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 Greenwich 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 Greenwich. He received Vice Chancellor's scholarship for his PhD research. During his PhD study, he worked as a Visiting Lecturer at the University of Greenwich and Glasgow Caledonian University.

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)


  • Vice-Chancellor's Scholarship for PhD research, University of Greenwich


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


Mateus, Cesario , Sarwar, G (Sohan), Todorovic, Natasa (2022), Does equity mutual fund factor-risk-shifting pay off? Evidence from the US. 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), A guide to survival of momentum in UK style portfolios. 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), US sector rotation with five-factor Fama–French alphas. 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), A tale of two states: asymmetries in the UK small, value and momentum premiums. 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.


Sarwar, Golam and , (2017), Essays on investment. In: , , , . , (doi: ).

Working paper

Guidi, Francesco , Madonia, Giuseppina, Sarwar, G (Sohan) (2022), International linkages across South America equity markets: a cross-country and cross-industry analysis. In: Banking and Finance Research group seminar, Wednesday 6th April 2022, University of Greenwich , . , (doi: ) NB Item availability restricted.