Shahyar Safaee

Scientific Portfolio (an EDHEC Venture) Director of Business Development

Main contributions

The Journal of Portfolio Management (2021)

Discipline: Finance


Shahyar is a capital markets professional with a 20-year track record in both sell-side and buy-side roles. He was trained as a financial engineer, graduating from Ecole des Mines de Saint-Etienne and completing a masters degree (DEA) in quantitative finance at the University Claude Bernard in Lyon. After advising banks and corporate treasuries on financial risk management issues at PwC for 2 years, Shahyar spent the last 18 years in J.P. Morgan?s Global Equities division in London, Paris, and New York, serving institutional clients in various capacities (quantitative research, trading, fund management, structuring) by taking and managing financial risks, negotiating financing agreements, and developing quantitative tools and analytics to optimize financial risk decisions. Shahyar has joined EDHEC-Risk Institute and will hold a dual role as research engineer and business developer.

Publications of Shahyar Safaee

01.07.2023 - Article in a peer reviewed journal

The Perceived Advantages of Self-Indexing for Institutional Equity Investors

Shahyar Safaee, Benjamin Herzog, Jeanne Jones

The Journal of Beta Investment Strategies, July 2023

01.03.2023 - Article in a peer reviewed journal

Remember to Diversify Your Active Risk: Evidence from US Equity ETFs

Benjamin Herzog, Shahyar Safaee, Jeanne Jones

The Journal of Beta Investment Strategies, March 2023

28.06.2021 - Article in a peer reviewed journal

The European ETF Market: Growth, Trends, and Impact on Underlying Instruments

Véronique Le Sourd, Shahyar Safaee

Journal of Portfolio Management, Volume 47, June 2021, Pages 95 - 111