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Kharazmi University Faculty of Financial Sciences Financial Engineering - Financial Management
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Dr. محمد ابراهیم آقابابایی
Assistant Professor of Financial Engineering - Financial Management
Faculty of Financial Sciences
AllSince 2016
Citations4029
h-index54
i10-index00
Google Scholar
Brief CV
Resume file :

 

Education:-----------------------,,,,,,,,,,,,,,,,--------------------------------- -----

  • Ph.D. in financial economics- University of Tehran, 2014.

Ph. D. Thesis: Effectiveness Analysis of Hybrid Heuristic Algorithm in Portfolio Optimization in Comparison with Meta-Heuristic Algorithms/; Case of Tehran Stock Exchange.

  • MEXT scholarship in Ph.D. of finance- Ritsomeikan Asian Pacific University, Japan, 2009.
  • Research program in Banking and Finance, Loughborough university, UK. 2005-2006.
  • "Distance Learning Course (DLC) on advance topics in Islamic finance", between IIU Islamabad, IRTI At IDB Jeddah, MIHE  UK, Lough-borough  UK, ISU Tehran, by the way of Islamic development bank (IDB), 2005.
  • M.A. in Economics & Islamic Studies, - Imam Sadiq University, 2006.

M.A. Dissertation: Comparative Analysis of Credit Risk Management Based on VaR in Bank of Refah.

  • B.A. in Economics & Islamic Studies - Imam Sadiq University, 2004.

 

Research Activities:-- -----------,,,,-------------------------------  --  --------

 

  1. Co-Author in ”Inflation in Iran Economy” Zeytoon Press, Tehran, 2011.
  2. Co-Author in “Financial Crisis of 2008: Causes, Consequences and Solutions” I.S.U. Press, Tehran, 2011.
  3. “Rebound Effects of Electricity Efficiency Improvements in Iran: A CGE Approach" presented in 2012 3rd IAEE Asian Conference, 20February 2012 in Kyoto, Japan- session 11.
  4. “Price Control, Imperfect Capital and Labor Market and Disinvestment Effect in Electricity Industry -A Computable General Equilibrium Approach”- presented in 2012 3rd IAEE Asian Conference, 21 February 2012 in Kyoto, Japan- session 16.
  5. “Disinvestment Effect of Electricity Efficiency Improvements in an Economy with Energy Price Control and Imperfect Markets” Accepted in 31st edition of the International Energy Workshop (IEW).
  6. “Explanation of a Framework for Identifying Critical Success Factors (CSF) of Implementing Customer Knowledge Management (CKM) In Private Banking Sector” International Management Conference, 2015, Tehran.
  7. “Comparative Analysis of two Stage Genetic Algorithm and Elton-Grubber Model in Portfolio Optimization“ Journal of Economic Modeling Research.
  8. “Rebound effect Analysis of Electricity Efficiency Improvement in Iran: A Computable General Equilibrium Approach“ Quarterly Energy Economics Review, Vol. 8, Number 28, 2011.
  9. “Modeling Dutch Disease in the Economy of Iran: A Computable General Equilibrium Approach“ Quarterly Energy Economics Review, Vol. 8, Number 31, 2012.
  10. “Impacts of Electricity Efficiency Improvements on Factors Markets: A Computable General Equilibrium Approach“ The Journal of Planning and Budgeting. Vol.17, Number 4. 2013.
  11. “Effects of Changes in the Exchange Rates on the Bank’s Profitability: VECM Approach“ The Journal of Money and Economics, Vol. 4, Number 9. 2011.
  12. “The Impacts of Investment in power Market: Comparing Adjusted Market and Competitive Market in A Computable General Equilibrium Approach“ Quarterly Energy Economics Review, Number 35, 2011.
  13. “Decomposing Electricity Demand Elasticity in Iran: Computable General Equilibrium Approach“ the Journal of Economic Policy.  Vol. 4, Number8, 2012.
  14. “Credit Risk in Islamic Banking and Conventional Banking“, Islamic Financial Researches, Vol.1. Number 1. 2012.
  15. “Critical Thinking and Ways of its Realization in Economics“, Second Conference on Teaching & Research in Economics, 2004.

 

Teaching: ----------------------------------,-----------------------------------------

 

  • Advanced Financial Econometrics – Kharazmi University
  • Financial Econometrics- Kharazmi University
  • Portfolio Selection Theories- Kharazmi University
  • Financial Economics (I), (II)- Imam Sadiq University.
  • Macroeconomics (II)- University of Tehran.
  • Macroeconomics (I), (II)- University of Economic Sciences.
  • Macroeconomics - University of Economic Sciences.
  • Microeconomics (I), (II)- University of Economic Sciences.
  • Microeconomics - University of Economic Sciences.

 

 

Skills:----------------------,,,,,,,,,-----------------------------         -----  ------

  • Fluent in English and Persian. Familiar with Arabic
  • Research & econometrical software packages: Eviews, Matlab, Stata, Lindo, PyIO, Deap
  • Interested in
    • Financial Econometrics
    • Portfolio Optimisation
    • Behavioral Finance

 

Reference:---------,,,,,,,,,,,,,,,,-----------------------------         -  ----------

Would be provided upon request.