Research output per year
Research output per year
Personal profile
Biography
I am the Senior Lecturer of Quantitative Finance at the School of Mathematical Sciences at the Monash University. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL , EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium.
Please visit my personal homepage for detailed informaiton about my research!
Research area keywords
- Financial Econometrics
- Quantitative Finance
- Tail Risk
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
An L-Moment Approach for Portfolio Choice under Non-Expected Utility
Fallahgoul, H., Mancini, L. & Stoyanov, S., 2025, In: Journal of Financial Econometrics. 23, 2, 47 p., nbae027.Research output: Contribution to journal › Article › Research › peer-review
Open Access -
Asset pricing with neural networks: significance tests
Fallahgoul, H., Franstianto, V. & Lin, X., Jan 2024, In: Journal of Econometrics. 238, 1, 24 p., 105574.Research output: Contribution to journal › Article › Research › peer-review
Open Access5 Citations (Scopus) -
Asymptotic Properties of ReLU FFN Sieve Estimators
Fabozzi, F. J., Fallahgoul, H., Franstianto, V. & Loeper, G., 2024, (Accepted/In press) In: Studies in Nonlinear Dynamics and Econometrics. 26 p.Research output: Contribution to journal › Article › Research › peer-review
Open Access1 Citation (Scopus) -
Risk Premia and Levy Jumps: Theory and Evidence
Fallahgoul, H., Hugonnier, J. & Mancini, L., 2023, In: Journal of Financial Econometrics. 21, 3, p. 810-851 42 p.Research output: Contribution to journal › Article › Research › peer-review
2 Citations (Scopus) -
Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data
Fallahgoul, H., Mar 2021, In: Journal of Financial Data Science. 3, 2, p. 134-148 15 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus)