Dr Sohan Sarwar BSc, MSc (Statistics), MSc (Business and Financial Economics), PhD
Key details
Dr
Sohan
Sarwar
BSc, MSc (Statistics), MSc (Business and Financial Economics), PhD
Lecturer in Finance
Department of Accounting and Finance
Faculty of Business
Dr Golam Sarwar is a lecturer in Finance. Prior to joining the University of Greenwich, he worked at Glasgow Caledonian University London as a lecturer where he taught Financial Security Analysis, Bank Management, and Research Methods.
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.
- Investment Management (FINA1107) - Course leader
- Introduction to Finance and Economics (FINA1126)
- Quantitative Methods (ACCO1158)
- Research Methods (FINA1007)
- Personal and Professional Development (ACCO1117)
- Vice-Chancellor's Scholarship for PhD research, University of Greenwich
- Journal of Asset Management, Referee, 2017 – present
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
Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2018) A guide to survival of momentum in UK style portfolios. International Journal of Banking, Accounting and Finance. Inderscience Enterprises Limited. pp. 192-224. ISSN 1755-3830 ISSN 1755-3830
Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2017) US sector rotation with five-factor Fama–French alphas. Journal of Asset Management. Palgrave Macmillan. ISSN 1470-8272 ISSN 1470-8272
Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2016) A tale of two states: asymmetries in the UK small, value and momentum premiums. Applied Economics. Routledge. pp. 456-476. ISSN 0003-6846 ISSN 0003-6846
Sarwar, Golam, Mateus, Cesario and Todorovic, Natasa (2015) Macroeconomic determinants of cyclical variations in value, size and momentum premiums in the UK.