Faculty Biography

Shu Feng

Shu (Susan) Feng

Assistant Professor of Finance
Graduate School of Management
Clark University
Worcester, MA 01610-1477

Phone: 508-421-3847
Email: sfeng@clarku.edu

Personal webpage


Ph.D., Boston University

Research Interests

Derivatives, Institutional Investors, Investments, Risk Management, Portfolio Management

Teaching Courses

Advanced Derivatives
Computational Finance

Key Publications / Presentations

"Unobserved actions of uninformedness," 2013, with Xi Dong (INSEAD) and Massimo Massa (INSEAD)

"The Relationship between the Option-implied Volatility Smile, Stock Returns and Heterogeneous Beliefs", 2013, with Geoffrey C. Friesen (University of Nebraska-Lincoln) and Yi Zhang (University of Nebraska-Lincoln)

"Can Liquidity Beta Predict Mutual Fund Alpha?" 2012, with Xi Dong (INSEAD) and Ronnie Sadka (Boston College)

"Idiosyncratic Risk of New Ventures: An Option-Based Theory and Evidence," 2010, with Xi Dong (INSEAD)

"The Real Option Approach to Adoption and Discontinuation of Management Accounting Innovation: The Case of Activity based Costing," 2009, with Chunyu Ho (Georgia Institute of Technology)