Current)

Jönköping University

Åbo Akademi University

Maziar Sahamkhadam is an author at Linnaeus University specializing in finance, management, and statistics.

Top concepts

FinanceManagementCopulasBusinessStatisticsForecastingAsset PricingPortfolio ManagementFinancial EngineeringPortfolio Optimization

Publications per year

2018–2021

5

Publications

5

Portfolio optimization based on GARCH-EVT-Copula forecasting models

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark · International Journal of Forecasting · 2018 · 78 citations

Portfolio Optimization, Asset Pricing, Portfolio Selection +7

Copula-based Black–Litterman portfolio optimization

Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark · European Journal of Operational Research · 2021 · 37 citations · Full text

Portfolio Optimization, Asset Pricing, Optimization Problem +14

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

Hans Lööf, Maziar Sahamkhadam, Andreas Stephan · Finance research letters · 2021 · 31 citations · Full text

Enhancing the predictability of crude oil markets with hybrid wavelet approaches

Gazi Salah Uddin, Ramazan Gençay, Stelios Bekiros et al. · Economics Letters · 2019 · 20 citations · Full text

Hybrid Wavelet Approaches, Forecasting Methodology, Petroleum Engineering +11

Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies

Arash Kordestani, Natallia Pashkevich, Pejvak Oghazi et al. · Economic Research-Ekonomska Istraživanja · 2021 · 17 citations · Full text

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