| 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 H Lööf, M Sahamkhadam, A Stephan Finance Research Letters 46, 102499, 2022 | 105 | 2022 |
| Portfolio optimization based on GARCH-EVT-Copula forecasting models M Sahamkhadam, A Stephan, R Östermark International Journal of Forecasting 34 (3), 497-506, 2018 | 91 | 2018 |
| Copula-based Black–Litterman portfolio optimization M Sahamkhadam, A Stephan, R Östermark European Journal of Operational Research 297 (3), 1055-1070, 2022 | 22 | 2022 |
| Enhancing the predictability of crude oil markets with hybrid wavelet approaches GS Uddin, R Gençay, S Bekiros, M Sahamkhadam Economics letters 182, 50-54, 2019 | 19 | 2019 |
| Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies A Kordestani, N Pashkevich, P Oghazi, M Sahamkhadam, V Sohrabpour Economic research-Ekonomska istraživanja 35 (1), 3206-3224, 2022 | 11 | 2022 |
| Incorporating ESG into optimal stock portfolios for the global timber & forestry industry H Lööf, M Sahamkhadam, A Stephan Journal of Forest Economics 38, 2023 | 5 | 2023 |
| Dynamic copula-based expectile portfolios M Sahamkhadam Journal of Asset Management 22 (3), 209-223, 2021 | 4 | 2021 |
| Analysis of forecasting models in an electricity market under volatility GS Uddin, M Sahamkhadam, F Taghizadeh-Hesary, M Yahya, O Tang, ... ADBI Working Paper 1212, 2021 | 4 | 2021 |
| Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises M Sahamkhadam, A Stephan Journal of Forecasting 42 (8), 2139-2166, 2023 | 3 | 2023 |
| Investment opportunities in the energy market: What can be learnt from different energy sectors GS Uddin, M Sahamkhadam, M Yahya, O Tang International Journal of Finance & Economics 28 (4), 3611-3636, 2023 | 3 | 2023 |
| Socially responsible multiobjective optimal portfolios M Sahamkhadam, A Stephan Journal of the Operational Research Society, 1-12, 2024 | 1 | 2024 |
| Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks P Dahlström, H Lööf, M Sahamkhadam, A Stephan Royal Institute of Technology, Centre of Excellence for Science and …, 2023 | 1 | 2023 |
| Analysis of Forecasting Models in Electricity Market Under Volatility: What We Learn from Sweden GS Uddin, O Tang, M Sahamkhadam, F Taghizadeh-Hesary, M Yahya, ... Revisiting Electricity Market Reforms: Lessons for ASEAN and East Asia, 117-142, 2022 | 1 | 2022 |
| Asset pricing of carbon emission disclosure P Dahlström, H Lööf, M Sahamkhadam, A Stephan | | 2023 |
| Copula-based Portfolio Optimization M Sahamkhadam Linnaeus University Press, 2021 | | 2021 |
| Portfolio Optimization Based on Forecasting Models Using Vine Copulas: An Empirical Assessment for the Global Financial and for the COVID-19 Crisis M Sahamkhadam, A Stephan Available at SSRN 3507936, 2019 | | 2019 |
| Does Multi-scale Decomposition Improve Forecasting Horizons in Crude Oil Market? GS Uddin, R Gençay, M Sahamkhadam | | 2017 |
Andreas StephanProfessor of Economics, Dept of Forestry and Wood Technology,Linnaeus UniversityVerificeret mail på lnu.se
