Follow
Azam Shamsi Zamenjani
Azam Shamsi Zamenjani
Associate Professor, University of New Brunswick
Verified email at unb.ca
Title
Cited by
Cited by
Year
Applications in Finance
JM Maheu, AS Zamenjani
Handbook of Mixture Analysis, 407-437, 2019
171*2019
Sustainability performance of countries matters: A non-parametric index
A Tajbakhsh, A Shamsi
Journal of Cleaner Production 224, 506-522, 2019
352019
A facility location problem for sustainability-conscious power generation decision makers
A Tajbakhsh, A Shamsi
Journal of environmental management 230, 319-334, 2019
162019
Sustainable operations, managerial decisions, and quantitative analytics of biomass supply chains: A systematic literature review
M Jazinaninejad, M Nematollahi, A Shamsi Zamenjani, A Tajbakhsh
Journal of Cleaner Production, 2022
142022
A hybrid PSO-SA algorithm for the travelling tournament problem
A Tajbakhsh, K Eshghi, A Shamsi
European Journal of Industrial Engineering 6 (1), 2-25, 2012
112012
Nonparametric Dynamic Conditional Beta
JM Maheu, A Shamsi Zamenjani
Journal of Financial Econometrics, 2019
62019
Do financial variables help predict the conditional distribution ofthe market portfolio?
AS Zamenjan
Journal of Empirical Finance 62 (2021), 327-345, 2021
42021
Research Matters
UNB Grants
12019
The Role of Macro–Finance Factors in Predicting Market Volatility: A Latent Threshold Dynamic Model
JM Maheu, A Shamsi
Available at SSRN 4293702, 2023
2023
Three Essays on Modeling Asset Returns: A Nonparametric Approach
A Shamsi Zamenjani
2018
The system can't perform the operation now. Try again later.
Articles 1–10