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UC Prof Receives Top Honors at National Finance Conference

Diep Duong Wins Best Paper Award

Written By Victoria Lamanna '15, Kevin Montano '16

Contact - cleogrande@utica.edu

Utica, NY (10/28/2014) - The Financial Management Association International (FMA), a hub for information and knowledge in the global finance community, recently recognized Diep Duong and Norman Swanson for the 2014 Best Paper in Derivatives. The award was presented at the group’s annual conference in Nashville this month.

Duong is an assistant professor of finance at Utica College and co-author Norman Swanson is professor and director economic graduate studies of Rutgers University.

The FMA received more than 1,400 submissions from financial professionals worldwide for its annual four-day conference held in Nashville. Duong and Swanson’s award was announced at the conference’s keynote address on Oct. 16.

“With a record number of high quality submissions this year, the review process was extremely challenging, and the decisions were difficult,” said the FMA. The award is widely considered one of the most important achievements for a professor in finance.

Duong’s paper titled, “Empirical Evidence on the Importance of Aggregation, Asymmetry, and Jumps for Volatility Prediction” explores new methods of analyzing financial data to improve accuracy in predicting future volatility.

In addition to the award, Duong’s paper was accepted for publication in the Journal of Econometrics and was ranked one of the top 10 downloaded papers in the Social Science Research Network (SSRN) for several consecutive weeks.

Duong earned his master’s and doctoral degrees from Rutgers University and a master’s degree in financial engineering from Polytechnic University. A member of Utica College’s finance faculty since 2013, Duong has led undergraduate and graduate lectures in economics at Utica College and Rutgers University, as well as at Foreign Trade University in Vietnam. His primary research focus revolves around asset pricing, financial econometrics, market microstructure and fixed income.

Swanson has studied at the University of Waterloo and the University of California. His primary research interests include econometric theory, financial and macro econometrics, time series analysis and forecasting.

For more information about Utica College’s business, finance and economic programs, visit utica.edu.

About Utica College – Utica College, founded in 1946, is a comprehensive private institution offering bachelors, masters and doctoral degrees. The College, located in upstate central New York, approximately 90 miles west of Albany and 50 miles east of Syracuse, currently enrolls over 4,000 students in 36 undergraduate majors, 27 minors, 21 graduate programs and a number of pre-professional and special programs.