Maziar Kazemi

Arizona State University (ASU) - Finance Department

W. P. Carey School of Business

PO Box 873906

Tempe, AZ 85287-3906

United States

SCHOLARLY PAPERS

6

DOWNLOADS

1,513

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

Process Intangibles and Agency Conflicts

MIT Sloan Research Paper No. 6927-23
Number of pages: 72 Posted: 09 Feb 2023 Last Revised: 16 May 2024
Hui Chen, Ali Kakhbod, Maziar Kazemi and Hao Xing
Massachusetts Institute of Technology, University of California, Berkeley, Arizona State University (ASU) - Finance Department and Boston University - Questrom School of Business
Downloads 482 (112,352)

Abstract:

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Process Intangibles, Intangible capital, Dynamic contracting, Compensation

2.

Semi-Parametric Estimation of Factor Risk-Premia

Number of pages: 43 Posted: 30 Jan 2018 Last Revised: 28 Feb 2019
Maziar Kazemi
Arizona State University (ASU) - Finance Department
Downloads 285 (201,250)

Abstract:

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Entropy, Factor Models, Arbitrage Pricing Theory, Risk Premia, Misspecification, Minimum Discrepancy

3.

Intangible Investment, Displacement Risk, and the Value Discount

Number of pages: 74 Posted: 20 Dec 2021 Last Revised: 21 Mar 2024
Maziar Kazemi
Arizona State University (ASU) - Finance Department
Downloads 241 (239,840)

Abstract:

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Intangible Investment, Displacement Risk, Value Premium, HML

4.

Identification of Factor Risk Premia

Number of pages: 35 Posted: 05 Oct 2021
Peter Hansen and Maziar Kazemi
Mitchell E. Daniels, Jr School of Business, Purdue University and Arizona State University (ASU) - Finance Department
Downloads 227 (252,000)

Abstract:

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Linear factor models, Underidentification test, Risk premia

5.

Returns to Active Management: The Case of Hedge Funds

Number of pages: 30 Posted: 06 Mar 2018 Last Revised: 23 Nov 2021
Maziar Kazemi and Ergys Islamaj
Arizona State University (ASU) - Finance Department and World Bank
Downloads 166 (334,112)

Abstract:

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Hedge Funds, Fama-French, Active Management, Dynamic Trading

6.

Pricing Errors as Positive Alpha

Number of pages: 30 Posted: 05 Jan 2019 Last Revised: 05 Dec 2019
Ali Kakhbod and Maziar Kazemi
University of California, Berkeley and Arizona State University (ASU) - Finance Department
Downloads 112 (455,390)

Abstract:

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Active Management, Negative Performance Puzzle, Pricing Kernel