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

  • Bayes Business School (formerly Cass)

  • University of Cambridge - Judge Business School

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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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 864 (41,447)
Citation 1

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

2.

Artificial Intelligence in Asset Management

Downloads 755 ( 49,694)
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 477 (88,096)
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 271 (165,020)
Citation 2

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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 (898,348)
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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 112 (351,896)

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Anomalies, Local predictability, Mispricing, Sentiment, Peer effects