Details about Maziar Sahamkhadam

Access statistics for papers by Maziar Sahamkhadam.

Last updated 2024-11-07. Update your information in the RePEc Author Service.

Short-id: psa2019

Working Papers

2023

1. Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies

2022

2. Incorporating ESG into optimal stock portfolios for the global timber & forestry industry
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies
   See also Journal Article Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry, Journal of Forest Economics, now publishers (2023) (2023)

2021

3. Analysis of Forecasting Models in an Electricity Market under Volatility
   ADBI Working Papers, Asian Development Bank Institute View citations (1)
4. 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
   Working Paper Series in Economics and Institutions of Innovation, Royal Institute of Technology, CESIS - Centre of Excellence for Science and Innovation Studies View citations (11)
   See also 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, Finance Research Letters, Elsevier (2022) View citations (26) (2022)

2019

5. Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis
   Papers, arXiv.org View citations (1)

Journal Articles

2024

1. Socially responsible multiobjective optimal portfolios
   Journal of the Operational Research Society, 2024, 75, (10), 2065-2076

2023

2. Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry
   Journal of Forest Economics, 2023, 38, (2), 133-157
   See also Working Paper Incorporating ESG into optimal stock portfolios for the global timber & forestry industry, Working Paper Series in Economics and Institutions of Innovation (2022) (2022)
3. Investment opportunities in the energy market: What can be learnt from different energy sectors
   International Journal of Finance & Economics, 2023, 28, (4), 3611-3636 View citations (1)
4. Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises
   Journal of Forecasting, 2023, 42, (8), 2139-2166 View citations (1)

2022

5. Copula-based Black–Litterman portfolio optimization
   European Journal of Operational Research, 2022, 297, (3), 1055-1070 View citations (4)
6. Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies
   Economic Research-Ekonomska Istraživanja, 2022, 35, (1), 3206-3224
7. 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
   Finance Research Letters, 2022, 46, (PB) View citations (26)
   See also Working Paper 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, Working Paper Series in Economics and Institutions of Innovation (2021) View citations (11) (2021)

2021

8. Dynamic copula-based expectile portfolios
   Journal of Asset Management, 2021, 22, (3), 209-223 View citations (2)

2019

9. Enhancing the predictability of crude oil markets with hybrid wavelet approaches
   Economics Letters, 2019, 182, (C), 50-54 View citations (7)

2018

10. Portfolio optimization based on GARCH-EVT-Copula forecasting models
    International Journal of Forecasting, 2018, 34, (3), 497-506 View citations (32)

Chapters

2022

1. Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden
   Springer