Dr. Abdolreza Nazemi
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Sprechstunde: nach Vereinbarung
Gebäude: 20.54 (Neuer Zirkel 1)
+49 721 608 48405 |
Articles
| Autor | Titel | Erschienen in | Jahr |
|---|---|---|---|
| Sebastian Bell, Ali Kakhbod, Martin Lettau, Abdolreza Nazemi | Glass Box Machine Learning and Corporate Bond Returns | Accept pending uploads at Journal of Financial Economics | |
| Nazemi, Abdolreza, Baumann, Friedrich, Schienle, Melanie und Fabozzi, Frank J. | High-Dimensional Macroeconomic Stress Testing of Corporate Recovery Rates | Quantitative Finance, Vol. 24, No. 11, pp.1669 - 1678 | 2024 |
| Nazemi, Abdolreza und Fabozzi, Frank J. | Interpretable Machine Learning for Creditor Recovery Rates | Journal of Banking and Finance, Vol. 164, 107187 | 2024 |
| Jakubik, Johannes, Nazemi, Abdolreza, Geyer-Schulz, Andreas und Fabozzi, Frank J | Incorporating Financial News for Forecasting Bitcoin Prices Based on Long Short-term Memory Networks | Quantitative Finance, 23(2), pp.335 - 349 | 2023 |
| Fabozzi, Francesco A und Nazemi, Abdolreza | News-based Sentiment and the Value Premium | Journal of International Money and Finance, 136(3), pp. | 2023 |
| Nazemi, Abdolreza, Rezazadeh, Hani, Fabozzi, Frank J und Höchstötter, Markus | Deep Learning for Modeling the Collection Rate for Third-party Buyers | International Journal of Forecasting, 38(1), pp.240 - 252 | 2022 |
| Nazemi, Abdolreza, Baumann, Friedrich und Fabozzi, Frank J | Intertemporal Defaulted Bond Recoveries Prediction via Machine Learning | European Journal of Operational Research, 297(3), pp.1162 - 1177 | 2022 |
| Cowden, Chad, Fabozzi, Frank J und Nazemi, Abdolreza | Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques | The Journal of Portfolio Management, 45(7), pp.55 - 67 | 2019 |
| Nazemi, Abdolreza, Heidenreich, Konstantin und Fabozzi, Frank J | Improving Corporate Bond Recovery Rate Prediction Using Multi-Factor Support Vector Regressions | European Journal of Operational Research, 271(2), pp.664 - 675 | 2018 |
| Nazemi, Abdolreza und Fabozzi, Frank J | Macroeconomic Variable Selection for Creditor Recovery Rates | Journal of Banking & Finance, 89, pp.14 - 25 | 2018 |
| Nazemi, Abdolreza, Pour, Farnoosh Fatemi, Heidenreich, Konstantin und Fabozzi, Frank J | Fuzzy Decision Fusion Approach for Loss-given-default Modeling | European Journal of Operational Research, 262(2), pp.780 - 791 | 2017 |
Working papers
| Autor | Titel | |
|---|---|---|
| Friedrich Baumann, Ali Kakhbod, Dmitry Livdan, Abdolreza Nazemi, Norman Schürhoff | Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds | CEPR working paper, Presented at NBER 2025, EFA 2024 |
| Friedrich Baumann, Abdolreza Nazemi | Defaulted Bonds: A Hybrid Asset Priced by Bond and Equity Markets | SSRN working paper |
| Constantin Ernstberger, Abdolreza Nazemi | Deciphering Earnings Calls with Large Language Models: Insights into Defaulted Corporate Bonds | SSRN working paper |
| Nazemi, A., Baumann, F., Fabozzi, F., J. | Inter-Industry Network and Corporate Bond Recovery Rates | Working paper, Minor Revision at the Journal of Corporate Finance |
| Nazemi, A., Zamani, M., Fabozzi, F., J., Geyer-Schulz, A. | Quantifying Sentiment with Google Trends in the Housing Market | SSRN working paper |
Research Monographs and Industry Reports
| Autor | Titel | Erschienen | Jahr |
|---|---|---|---|
| Baumann, F., Nazemi, A., Fabozzi, F. J. | Macroeconomic Drivers of Stocks and Bonds | CFA Institute Research Foundation Brief | 2025 |
| Cowden, C., Fabozzi, F. J., Nazemi, A. | Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques | Journal of Portfolio Management, Vol. 45, No. 7, pp. 55-67 | 2019 |
Teaching Experiences
- Financial Risk Management,
- Advanced Machine Learning,
- Advanced Econometrics of Financial Markets,
- Introduction to Machine Learning,
- Big Data Mining in Finance (Seminar)
Refereeing Service
- Review of Finance
- European Journal of Operational Research
- Journal of Banking & Finance
- Journal of International Money and Finance
- Journal of Economic Behavior & Organization
- International Journal of Forecasting
- Quantitative Finance
- Journal of Big Data
- Journal of Empirical Finance
- European Journal of Finance
- Journal of International Financial Markets, Institutions & Money
- Annals of Operations Research
- Econometrics
- IEEE Access
- Archives of Data Science