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Dr Sohan Sarwar

Dr Sohan Sarwar BSc, MSc (Business and Financial Economics), MSc (Statistics), PhD (Finance)

Senior Lecturer in Finance

Dr Sohan Sarwar is a lecturer in Finance. Prior to joining the University of 杏吧app下载 in July 2017, he worked at Glasgow Caledonian University London as a lecturer where he taught Financial Security Analysis, Bank Management, Bank Operational Risk Management and Research Methods. He also worked at London School of Economics and Political Science as a Guest Lecturer where he taught Programming with STATA.


Dr Sarwar achieved his PhD in Finance and Investment from the University of 杏吧app下载. He received Vice Chancellor's scholarship for his PhD research. During his PhD study, he worked as a Visiting Lecturer at the University of 杏吧app下载 and Glasgow Caledonian University.

Accounting and finance

Responsibilities within the university

Dr Sohan Sarwar is the Module Leader of Investment Management (Level 6) and Quantitative Methods (Level 4). He supervises PhD and Postgraduate students.

He also teaches following modules:

  • Principles of Finance (Level 7)
  • Research Methods (Level 7)
  • Introduction to Finance and Economics (Level 4)
  • Personal and Professional Development (Level 4)

Awards
  • Vice-Chancellor's Scholarship for PhD research, University of 杏吧app下载

Recognition
Editorial Activities:
  • Journal of Asset Management, Referee, 2017 – present

Research / Scholarly interests

Dr Sarwar's research ambitions lie in the field of Investment Management, Portfolio Management, Financial Economics, and Financial Econometrics. His specific research interests are:

  • Portfolio performance evaluation
  • Evaluation of trading strategies
  • Asset pricing models and their performance
  • Re-defining alphas by modifying asset pricing models.
  • Determinants of style (size, value and momentum) portfolios and their cyclical behaviour.
  • Short interest and short selling constraints
  • Integration of Equity market

Recent publications

Article

Mateus, Cesario , Sarwar, G (Sohan), Todorovic, Natasa (2022), . Routledge. In: , , , . Routledge, European Journal of Finance, 29 (4) ISSN: 1351-847X (Print), 1466-4364 (Online) (doi: https://doi.org/10.1080/1351847X.2022.2071629).

Sarwar, Golam , Mateus, Cesario, Todorovic, Natasa (2018), . Inderscience Enterprises Limited. In: , , , . Inderscience Enterprises Limited, International Journal of Banking, Accounting and Finance, 9 (2) . pp. 192-224 ISSN: 1755-3830 (Print), 1755-3849 (Online) (doi: https://doi.org/10.1504/IJBAAF.2018.092134).

Sarwar, Golam , Mateus, Cesario, Todorovic, Natasa (2017), . Palgrave Macmillan UK. In: , , , . Palgrave Macmillan UK, Journal of Asset Management, 19 (2) . pp. 116-132 ISSN: 1470-8272 (Print), 1479-179X (Online) (doi: https://doi.org/10.1057/s**67-2).

Sarwar, Golam , Mateus, Cesario, Todorovic, Natasa (2016), . Routledge. In: , , , . Routledge, Applied Economics, 49 (5) . pp. 456-476 ISSN: 0003-6846 (Print), 1466-4291 (Online) (doi: https://doi.org/10.1080/00036846.2016.1200184) NB Item availability restricted.

Thesis

Sarwar, Golam and , (2017), . In: , , , . , (doi: ).

Working paper

Guidi, Francesco , Madonia, Giuseppina, Sarwar, G (Sohan) (2022), . In: Banking and Finance Research group seminar, Wednesday 6th April 2022, University of 杏吧app下载 , . , (doi: ) NB Item availability restricted.