Abalfazl Zareei (Ph.D. in Business and Quantitative Methods, Finance Specialization, Carlos III de Madrid University, 2016) is an Associate Professor of Finance at the ESCP Business School.

His research interests include Empirical Asset Pricing, Machine Learning/AI, and Network Analysis. His work has been published in international journals such as the Journal of Financial and Quantitative Analysis, Journal of Banking & Finance, and Journal of Empirical Finance. He has also been a Visiting Research Fellow at the Swedish House of Finance, Stockholm School of Economics, and the David Eccles School of Business, University of Utah. Abalfazl has presented his research at numerous international conferences, including the American Finance Association (AFA), the Paris December Finance Meeting, and the China International Conference in Finance (CICF).

Search the faculty

Display:
3 publications

Academic Articles

2023

ZAREEI, A.

Machine Learning and the Stock Market

JFQA JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 58 (4), 1431 - 1472

Academic Articles

2019

ZAREEI, A.

Network origins of portfolio risk

JOURNAL OF BANKING AND FINANCE

Other Intellectual Contributions

2016

ZAREEI, A.

A network approach to portfolio selection

JOURNAL OF EMPIRICAL FINANCE