Majeed Simaan

ASSISTANT PROFESSOR
School: School of Business
Building: BC
Room: 514
Phone: 201-216-5418
Email: msimaan@stevens.edu
Website
Education

Rensselaer Polytechnic Institute (RPI) 2018
Ph.D. in Finance with dissertation focus on Financial Institutions and Risk Management

London School of Economics and Political Science (LSE) 2013
Pursuing research at the Risk and Stochastics Group, Department of Statistics

Tel Aviv University (TAU) 2012
Pursuing graduate training in Finance and Economic Theory

University of Haifa 2010
MA Statistics (Hons) major in Actuarial Science
BA Statistics

Research

INTERESTS

  • Financial Institutions and Risk Management

  • Portfolio Theory and Asset Pricing under Uncertainty

  • Statistical Learning in Finance

PUBLICATIONS

WORKING PAPERS

WORK IN PROGRESS

  • Clark, B. & Lo, A. & Siddique, A. & Simaan, M. Value of Location and Communities in Credit Derivatives Markets.

  • Clark, B., Simaan, M., & Zhou, Z. A Horse Race of Volatilities: Evidence from Machine Learning

  • Clark, B. & Simaan, M. Why Should Investors Care about the Mean-Squared Error of Their Portfolios?

Professional Service
  • Member of the Financial Management Association

  • Member of the Eastern Finance Association

  • Active Contributor to the R in Finance community 

  • Ad-hoc referee to European Journal of Operational Research, International Review of Economics, and Finance, European Financial Management, Decision Sciences Journal, and Asia Pacific Journal of Financial Studies
     
Courses
  • FE 535 Introduction to Financial Risk Management
  • BT 440 Money, Banking and Financial Institutions
  • QF 435 Risk Management for Capital Markets