Mohamed Abouzahw

University of Glasgow Adam Smith Business School

Dissertation Grade: Excellent. Dissertation Title: - Tilting toward performance or downside risk? Investigating the Size, Volatility, and Momentum factors via Alternative beta strategies in the U.S. stock market.Key modules: Mathematical finance, Computational Finance and Empirical Asset Pricing.Projects and Research: -1- Empirically testing the CAPM using Black and Jensen, Fama Macbeth and GMM approaches.2- Empirically testing the CCAPM and investigating the equity risk… Show more Dissertation Grade: Excellent. Dissertation Title: - Tilting toward performance or downside risk? Investigating the Size, Volatility, and Momentum factors via Alternative beta strategies in the U.S. stock market.Key modules: Mathematical finance, Computational Finance and Empirical Asset Pricing.Projects and Research: -1- Empirically testing the CAPM using Black and Jensen, Fama Macbeth and GMM approaches.2- Empirically testing the CCAPM and investigating the equity risk premium puzzle.3- Evaluating the measures of financial uncertainty.4- Option pricing using Monte-Carlo simulation and BSM model using MATLAB. Show less

Cardiff Metropolitan University

Researches and projects: -1- Comparing the effects of COVID-19 health crisis on equity securities versus fixed income securities and its effects on the investment management process. 2-The role of derivative instruments in the financial crisis of 2008.3-Analysing the the UK pension participation rate before and after introducing the automatic enrolment system from a behavioural finance perspective.

Volunteer

Associated with Mohamed Abouzahw

Finance team member

Associated with Mohamed Abouzahw