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Abdolreza Nazemi

Karlsruhe Institute of Technology - Department of Economics and Management

SCHOLARLY PAPERS

4

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1,368

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Scholarly Papers (4)

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1.

Glass Box Machine Learning and Corporate Bond Returns

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Citation 1

Glass Box Machine Learning and Corporate Bond Returns

Number of pages: 118 Posted: 17 Dec 2024 Last Revised: 26 Nov 2025
Sebastian Bell, Ali Kakhbod, Martin Lettau and Abdolreza Nazemi
Karlsruhe Institute of Technology - Department of Economics and Management, University of California, Berkeley, University of California - Haas School of Business and Karlsruhe Institute of Technology - Department of Economics and Management
Downloads 767 (96,492)
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JEL Classification: G12, G14, G24, C24, C45 Corporate bonds, uncertainty, glass box machine learning, Generalized Additive Model, Explainable Boosting Machine

Glass Box Machine Learning and Corporate Bond Returns

NBER Working Paper No. w33320
Number of pages: 114 Posted: 02 Jan 2025
Sebastian Bell, Ali Kakhbod, Martin Lettau and Abdolreza Nazemi
Karlsruhe Institute of Technology - Department of Economics and Management, University of California, Berkeley, University of California - Haas School of Business and Karlsruhe Institute of Technology - Department of Economics and Management
Downloads 30 (1,385,838)

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2.

AlphaGlass: Interpretable Characteristic-Based Portfolio Choice

Number of pages: 96 Posted: 02 May 2026 Last Revised: 04 May 2026
Sebastian Bell, Ali Kakhbod, Martin Lettau and Abdolreza Nazemi
Karlsruhe Institute of Technology - Department of Economics and Management, University of California, Berkeley, University of California - Haas School of Business and Karlsruhe Institute of Technology - Department of Economics and Management
Downloads 335 (282,737)

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JEL Classification: G11, G12, C14, C45, G10 Equities, Sharpe ratio, interpretability, investor objectives, machine learning

3.

Fairness by Design: Machine Learning and Interpretable Mortgage Lending 

Number of pages: 109 Posted: 12 Feb 2026 Last Revised: 30 Apr 2026
Sebastian Bell, Ali Kakhbod, Abdolreza Nazemi, Richard Stanton and Nancy Wallace
Karlsruhe Institute of Technology - Department of Economics and Management, University of California, Berkeley, Karlsruhe Institute of Technology - Department of Economics and Management, University of California Berkeley, Haas School of Business and University of California, Berkeley - Real Estate Group
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R30 Credit, Mortgages, Machine learning, Fairness, Interpretability, Regulations

4.

AlphaGlass: Interpretable Characteristic-Based Portfolio Choice

NBER Working Paper No. w35186
Number of pages: 97 Posted: 11 May 2026
Sebastian Bell, Ali Kakhbod, Martin Lettau and Abdolreza Nazemi
Karlsruhe Institute of Technology - Department of Economics and Management, University of California, Berkeley, University of California - Haas School of Business and Karlsruhe Institute of Technology - Department of Economics and Management
Downloads 10 (1,579,934)

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