Faculty Profile

Dr. Zaghum Umar

Assistant Professor

Suleman Dawood School of Business

I am currently working as an Assistant Professor (Finance) at Suleman Dawood School of Business, Lahore University of Management Sciences, Pakistan. In addition, I am on the panel of HEC approved PhD supervisors and associated with  Network for studies on Pension, Ageing and Retirement (Netspar), The Netherlands, as a research fellow. I  received a Phd from School of Management (SOM), University of Groningen, The Netherlands. I received my M.Sc from University of Twente, The Netherlands, with specialization in “Financial Engineering and Management”.

I have broad research interests in Financial Modeling, Empirical analysis, Project Finance, Corporate Finance, Infrastructure Financing, Public Finance, Public Private Partnership, Risk Management, Emerging markets and Strategic Asset Allocation. I have attended a number of international conferences as a presenter as well as a discussant such as; International Economic Association (16th World Congress), Fifth Annual Risk Management Conference (Risk Management Institute National University of Singapore), 25th Australasian Finance and Banking Conference, Netspar International Pension Workshop etc.  I have published in top finance journals such as Journal of International Money and Finance, Journal of Economics and Business and Journal of Investment Strategies.

My personal interests include adventure sports , traveling, hiking, fitness, sitcoms etc.

    • Article
      • Umar, Z., Ferrer, R., Hussain Shahzad, S. & Ballester & Ballester, L. (2017). Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis. International Review of Financial Analysis.
      • Umar, Z. & Suleman, T. (2017). Asymmetric return and volatility spillovers in conventional and Islamic equities. Risks.
      • Umar, Z. (2017). The demand of energy from an optimal portfolio choice perspective. Economic Modelling.
      • Umar, Z. (2016). Financing Constraints on the Size Distribution of Industrial Firms: The Chinese Experience. Applied Economics.
      • Umar, Z. (2015). How appreciable is the policy of appreciating local currency: The case of Pak Rupee. Journal of International Finance and Economics.
      • Umar, Z. (2015). Islamic vs Conventional equities in strategic asset allocation framework. Pacific-Basin Finance Journal.
      • Spierdijk, L. & Umar, Z. (2015). Stocks, Bonds, T-bill and inflation hedging: From great moderation to great moderation to great recession. Journal of Economics and Business.
      • Spierdijk, L. & Umar, Z. (2014). Are Commodities a good hedge against inflation?. Journal of Investment Strategies.
      • Spierdijk, L. & Umar, Z. (2014). Stocks for the long run? Evidence from emerging markets. Journal of International Money and Finance.
    • PaperI
      • Umar, Z. (2013). Who should Buy emerging market bonds?. International Conference on Applied Economics, Istanbul, Turkey.
      • Umar, Z. (2013). The myopic and inter-temporal demand fro emerging market fixed income securities. The 4th International Conference on Business and Economics, Reykjavik, Iceland.
      • Umar, Z. (2012). Stocks for the long run? Evidence from emerging markets.. SOM Phd Conference, groningen, Netherlands.
      • Umar, Z. (2012). The myopic and inter-temporal demand fro emerging market equities. Netspar International Pension Workshop, Amsterdam, Netherlands.
      • Umar, Z. (2012). The myopic and inter-temporal demand fro emerging market emerging market equities. 25th Australasian Finance and Banking Conference, Sydeny, Australia.
      • Umar, Z. (2011). Stocks, bonds, bills and inflation hedging. Netspar Pension Day, Amsterdam, Netherlands.
      • Umar, Z. (2011). are commodities a good hedge against inflation?. Fifth Annual Risk Management Conference, singapore, Singapore.
      • Umar, Z. (2011). Inflation hedging capacity of stocks, bonds and bills. International Economic Association, 16th World Congress, Beijing, China.
      • Umar, Z. (2010). are commodities a good hedge against inflation?. Netspar International Pension Workshop, Zurich, Germany.
      • Umar, Z. (2010). Inflation hedging revisited. (IEEF) Seminar series, Groningen, Netherlands.
      • Umar, Z. (2010). Alternative assets as an inflation hedge. International Conference on Applied Economics, Athens, Greece.
      • Umar, Z. (2010). When is an asset a good hedge against inflation?. Global Business Conference, Dubrovnik, Croatia.
TitleSemesterCode
Principles of FinanceFall Semester 2014-151401
Corporate FinanceFall Semester 2014-151401
Master's ThesisFall Semester 2014-151401
InvestmentsFall Semester 2014-151401
Econometrics-IISpring Semester 2014-151402
Principles of FinanceFall Semester 2015-161501
Corporate FinanceFall Semester 2015-161501
Corporate FinanceSpring Semester 2015-161502
Corporate FinanceFall Semester 2016-171601
Corporate FinanceSpring Semester 2016-171602
Senior ProjectSpring Semester 2016-171602