Mehrshad Motahari

Bayes Business School (formerly Cass)

Assistant Professor (Lecturer) in Finance

106 Bunhill Row

London, EC1Y 8TZ

United Kingdom

University of Cambridge - Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 40,259

SSRN RANKINGS

Top 40,259

in Total Papers Downloads

1,862

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Skewness Preference and Market Anomalies

University of Miami Business School Research Paper No. 3166638
Number of pages: 77 Posted: 06 May 2018 Last Revised: 19 Jul 2022
Alok Kumar, Mehrshad Motahari and Richard Taffler
University of Miami - Miami Herbert Business School, Bayes Business School (formerly Cass) and University of Warwick - Finance Group
Downloads 882 (41,383)
Citation 1

Abstract:

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Market anomalies, skewness preference, mispricing, idiosyncratic skewness, investor sentiment.

2.
Downloads 788 (48,215)
Citation 3

Artificial Intelligence in Asset Management

CFA Institute Research Foundation Literature Reviews, August 2020, ISBN 978-1-952927-02-7
Number of pages: 100 Posted: 14 Sep 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 503 (85,029)
Citation 3

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Artificial Intelligence in Asset Management

WBS Finance Group Research Paper, CFA Institute Research Foundation 2020
Number of pages: 73 Posted: 08 Mar 2020 Last Revised: 10 Sep 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 278 (165,882)
Citation 2

Abstract:

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Artificial intelligence, algorithmic trading, portfolio management, risk management, robo-advisors, machine learning, LASSO, neural networks, deep learning, decision trees, random forests, SVM, cluster analysis, genetic algorithms, NLP

Artificial Intelligence in Asset Management

CEPR Discussion Paper No. DP14525
Number of pages: 76 Posted: 25 Mar 2020 Last Revised: 06 May 2020
Söhnke M. Bartram, Jürgen Branke and Mehrshad Motahari
University of Warwick, University of Warwick - Operational Research & Systems (ORS) Subject Group and Bayes Business School (formerly Cass)
Downloads 7 (925,783)
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Abstract:

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Algorithmic trading, decision trees, deep learning, evolutionary algorithms, Lasso, Machine Learning, neural networks, NLP, random forests, SVM

3.

Geographic Heterogeneity, Local Sentiment, and Market Anomalies

Number of pages: 50 Posted: 20 Nov 2018 Last Revised: 29 Apr 2022
Mehrshad Motahari
Bayes Business School (formerly Cass)
Downloads 117 (354,371)

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Anomalies, Local predictability, Mispricing, Sentiment, Peer effects

4.

Star Firms, Information Externalities, and Predictability

Number of pages: 55 Posted: 03 Jan 2023 Last Revised: 11 Jan 2023
Vidhi Chhaochharia, Alok Kumar, Mehrshad Motahari and Ville Rantala
University of Miami - Department of Finance, University of Miami - Miami Herbert Business School, Bayes Business School (formerly Cass) and University of Miami - Department of Finance
Downloads 75 (470,809)

Abstract:

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Star firms, sell-side equity analysts, earnings predictability, return comovement, return predictability, anomalies.