Abalfazl Zareei Guest researcher
Contact
Name and title: Abalfazl ZareeiGuest researcher
Workplace: Stockholm Business School Länk till annan webbplats.
Visiting address Albano, hus 2 plan 5
Postal address Företagsekonomiska institutionen106 91 Stockholm
About me
Abalfazl Zareei is Assistant Professor of Finance at the Stockholm Business School and a Research Fellow at the Swedish House of Finance. Abalfazl obtained his PhD in Business and Finance in 2016 from Carlos III de Madrid University.
He teaches Portfolio Theory in the Master Programme of Banking and Finance in Stockholm University.
His research interests are Financial Economics, Machine Learning and Network Analysis.
These are some of his papers:
Zareei, Abalfazl. "Network Origins of Portfolio Risk." Journal of Banking & Finance 109 (2019): 105663.
Peralta, Gustavo, and Abalfazl Zareei. "A Network Approach to Portfolio Selection." Journal of Empirical Finance 38 (2016): 157-180.
Brogaard, Jonathan, and Abalfazl Zareei, "Machine Learning and the Stock Market." Working Paper (2020)
Billio, Monica, Andrew W. Lo, Loriana Pelizzon, Mila Getmansky Sherman, and Abalfazl Zareei. "Global Realignment in Financial Market Dynamics: Evidence from ETF Networks." Working Paper (2021).