Contact
- +44 (0)20 7040 4946
- Parastoo.Mousavi@citystgeorges.ac.uk
About
Overview
Parastoo Mousavi is an Assistant Professor/Lecturer in Finance, part of the Quantitative Finance and Data Science team at Bayes Business School. She currently lectures in Econometrics and Statistics.
Her research interests include forecasting stock returns using machine learning and cross-validation over the long-term horizon to enhance investment strategies for long-term savers or pension funds. She has four published papers and currently is engaged in developing several working papers.
Languages
English (can read, write, speak, understand spoken, peer review) and Persian (can read, write, speak, understand spoken, peer review)
Expertise
Primary topics
- Financial Risk & Risk Management
- Financial Econometrics
- Econometrics
- Statistics
- Pension Funds
- Risk Modelling
- Risk Management
Industries
- financial services
Publications
Journal articles (4)
- Mousavi, P. (2021). Debt-by-Price Ratio, End-of-Year Economic Growth, and Long-Term Prediction of Stock Returns. Mathematics, 9(13), pp. 1550-1550. doi:10.3390/math9131550
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2021). Short-Term Exuberance and Long-Term Stability: A Simultaneous Optimization of Stock Return Predictions for Short and Long Horizons. Mathematics, 9(6), pp. 620-620. doi:10.3390/math9060620
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2021). Forecasting benchmarks of long-term stock returns via machine learning. Annals of Operations Research, 297(1-2), pp. 221-240. doi:10.1007/s10479-019-03338-4
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. (2020). Longer-Term Forecasting of Excess Stock Returns—The Five-Year Case. Mathematics, 8(6), pp. 927-927. doi:10.3390/math8060927
Scholarly edition
- Kyriakou, I., Mousavi, P., Nielsen, J.P. and Scholz, M. Choice of Benchmark When Forecasting Long-term Stock Returns.