Socially responsible multiobjective optimal portfolios
Sahamkhadam, Maziar, Stephan, Andreas
Published in The Journal of the Operational Research Society (02.10.2024)
Published in The Journal of the Operational Research Society (02.10.2024)
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Journal Article
Copula-based Black–Litterman portfolio optimization
Sahamkhadam, Maziar, Stephan, Andreas, Östermark, Ralf
Published in European journal of operational research (16.03.2022)
Published in European journal of operational research (16.03.2022)
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Journal Article
Portfolio optimization based on GARCH-EVT-Copula forecasting models
Sahamkhadam, Maziar, Stephan, Andreas, Östermark, Ralf
Published in International journal of forecasting (01.07.2018)
Published in International journal of forecasting (01.07.2018)
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Journal Article
Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies
Kordestani, Arash, Pashkevich, Natallia, Oghazi, Pejvak, Sahamkhadam, Maziar, Sohrabpour, Vahid
Published in Economic research - Ekonomska istraživanja (31.12.2022)
Published in Economic research - Ekonomska istraživanja (31.12.2022)
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Journal Article
Paper
Enhancing the predictability of crude oil markets with hybrid wavelet approaches
Uddin, Gazi Salah, Gençay, Ramazan, Bekiros, Stelios, Sahamkhadam, Maziar
Published in Economics letters (01.09.2019)
Published in Economics letters (01.09.2019)
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Journal Article
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
Lööf, Hans, Sahamkhadam, Maziar, Stephan, Andreas
Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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Published in IDEAS Working Paper Series from RePEc (01.01.2021)
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