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. "Cross-Momentum: Tracking Idiosyncratic Shocks", Accepted in the International Review of Economics and Finance (May 2020)

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.

Zareei, Abalfazl. "Network Centrality, Failure Prediction and Systemic Risk."Journal of Network Theory in Finance 1 (2015): 73-97.

Brogaard, Jonathan, and Abalfazl Zareei, "Machine Learning and the Stock Market." Working Paper

Abalfazl Zareei, "Comparing Portfolio Strategies." Working Paper

Deniz Anginer, Abalfazl Zareei, "Mispriced Banks", Working Paper