Maziar Sahamkhadam
Associate professor
Department of Economics and Statistics
School of Business and Economics
We are accredited
The School of Business and Economics at Linnaeus University is accredited by The Association to Advance Collegiate Schools of Business, AACSB. Only 6 percent of the world’s leading business schools achieve this accreditation, making us one of a few schools that are trailblasers in teaching, research, and societal impact.
My research groups
-
Deterministic and Stochastic Modelling The research field Deterministic and Stochastic Modelling within Linnaeus University Centre for Data Intensive Sciences and Applications (DISA) brings together…
-
Forest Economics The research field Forest Economics encompasses all aspects of the forest value chain, focusing on sustainable forestry and the transition to a bio-based and circular economy.
-
Linnaeus University Centre for Data Intensive Sciences and Applications The DISA research centre at Linnaeus University focuses its efforts on open questions in collection, analysis and utilization of…
Publications
Article in journal (Refereed)
-
Sahamkhadam, M., Stephan, A., Okhrin, Y. (2025). A Copula-Augmented Nelson-Siegel Model for ESG Bond Portfolio Optimization. Journal of Fixed Income. 35 (2).
Status: Published -
Sahamkhadam, M., Stephan, A. (2024). Socially responsible multiobjective optimal portfolios. Journal of the Operational Research Society. 75 (10). 2065-2076.
Status: Published -
Lööf, H., Sahamkhadam, M., Stephan, A. (2023). Incorporating ESG into Optimal Stock Portfolios for the Global Timber & Forestry Industry. Journal of Forest Economics. 38 (2). 133-157.
Status: Published -
Sahamkhadam, M., Stephan, A. (2023). Portfolio optimization based on forecasting models using vine copulas : An empirical assessment for global financial crises. Journal of Forecasting. 42 (8). 2139-2166.
Status: Published -
Uddin, G.S., Sahamkhadam, M., Yahya, M., Tang, O. (2023). Investment opportunities in the energy market : What can be learnt from different energy sectors. International journal of finance and economics. 28 (4). 3611-3636.
Status: Published -
Sahamkhadam, M., Stephan, A., Östermark, R. (2022). Copula-based Black–Litterman portfolio optimization. European Journal of Operational Research. 297 (3). 1055-1070.
Status: Published -
Kordestani, A., Pashkevich, N., Oghazi, P., Sahamkhadam, M., Sohrabpour, V. (2022). Effects of the COVID-19 pandemic on stock price performance of blockchain-based companies. Ekonomska Istrazivanja. 35 (1). 3206-3224.
Status: Published -
Lööf, H., Sahamkhadam, M., Stephan, A. (2022). 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. 46 (B).
Status: Published -
Sahamkhadam, M. (2021). Dynamic copula-based expectile portfolios. Journal of Asset Management. 22. 209-223.
Status: Published -
Uddin, G.S., Gencay, R., Bekiros, S., Sahamkhadam, M. (2019). Enhancing the predictability of crude oil markets with hybrid wavelet approaches. Economics Letters. 182. 50-54.
Status: Published -
Sahamkhadam, M., Stephan, A., Östermark, R. (2018). Portfolio optimization based on GARCH-EVT-Copula forecasting models. International Journal of Forecasting. 34 (3). 497-506.
Status: Published
Chapter in book (Refereed)
- Salah uddin, G., Tang, O., Sahamkhadam, M., Taghizadeh-hesary, F., Yahya, M., et al. (2022). Analysis of Forecasting Models in Electricity Market Under Volatility : What We Learn from Sweden. Revisiting Electricity Market Reforms. Singapore, Springer. 117-142.
Report (Other academic)
- Muhinyuza, S., Karlsson, P.S., Sahamkhadam, M. (2025). Beta regression : Shrinkage-Liu type Estimator with Application. Växjö, Linnaeus University. 12.
Doctoral thesis, comprehensive summary (Other academic)
- Sahamkhadam, M. (2021). Copula-based Portfolio Optimization. Doctoral Thesis. Linnaeus University Press.