Azam Shamsi

Finance and Business Economics
McMaster University 1280 Main Street West Hamilton, ON, Canada L8S 4M4
DSB A210

905-525-9140, x27440

Azam joined the PhD program (Finance) at DeGroote in September 2013. Her primary research interests are in the areas of Time-series Econometrics and Empirical Finance.

Supervisor: John Maheu

Education

  • M.Sc., Industrial Engineering, Sharif University of Technology, Tehran, Iran,
    2008 (Thesis: Application of Robust Optimization in Portfolio Selection).
  • B.Sc., Applied Mathematics, University of Tehran, Tehran, Iran, 2006.

Selected Publications and Presentations

A. Shamsi, M. Modarres, and A. Tajbakhsh. Using Worst-Case Conditional Value at Risk to Robust Multi Period Portfolio Optimization. Presented in 6th International Industrial Engineering Conference, Iran, 2009.

A. Tajbakhsh, K. Eshghi, and A. Shamsi. A Hybrid PSO-SA Algorithm for the Traveling Tournament Problem. European Journal of Industrial Engineering, Volume 6 – Issue 1, 2012, pp. 2-25.

Tajbakhsh and A. Shamsi: “Calculus Handbook for Industrial Engineering Students“, Arshad Press, 2009.

Professional Activities

As a research assistant, Azam had been involved in an extensive variety of research at Niroo Research Institute, Iran’s Energy Ministry, for three years. She was also a member of Strategic Management team of the institute during this period.

DeGroote on LinkedIn DeGroote on Twitter DeGroote on Facebook DeGroote on Google Plus