Hossein B. Kazemi, CFA

Professor of Finance

Telephone: 413-545-5629
Email: kazemi@som.umass.edu
Office: SOM 310A
Web Site: intra.som.umass.edu/kazemi
Syllabus: FOMGT 412

Ph.D., University of Michigan, 1986
M.S., Eastern Michigan University, 1980
B.A., National Iranian Oil Company College of Accounting and Finance, 1977

Selected Publications:

With U. Garay. “The behavior of emerging markets closed end fund and investment trusts,” International Journal of Finance. 15(2). 2004.

With B. Salazar and M. Mahdavi. “Estimates of the short-term process in an arbitrage-free framework,” International Journal of Theoretical and Applied Finance. Vol. 7(4). 2004.

Wtih R. Gupta and T. Schneeweis. “Omega and performance measurement,” Journal of Performance Measurement. Vol. 8(3). 2004.

With Tom Schneeweis and George Martin. “Understanding Hedge Fund Performance: Research Issues Revisited (Part I and II),” Journal of Alternative Investments, Winter 2002 and Spring 2003.

With George Georgiev and Mahnaz Mahdavi. “Revealing the Market Price of Risk from the Short-Term Rate Processes,” Studies in Economics and Finance, 2002, 19-39.

With Cynthia Campbell and Prasad Nanisetty. “Time-Varying Risk and Return in the Bond Market: A Test of a New Equilibrium Pricing Model.” Review of Financial Studies (1999).

“Recent Developments in International Asset Allocation and Currency Risk Management.” Journal of Alternative Investments 1, no. 1 (1998): 66-75.

With V.A. Nageswaran and Dolly Warotamasikkhadit. “International Convergence of Interest Rates.” Global Finance Journal 8, no. 2 (1997): 240-56.

With Mahnaz Mahdavi. “Volatility and Nofundamental Uncertainty in Exchange Rates.” Economic Inquiry 34 (1996): 168-82

Academic and Professional Activities:

Associate Director, Center for International Security and Derivatives Markets (CISDM)
Associate editor of the Journal of Alternative Investments and The Financial Review.