"Demystifying FinBERT: How Transformer Models Turn Financial Text into Market Insights" with Ali Jaffri and Hassan A. Butt. Forthcoming- The Journal of Portfolio Management.
"Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets" with Abootaleb Shirvani, Svetlozar T. Rachev, and Frank J. Fabozzi. Journal of Risk and Financial Management, 18, 11.
"Optimizing Portfolios with Pakistan-Exposed Exchange-Traded Funds: Risk and Performance Insight" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi. Journal of Risk and Financial Management, 18, 158.
"Pricing the Yield Curve with Global FX Stress: AFNS Evidence on Maturity Loadings and Inversions" with Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Greed and Fear in Investors: Dislocation via Financial Market Views" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Winners vs. Losers: Momentum-based Strategies with Intertemporal Choice for ESG Portfolios" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Behavioral Probability Weighting and Portfolio Optimization under Semi-Heavy Tails" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Advancing Portfolio Optimization: Adaptive Minimum-Variance Portfolio and Adaptive Minimum-Risk Rate Frameworks" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Multivariate Affine GARCH with Heavy Tails: A Unified Framework for Portfolio Optimization and Option Valuation" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"Forecasting Flash Crashes with Subordinated Lévy Processes" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"A Unified Financial Index for Geopolitical and Environmental Risks: Construction, Risk Management, and Derivative Applications" with Abootaleb Shirvani, Ali Jaffri, Svetlozar T. Rachev, and Frank J. Fabozzi.
"The Ticketmaster and Live Nation Saga: A Robust Merger Analysis" with Noah Liptack, Ali Jaffri, and Michael D. Noel.
"The Fed Information Effect: Spillovers in the Subprime Housing Market in the United States" with Ali Jaffri.
"Sequential Economic Decision Rules under Latent High-Frequency Oil Shocks" with Ali Jaffri.
"Misspecified Fear or Model Choice? Evidence from Financial Markets" with Freddie A. Papazyan, Julian F. Ludwig, and Svetlozar T. Rachev.
"Cause-Before-Effect in Asset Markets"
"Bridging Behavioral and Rational Finance: New Classes of Probability Weighting Functions" with Ali Jaffri, Abootaleb Shirvani, W. Brent Lindquist, Svetlozar T. Rachev, Bhatiya Divelgama, and Isaac McCarthy. (Forthcoming. MDPI.)