معرفی
Amar Soebhag is an Assistant Professor in the Department of Finance at the Erasmus School of Economics, Erasmus University Rotterdam. His research centers on empirical asset pricing, financial econometrics, and investment strategies, with a particular focus on market anomalies such as the low-volatility effect and option gamma impacts on stock returns.
His research interests span Empirical Asset Pricing, Volatility, Factor Models, Risk Premium, Investor Behavior, and Financial Econometrics. His work combines theoretical models with rigorous empirical testing to understand asset return dynamics and portfolio performance.
The recent trend in his publications shows a strong focus on methodological rigor in asset pricing, behavioral aspects of investor decisions, and statistical challenges in empirical finance. He also contributes to interdisciplinary topics, such as socioeconomic health inequalities, demonstrating analytical versatility.
While no formal scientific awards are listed, his research has garnered citations and attention in academic and media circles, including mentions in news outlets and engagement on platforms like Mendeley and social media.
Amar Soebhag actively collaborates with leading scholars such as P. van Vliet and B. Van Vliet. His recent works have been published in high-impact journals including the Journal of Empirical Finance, Journal of Portfolio Management, and Journal of Health Economics, with several papers available open access. He has contributed to both theoretical and applied research, including policy-relevant studies.
He is involved in impactful research projects related to asset pricing anomalies and financial market efficiency, working within a collaborative academic network at Erasmus School of Economics.
