publications

publications in reversed chronological order.

2023

  1. WP
    Global Realignment in Financial Market Dynamics
    Billio, Monica, Lo, Andrew W, Pelizzon, Loriana, Getmansky Sherman, Mila, and Zareei, Abalfazl
    SSRN 2023
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  2. JF
    Non-Standard Errors
    Menkveld, Albert J, Dreber, Anna, Holzmeister, Felix, and Zareei, ...
    Accepted in the Journal of Finance (JF) 2023
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  3. WP
    Following Insiders
    Brogaard, Jonathan, and Zareei, Abalfazl
    WP 2023
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  4. WP
    Mispriced Banks
    Deniz, Anginer, and Zareei, Abalfazl
    WP 2023
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2022

  1. JFQA
    Machine Learning and the Stock Market
    Brogaard, Jonathan, and Zareei, Abalfazl
    Published in the Journal of Financial and Quantitative Analysis (JFQA) 2022
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  2. WP
    Optimal versus Naive Diversification: False Discoveries, Transaction Costs and Machine Learning
    Zareei, Abalfazl
    SSRN 2022
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2021

  1. FRL
    Using a Hedging Network to Minimize Portfolio Risk
    Mayoral, Silvia, Moreno, David, and Zareei, Abalfazl
    Finance Research Letters 2021
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  2. IREF
    Cross-momentum: Tracking Idiosyncratic Shocks
    Zareei, Abalfazl
    International Review of Economics & Finance 2021
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2019

  1. JBF
    Network Origins of Portfolio Risk
    Zareei, Abalfazl
    Journal of Banking & Finance 2019
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2016

  1. JEF
    A Network Approach to Portfolio Selection
    Peralta, Gustavo, and Zareei, Abalfazl
    Journal of Empirical Finance 2016
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2015

  1. NT
    Network Centrality, Failure Prediction and Systemic Risk
    Zareei, Abalfazl
    Failure Prediction and Systemic Risk (August 2, 2015) 2015

2011

  1. ESWA
    A new approach for solving fuzzy critical path problem using analysis of events
    Zareei, Abalfazl, Zaerpour, Farzad, Bagherpour, Morteza, Noora, Abbas Ali, and Vencheh, Abdollah Hadi
    Expert Systems with Applications 2011

2010

  1. AMM
    Parallel machines scheduling to minimize job tardiness and machine deteriorating cost with deteriorating jobs
    Mazdeh, Mohammad Mahdavi, Zaerpour, Farzad, Zareei, Abalfazl, and Hajinezhad, Ali
    Applied Mathematical Modelling 2010
  2. IJAMT
    Designing a control mechanism using earned value analysis: an application to production environment
    Bagherpour, Morteza, Zareei, Abalfazl, Noori, Siamak, and Heydari, Mehdi
    The International Journal of Advanced Manufacturing Technology 2010

2008

  1. JUS
    Using fuzzy Delphi method in maintenance strategy selection problem
    Jafari, Azizollah, Jafarian, Mehdi, Zareei, Abalfazl, and Zaerpour, Farzad
    Journal of Uncertain Systems 2008