Ali Boloorforoosh

Concordia University

Affiliate Assistant Professor

John Molson School of Business

1455 de Maisonnuve Blvd. W

Montreal, Quebec H3G 1M8

Canada

http://aliboloor.com

TD Asset Management

Quantitative Researcher

1350 René-Lévesque Blvd W

Suite 501

Montreal, Quebec H3G 1T4

Canada

SCHOLARLY PAPERS

4

DOWNLOADS
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Top 48,468

in Total Papers Downloads

830

SSRN CITATIONS
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Top 44,248

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0

CROSSREF CITATIONS

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Scholarly Papers (4)

1.
Downloads 450 ( 63,226)
Citation 3

Beta Risk in the Cross-Section of Equities

Rotman School of Management Working Paper No. 2926511
Number of pages: 86 Posted: 03 Mar 2017 Last Revised: 23 Jul 2019
Concordia University, University of Toronto - Rotman School of Management, HEC Montreal and University of Toronto - Department of Economics
Downloads 406 (70,975)
Citation 4

Abstract:

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Factor Models, Stochastic Beta, Option-Implied Beta, Wishart Processes

Beta Risk in the Cross-Section of Equities

Paris December 2018 Finance Meeting EUROFIDAI - AFFI
Number of pages: 86 Posted: 05 Jun 2018
Concordia University, University of Toronto - Rotman School of Management, University of Toronto - Department of Economics and HEC Montreal
Downloads 44 (417,713)

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Factor models; stochastic beta; option-implied beta; Wishart processes

2.

Is Idiosyncratic Volatility Risk Priced? Evidence from the Physical and Risk-Neutral Distributions

Northern Finance Association Best PhD Paper
Number of pages: 64 Posted: 21 Mar 2014 Last Revised: 13 Dec 2014
Ali Boloorforoosh
Concordia University
Downloads 177 (169,867)
Citation 2

Abstract:

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Idiosyncratic volatility risk premium, joint estimation, option return, factor models

Valuing Catastrophe Derivatives Under Limited Diversification: A Stochastic Dominance Approach

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 35 Posted: 01 Sep 2011 Last Revised: 12 Sep 2011
Stylianos Perrakis and Ali Boloorforoosh
Concordia University, Quebec - John Molson School of Business and Concordia University
Downloads 66 (344,398)
Citation 2

Abstract:

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catastrophe events, jump processes, jump-diffusion, insurance products, derivative assets

Valuing Catastrophe Derivatives Under Limited Diversification: A Stochastic Dominance Approach

Journal of Banking and Finance, Vol. 37, No. 8, 2013
Number of pages: 35 Posted: 24 Jun 2011 Last Revised: 20 Dec 2014
Stylianos Perrakis and Ali Boloorforoosh
Concordia University, Quebec - John Molson School of Business and Concordia University
Downloads 58 (368,255)

Abstract:

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catastrophe events, jump processes, jump-diffusion, insurance products, derivative assets

4.

Catastrophe Futures and Reinsurance Contracts: An Incomplete Markets Approach

Journal of Futures Markets
Number of pages: 44 Posted: 09 Sep 2014 Last Revised: 22 Sep 2017
Stylianos Perrakis and Ali Boloorforoosh
Concordia University, Quebec - John Molson School of Business and Concordia University
Downloads 79 (307,692)
Citation 1

Abstract:

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