Abalfazl ZareeiGuest researcher

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.

Teaching

He teaches Portfolio Theory in the Master Programme of Banking and Finance in Stockholm University. 

Research

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).

Research projects

Ongoing

Completed

Financial Market Microstructure (FMM)

The field of financial market microstructure studies how the interaction of investors and institutions generate markets with varying efficiency and liquidity depending on different rules and regulations. Through close collaboration with policy-makers and local finance industry, SBS has become a leading institution in this field.