Profiles

abizareei

Abalfazl Zareei

Assistant Professor

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Works at Stockholm Business School
Telephone 08-674 74 51
Email abalfazl.zareei@sbs.su.se
Visiting address Kräftriket, hus 3, 7, 15 och 24
Room 7:131A
Postal address Företagsekonomiska institutionen 106 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. He is interested in issues related to portfolio selection, shock propagation, financial networks, anomalies and machine learning application in 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

Abalfazl's research interests include Empirical Asset Pricing, Network Analysis and Machine Learning. 

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

 

Last updated: April 12, 2021

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