Hossein B. Kazemi,  PhD, CFA
Michael & Cheryl Philipp Distinguished Professor of Finance, Isenberg School of Management, University of Massachusetts, Amherst, MA 01003
Director: Center For International Securities & Derivatives Markets (CISDM)
Senior Adviser: Chartered Alternative Investment Analyst Association (CAIA)
Senior Adviser: Financial Data Professional Institute (FDP)
Editor: Journal of Alternative Investments, Alternative Investment Analyst Review,
Editorial Board: Journal of Financial Data Science
Books at Amazon

Room 310A, Isenberg School of Management
+1-413-545-5629
kazemi at isenberg dot umass dot edu
Profile
@hbkazemi33
CV

• Courses:
  • Financial Decision Making (MBA)
  • Financial Theory (PHD)
• Events: As the director of CISDM, I organize these annual conferences.
  • CISDM Annual Conference (October 1, 2021). Distinguised Speakers: Campbell Harvey & Sanjiv Das. Link to recordings
  • CISDM Annual Conference (October 2, 2020). Distinguished Speakers: Lars Hansen (2013 Nobel Prize Recipient) and Darrell Duffie. Link to recordings
  • CISDM Annual Conference (October 4, 2019). Distinguished Speakers: Larry Summers, Stephanie Kelton, Irving Wladawsky-Berger, Mihir Desai.
  • CISDM Annual Conference (October 5, 2018). Distinguished Speakers: Andrei Shleifer (Harvard University) Gikas Hardouvelis (Minister of Finance, Greece)
  • CISDM Annual Conference (October 6, 2017). Distinguished Speaker: Robert Merton (1997 Nobel Prize Recipient)
  • CISDM Annual Conference (October 28, 2016). Distinguished Speaker: Bob Litterman (Kepos Capital)

Short Essays

• Surprise, Endowments have Outperformed the 60/40 Benchmark (updated 9/3/2020)
• Text as Data
• Is US Stock Market Overvalued?
• Chasing Performance Could Be Dangerous to the Health of Your Portfolio
• Applications of Machine Learning to Classification of Hedge Funds
• Management of Endowments Simplified
• Best Case Scenario for 60/40 Portfolio
• A Framework for Risk Analysis of Alternative Assets
• Initial Coin Offerings
• How to Evaluate the Performance of Alternative Assets
• Past Performance can Help You Creat a Winning Private Equity Portfolio

Words of Wisdom In the Middle of A Panic

The End, Bubbles, Lehman, Panic of 2007, Formula that Killed Wall Street

Links of Interest

• My List of Interesting Financial and Economic Blogs

• Yahoo An incredible source of information.
• Federal Reserve Bank of St Louis Banking Research Every finance professional and economist must know how to use this site
• Investment Game
• Smart Money
• Dynamic Yield Curve
• ValuePro
• Trefis
• GuruFocus  
• Market Guide
• Bloomberg
• Bond data (click on Investor Information and Then Market Data)
  
• CNNFN
• Money Central
  
• Financial Times
• Economist
• Risk Parity
• On Line Article Search
• Free Lunch (Really!)
• Financial Crisis Commission
  
• All About Politics
• Brad DeLong
• Don Luskin
• Zero Hedge
• Iowa Electronic Exchange
• LIFFE
• Ohio State Virtual Library  (very good source of information)
• Individual Investor
• CFO
  
• SEC
• Stock Market Valuation
• CFP
• UM Links to Financial Institutions
• Vaultreports: interview questions/answers and job info
• Wetfeet: more interview Q/A, company and job info
• Ohio State Finance Sites
• Mckinsey's various Publications
• NY Fed: info and data on interest rates, etc
• Harvard cases
• Cases from Ivey Publishing
• CNBC Financial News
• Reuters
• CBS.MarketWatch:
• Zacks Investment Research
• Quote, charts and data, etc
• The Chicago Mercantile Exchange
• The Chicago Board of Trade
• The Chicago Board Options Exchange
• The New York Stock Exchange
• The Nasdaq-Amex Stock Market
• Links to all futures exchanges
• Financial scandals
• Applied Futures Trading: a free web magazine
• An Option Pricer: European and implied volatility
• An Option Pricer: many useful stuff
• Economics Journal links
• Resources for Economists
• Research Centers of the World
  
• Finance, Accounting and OR Journals
• Archive of Economics and Finance Journals
• Finance and Banking Law
• Federal Reserve Bank of St Louis Banking Research
• http://aswathdamodaran.blogspot.com
• Risk premium
• Term structure
• Current Interest Rates
• Myth of EMH
• Myth of EMH
• Jar

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