We are pleased to formally acknowledge Azam Shamsi’s successful defence of her dissertation titled “Three Essays on Modeling Asset Returns: A Nonparametric Approach”. Azam was supervised by John Maheu and her supervisory committee members were Ronald Balvers and Jeffery Racine.
Azam joined our PhD Program after completing Sharif University of Technology’s Master of Science, Social-Economic Systems. She earned her Bachelor of Science from University of Tehran in Iran. While in our program, Azam published a book chapter on “Applications of Mixture Densities in Finance”. She taught a Master of Finance course at McMaster and two undergraduate finance courses at the University of Lethbridge. In addition, she participated in numerous conferences such as, International Conference on Computational and Financial Econometrics (London, UK), Midwest Finance Association (Atlanta, USA), Rimini Conference in Economics and Finance (Waterloo), and Doctoral Student Workshop on Econometrics (Toronto).
After graduating, Azam has now accepted an assistant professor position in Finance at the University of New Brunswick.
Please join us in congratulating Azam on this major achievement!