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Dr. Ferhana Ahmad
Associate Professor
Suleman Dawood School of Business
ferhana.ahmad@lums.edu.pk
  • Profile
  • Conferences, Publications and Journal Articles

Refereed Journal Publications

Ahmad, F. & Shehzad, C. (In Press 2023). The role of interest rate environment in mortgage pricing. International Review of Economics and Finance, doi:https://doi.org/10.1016/j.iref.2023.07.102.

Bashir, M. & Ahmad, F. (2022). Collaboration and Conflict at Chief Minister's Initiative on Primary Health Care. Asian Journal of Management Cases.

Wang, L., Ahmad, F., Luo, G., Umar & Umar, M. & Kirikkaleli, D. (2021). Portfolio optimization of financial commodities with energy futures. Annals of Operations Research.

Guan, L., Zhang, W., Ahmad, F. & Naqvi & Naqvi, B. (2021). The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: A comparison of oil and gold dependent economies. Resources Policy, 72.

Khan, H., Shehzad, C. & Ahmad, F. (2021). Temporal effects of financial globalization on income inequality. International Review of Economics and Finance, 74, 452-467.

Ma, Y., Ahmad, F., Liu, M. & Wang & Wang, Z. (2020). Portfolio optimization in the era of digital financialization using cryptocurrencies. Technological Forecasting and Social Change, 161.

Zhang, Y., Wei, H., Rizvi, S. & Ahmad & Ahmad, F. (2020). Resource cursed or resource blessed? The role of investment and energy prices in G7 countries. Resources Policy, 67.

Bashir, M., Saleem, A. & Ahmad, F. (2019). Akhuwat: Measuring Success for a Non-profit Organization. Asian Journal of Management Cases, 16 (1), 100-112.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2019). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times. Asian Journal of Management Cases, doi:10.1177/0972820119884397.

Ahmad, F., Hambly, B. & Ledger, S. (2018). A stochastic partial differential equation model for the pricing of mortgage backed securities. Stochastic processes and their applications, 128 (11), 3778-3806.

Ahmad, F., Kara, A., Bukhari, A. & Zaman & Zaman, F. (2008). On approximate Lagrangians and invariants for scaling reductions of a nonlinear wave equation with damping. Applied Mathematics and Computation, 206 (1), 16-20, doi:10.1016/j.amc.2008.08.054.

Ahmad, F., Asghar, S. & Kara, A. (2008). Traveling wave and similarity solution to nonlinear evolution type equations through inverse variation and symmetry methods. Nonlinear Analysis: Theory, Methods & Applications, 69 (7), 2223-2229, doi:10.1016/j.na.2007.08.002.

Cases

Ahmad, F. & Ali, C. (2019). Cryptocurrency: a case of investing in digital currencies, Accepted. Case Research Unit, LUMS. LUMS No. 02-649-2019-1.

Seyyed, F., Khan, S., Ahmad, F. & Ashfaq & Ashfaq, H. (2019). Fertilizer Sector in Pakistan, Accepted. Case Research Unit, LUMS. LUMS No. 13-108-2019-2.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2018). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times, Published. Case Research Unit, LUMS, LUMS No. 02-646-2018-1, (pp. 15), Case Research Unit, LUMS.

Presentations

Ahmad, F. (2022). Why IPO's Fail: A case study of Dalda. Asian Management Research and Case Conference, Al-Ain, United Arab Emirates.

Naqvi, B., Ahmad, F. & Rizvi, S. (2019). Asset selection using a multi-dimensional decision-making criteria. 4th Islamic Banking and Finance Conference, Valencia, Spain.

Ahmad, F. (2018). Quantitative Finance and Fixed Income Securities. Winter School on Risk, Stochastic, Insurance and Finance, Sukkur, Pakistan.

Ahmad, F. (2018). Determining mortgage rates in intensity based framework. Research seminar series, SDSB, LUMS, Lahore, Pakistan.

Ahmad, F., Seyyed, F. & Ashfaq, H. (2018). Managing a Shariah Compliant Capital Protected Fund through Turbulent Times. 3rd Islamic Finance, Banking and Business ethics global conference 2018, Lahore, Pakistan.

Ahmad, F. (2016). Modeling mortgage backed securities. Women in Mathematics, Sukkur, Pakistan.

Ahmad, F. (2016). Shariah Compliant Capital Protected Fund in Turbulent Times. 5th Asian Management Research and Case Conference (AMRC), Dubai, United Arab Emirates.

Ahmad, F. (2015). Determining mortgage rates in a reduced form model. International conference of computational finance 2015, London, United Kingdom.

Ahmad, F. (2014). Pricing Exotic Options. Black-Scholes and Beyond: Pricing Equity Derivatives, Lahore, Pakistan.

Ahmad, F. (2011). Mortgage backed securities. National University of Science and Technology, Islamabad, Pakistan.

Ahmad, F. (2011). A stochastic partial differential equation approach to mortgage backed securities. Mathematical and Computational Finance Group Seminar Series, University of Oxford, Oxford, United Kingdom.

Working Papers

Ahmad, F., Rizvi, S. & Naqvi, B. (2019). Asset selection using a multi-dimensional decision-making criteria.

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