Mahdi Sojoudi
Nationalité
Iran
Fonction
PHD Candidate
I am a Ph.D. student in the Finance department at Grenoble Ecole de Management. I have a master's degree in Financial Mathematics and a bachelor's degree in Applied Mathematics. My research interests are statistics and finance, especially in risk management, portfolio selection, green markets, and the application of regression in finance.
- Sojoudi M., Bernard C., Dupuy P., Peters G. W., 2026.Green spread of US municipal bondsAnnals of Operations Research, 357, 2-3: 679–705
- Sojoudi M., Sojoudi M., Ghazaryan L., Tavoosi M., 2026.Estimating Systemic Risk Using Composite Quantile RegressionComputational Economics, 67, 5: 4303–4320
- Dadashi Arani H., Aghamohammadi A., Sojoudi M., Meysam Sojoudi M., Tavoosi M., 2024.Optimal portfolio selection using quantile and composite quantile regression modelsCommunications in Statistics-Simulation and Computation, 53, 7: 3047–3057