Mehrshad Motahari

University of Cambridge - Judge Business School

Trumpington Street

Cambridge, CB2 1AG

United Kingdom

SCHOLARLY PAPERS

3

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Top 41,842

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1,394

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Skewness Preference and Market Anomalies

University of Miami Business School Research Paper No. 3166638
Number of pages: 72 Posted: 06 May 2018 Last Revised: 26 Nov 2019
Alok Kumar, Mehrshad Motahari and Richard Taffler
University of Miami - Miami Herbert Business School, University of Cambridge - Judge Business School and University of Warwick - Finance Group
Downloads 724 (44,060)
Citation 1

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Anomalies, commonality, skewness preference, mispricing, trading strategies.

2.
Downloads 575 ( 59,405)
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 University of Cambridge - Judge Business School
Downloads 346 (108,077)
Citation 2

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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 University of Cambridge - Judge Business School
Downloads 222 (171,331)
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 University of Cambridge - Judge Business School
Downloads 7 (765,707)
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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: 11 Nov 2020
Mehrshad Motahari
University of Cambridge - Judge Business School
Downloads 95 (337,536)

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Anomalies, Local predictability, Mispricing, Sentiment, Peer effects