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

Please view Professor Feng's professional webpage for a complete list of publications and presentations.

“Sentiment and the Performance of Technical Indicators”, with Na Wang and Edward J. Zychowicz, 2016, accepted for publication at Journal of Portfolio Management

 “The Relationship between the Option-implied Volatility Smile, Stock Returns and Heterogeneous Beliefs,” with Geoffrey C. Friesen and Yi Zhang, 2015, International Review of Financial Analysis 41: 62-73

“The Real Option Approach to Adoption and Discontinuation of Management Accounting Innovation: The Case of Activity based Costing,” with Chun-Yu Ho, 2015, Review of Quantitative Finance and Accounting Vol 44 No. 4: 1-22

“Investment Uncertainty Analysis for Smart Grid Adoption: A Real Option Approach” with Jing Zhang and Yue Gao, 2016, accepted for publication at Information Polity