• Website

• Next upcoming conferences that we can meet: IAAE 2024, FMA 2024 (Turin), World Finance Conference, 31ST Annual Global Finance Conference (GFC 2024), 3rd ISFBI International Symposium for Derivatives and Risk management.

• Research Interests

• Macro-finance, Financial Econometrics, Empirical Asset Pricing, Algorithmic Trading, Portfolios Management

• Education

  • 2019 - Exp. 2024: PhD in Finance and Econometrics, Warwick Business School, University of Warwick

• Teaching

• Excellence Rank 4.8/5 (2020-2023)

• Current Research

• Optimal Currency Portfolios: Do Characteristics Matter?
• Optimal Currency Portfolios: Do Characteristics Matter? by A. Hedieh Shahini :: SSRN
• SSRN'sTop Ten download list for: ERN: International Finance (Topic) and Econometric Modeling: International Economics eJournal.
• SSRN'sTop one download list for: ERN: International Finance (Topic) on International Women's Day 08 March 2024
• SSRN's Top Ten download list for: Econometric Modeling: Capital Markets - Portfolio Theory eJournal.
  
• FX: Subset Predictor
• Blades of Carry: The Big Short (coming soon)
• Perplexed Inflation_at_Risk

• Supervisors and Advisors:

• PhD
• Philippe Mueller (Independent Advisor)
• Ganesh Viswanath Natraj (Supervisor)
• Davide Nicolini (Supervisor)
• MSc
• Jeremy Smith (Supervisor)
• BSc
• Saeed Moshiri (Advisor)

Contact details

Finance Group

Hedieh.shahini@warwick.ac.uk

Warwick Business School
The University of Warwick
Coventry
CV4 7AL, UK