Ph.D., Boston University
Derivatives, Institutional Investors, Investments, Risk Management, Portfolio Management
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