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Fools ignore complexity. Pragmatists suffer it. Some can avoid it. Geniuses remove it.

Alan J. Perlis

Research Interests:

Asset Pricing

Financial Econometrics

Machine Learning

Textual Analysis

FinTech


Contact Details:

Email: hasan.fallahgoul@monash.edu,

hfallahgoul@gmail.com


Phone: +61 (0) 3 990 59894


Address:

9 Rainforest Walk

Monash University

3800, Victoria

Australia

Photo credit: Amir Holakoo

I am the Senior Lecturer at the School of Mathematics at the Monash University and a member of Monash Centre for Quantitative Finance. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL, EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium.

My CV. Google Scholar.

What's new?

Working papers (Latest first: date written):

  1. What Causes Abnormal Changes in Inestor Beleifs and Asset Prices?
    [SSRN]
    with Xin Lin

  2. Asset Pricing with Neural Networks: Significant Tests,
    [SSRN]
    with Vincentius Franstianto and Xin Lin

  3. Portfolio Choice when Stock Returns May Disappoint: An Empirical Analysis based on L-moments,
    [SSRN]
    with Loriano Mancini and Stoyan Stoyanov

Papers in progress:

  1. Hedging Climate Change in Real Time

  2. The Structure of Market Sentiment (Joint with Amin Shams and Ye Li)

  3. Smoothed Generalized Disappointment Aversion (Joint with Stoyan Stoyanov)

  4. Assessing Pricing Errors in Asset Pricing Models: A Novel Econometric Evaluation Framework (Joint with Stoyan Stoyanov)