Shu (Susan) Feng

Assistant Professor of Finance
PhD, Boston University
508-421-3847
sfeng@clarku.edu
Curriculum Vitae for Dr. Feng 

Research Interests

Derivatives, asset pricing, risk management, investements, portfolio management, real options, international finance

Teaching Courses

Advanced Derivatives
Computational Finance

Key Publications/Presentations

"Volatility Dynamics of Early?Stage Firms with Jump Risk and Stage?Clearing: Evidence and Theory”
Southern Finance Association Annual Meetings, Florida, November 2009
  -Financial Management Association Annual Meeting, Rene, October 2009
  -Northern Finance Association Annual Meetings, Ontario, Canada, September 
   2009
  -International Symposium on Risk Management and Derivatives, Xiamen, China,
   July 2009
  -Eastern Finance Association Annual Meetings, Washington D.C., April 2009
  -Midwest Finance Association Annual Meetings, Chicago, March 2009
  -Financial Management Association (FMA) Doctoral Consortium, Dallas, October
   2008
  -Dissertation Seminar Boston University, October 2008
  -Institute for Operations Research and the Management Sciences (INFORMS)
   2006
  -Boston University School of Management Seminar, 2006

“The Real Option Approach to Adoption and Discontinuation of Management Accounting Innovation: The Case of Activity based Costing”
  -Fifth Annual Meeting of Western Decision Science Institute 2006
  -10th Annual International Conference on Real

Professional & Academic Experience

Susan Feng's research focuses on risk management, derivatives, asset pricing, and investments. Her ongoing research projects study the volatility dynamics of early-stage firms using option models with jump risk, risk model uncertainty in the portfolio construction process, and trading. Feng was awarded an Inter-Burgo Scholarship for Excellent Research Performance at Jilin University in 2002 and a Presidential Fellowship at Boston University (2004-2007).  She received a Standard & Poor's FMA Doctoral Student Consortium Travel Award last year.  As a Ph.D. candidate, she applied the quantitative techniques to the study of firm valuation, contingent claims valuations, portfolio management, risk management, investment strategies and other finance areas. She is actively involved in several finance associations, has presented papers at conferences around the world.

Feng's teaching interests include undergraduate and graduate classes in investments, derivatives, capital markets, corporate finance, and financial econometrics. She's worked with scholars in Boston University's Finance Department researching biotech firms' survival effect and dynamic portfolio choices and momentum.  She also worked at State Street Global Advisors Advanced Research Center, where she did research on portfolio management. This spring, she was a teaching fellow for Professor Robert Merton (Nobel Laureate) at Harvard Business School.  In May, she completed her Ph.D. in economics from Boston University, with a concentration in finance and econometrics.