Dr. Abdolreza Nazemi

  • Blücherstr. 17

    76185 Karlsruhe

Articles


Glass box machine learning and corporate bond returns
Bell, S.; Kakhbod, A.; Lettau, M.; Nazemi, A.
2026. Journal of Financial Economics, 181, 104294. doi:10.1016/j.jfineco.2026.104294
Inter-industry network and corporate bond recovery rates
Nazemi, A.; Baumann, F.; Fabozzi, F. J.
2026. Journal of Corporate Finance, 98, Art.Nr: 102975. doi:10.1016/j.jcorpfin.2026.102975
High-dimensional macroeconomic stress testing of corporate recovery rate
Nazemi, A.; Baumann, F.; Schienle, M.; Fabozzi, F. J.
2024. Quantitative Finance, 24 (11), 1669–1678. doi:10.1080/14697688.2024.2414758
Interpretable machine learning for creditor recovery rates
Nazemi, A.; Fabozzi, F. J.
2024. Journal of Banking and Finance, 164, Art.-Nr.: 107187. doi:10.1016/j.jbankfin.2024.107187
News-based sentiment and the value premium
Fabozzi, F. A.; Nazemi, A.
2023. Journal of International Money and Finance, 136, Art.-Nr.: 102864. doi:10.1016/j.jimonfin.2023.102864
Incorporating financial news for forecasting Bitcoin prices based on long short-term memory networks
Jakubik, J.; Nazemi, A.; Geyer-Schulz, A.; Fabozzi, F. J.
2023. Quantitative Finance, 23 (2), 335–349. doi:10.1080/14697688.2022.2130085
Intertemporal defaulted bond recoveries prediction via machine learning
Nazemi, A.; Baumann, F.; Fabozzi, F. J.
2022. European Journal of Operational Research, 297 (3), 1162–1177. doi:10.1016/j.ejor.2021.06.047
Deep learning for modeling the collection rate for third-party buyers
Nazemi, A.; Rezazadeh, H.; Fabozzi, F. J.; Höchstötter, M.
2022. International Journal of Forecasting, 38 (1), 240–252. doi:10.1016/j.ijforecast.2021.03.013
Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques
Cowden, C.; Fabozzi, F. J.; Nazemi, A.
2019. The journal of portfolio management, 45 (7), 55–67. doi:10.3905/jpm.2019.1.104
Improving corporate bond recovery rate prediction using multi-factor support vector regressions
Nazemi, A.; Heidenreich, K.; Fabozzi, F. J.
2018. European journal of operational research, 271 (2), 664–675. doi:10.1016/j.ejor.2018.05.024
Macroeconomic variable selection for creditor recovery rates
Nazemi, A.; Fabozzi, F. J.
2018. Journal of banking and finance, 89, 14–25. doi:10.1016/j.jbankfin.2018.01.006
Fuzzy decision fusion approach for loss-given-default modeling
Nazemi, A.; Fatemi Pour, F.; Heidenreich, K.; Fabozzi, F. J.
2016. European journal of operational research, 262 (2), 780–791. doi:10.1016/j.ejor.2017.04.008
Working Papers
Author Title
Sebastian Bell, Ali Kakhbod, Martin Lettau, and Abdolreza Nazemi AlphaGlass: Interpretable Characteristic-Based Portfolio Choice NBER working paper
Hamid Boustanifar, Abdolreza Nazemi, Mostafa Zamani Context Matters: Charismatic Communication and Investor Reactions SSRN working paper
Sebastian Bell, Ali Kakhbod, Abdolreza Nazemi, Richard Stanton, and Nancy Wallace Fairness by Design: Machine Learning and Interpretable Mortgage Lending SSRN working paper, Presented at: SFS Cavalcade 2026, EFA 2026, AAAI/ACM Conference on AI, Ethics, and Society 2026, ACM EAAMO 2026
Friedrich Baumann, Ali Kakhbod, Dmitry Livdan, Abdolreza Nazemi, Norman Schürhoff Life after Default: Dealer Intermediation and Recovery in Defaulted Corporate Bonds CEPR working paper, Presented at NBER 2025, EFA 2024
Friedrich Baumann, Abdolreza Nazemi Defaulted Bonds: A Hybrid Asset Priced by Bond and Equity Markets SSRN working paper
Constantin Ernstberger, Abdolreza Nazemi Deciphering Earnings Calls with Large Language Models: Insights into Defaulted Corporate Bonds SSRN working paper
Research Monographs and Industry Reports
Author Title Year
Baumann, F., Nazemi, A., Fabozzi, F. J. Macroeconomic Drivers of Stocks and Bonds CFA Institute Research Foundation Brief 2025
Cowden, C., Fabozzi, F. J., Nazemi, A. Default Prediction of Commercial Real Estate Properties Using Machine Learning Techniques Journal of Portfolio Management, Vol. 45, No. 7, pp. 55-67 2019

Teaching Awards

  • 2019: Outstanding Teaching Rating (Distinction for being in the university-wide Top 10%)

Teaching Experiences

  • Financial Risk Management,
  • Advanced Machine Learning,
  • Advanced Econometrics of Financial Markets,
  • Introduction to Machine Learning,
  • Big Data Mining in Finance (Seminar)

Editorial Advisory Board

Refereeing Service

  • Review of Finance
  • European Journal of Operational Research
  • Journal of Banking & Finance
  • Journal of International Money and Finance
  • Journal of Economic Behavior & Organization
  • International Journal of Forecasting
  • IEEE Transactions on Artificial Intelligence
  • Computational Management Science
  • Quantitative Finance
  • Journal of Big Data
  • Journal of Empirical Finance
  • European Journal of Finance
  • Journal of International Financial Markets, Institutions & Money
  • Annals of Operations Research
  • Econometrics
  • IEEE Access
  • Archives of Data Science