Amir Moradi‐Motlagh
Biographic Data
| ID | 6958703 |
|---|---|
| NAME | Amir Moradi‐Motlagh |
| GIVEN NAMES | Amir |
| FAMILY NAME | Moradi‐Motlagh |
| SIGNATURE | MOTLAGH A M |
| AFFILIATIONS | Swinburne University of Technology |
| ORCID | 0000-0002-1372-3705 |
| VERIFIED | Yes |
| TOTAL WORKS | 2 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 2 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2024 |
| LATEST PUBLICATION YEAR | 2025 |
| H-INDEX | 0 |
An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
Did Australia's brief period of carbon pricing impact corporate environmental, financial or social performance
This study utilizes transaction cost and legitimacy theories to examine whether a carbon tax affects listed companies' environmental, financial and social performance within the context of Australia's National Greenhouse Energy Reporting (NGER) Act. We use a base sample of 346 listed company-year observations for 2012–2017 and employ the System Generalized Method of Moments (GMM) to deal with bias arising from endogenous explanatory variables in …
No prominent works on this page.
Did Australia's brief period of carbon pricing impact corporate environmental, financial or social performance
This study utilizes transaction cost and legitimacy theories to examine whether a carbon tax affects listed companies' environmental, financial and social performance within the context of Australia's National Greenhouse Energy Reporting (NGER) Act. We use a base sample of 346 listed company-year observations for 2012–2017 and employ the System Generalized Method of Moments (GMM) to deal with bias arising from endogenous explanatory variables in …
An empirical analysis of downside risk and inefficiency in U.S. real estate funds
Using monthly data from July 2011 to July 2024, we estimate and compare the upside and downside betas across eleven well-established real estate exchange-traded funds (ETFs), alongside an aggressive growth (tech) fund and a defensive (utility) fund. We also examine the return per unit of risk using the Calmar, Martin, Omega, Sharpe, and Sortino ratios, with a particular emphasis on extreme downside risk. Furthermore, we employ a non-radial direct…
Business (2 works) · Economics (2 works) · Accounting (1 work) · Capital Investment and Risk Analysis (1 work) · Carbon tax (1 work) · Context (archaeology (1 work) · Corporate social responsibility (1 work) · Corporate Social Responsibility Reporting (1 work) · Downside risk (1 work) · Econometrics (1 work)