Anh Ngoc LAI

Associate Professor

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Anh Ngoc Lai

My areas of research are Market Finance, including optimal portfolio allocation, derivatives valuation and risk management, as well as Quantitative Finance, particularly stochastic and econometric models applied to finance.

Portfolio management
Derivatives
Risk Management
Finance Supply chain

Teaching

Econometrics and statistics for finance
Quantitative Financial and risk management, Master 2 Research in Finance
Options and other derivatives
Time series forecasting
Application of discriminant analysis to credit analysis
Introduction to Quantitative Finance

D.A. Phan, Franck Moraux, Thi Le Hoa Vo, Anh Ngoc Lai. Impact of retail-platform loan programs on the SC performance under CSR dependent stochastic demand. 8th International Conference on Information Systems, Logistics and Supply Chain Interconnected Supply Chains in an Era of Innovation, ILS 2020, Apr 2020, Austin, United States. pp.9-18.
Link to the publication (HAL)
Finance, Logistics / Production Management
Dinh Anh Phan, Thi Le Hoa Vo, Anh Ngoc Lai. Supply chain coordination under trade credit and retailer effort. International Journal of Production Research, Taylor
Link to the publication (HAL)
Finance, Logistics / Production Management
Dinh Anh Phan, Thi Le Hoa Vo, Anh Ngoc Lai, Thi Lan Anh Nguyen. Coordinating contracts for VMI systems under manufacturer-CSR and retailer-marketing efforts. International Journal of Production Economics, Elsevier, 2019, 211, pp.98-118.
Link to the publication (HAL)
Finance, Logistics / Production Management
Jean-Laurent Viviani, Anh-Ngoc Lai, Waël Louhichi. The impact of asymmetric ambiguity on investment and financing decisions. Economic Modelling, Elsevier, 2018, 69, pp.169-180.
Link to the publication (HAL)
Finance
Anh Ngoc Lai, Constantin Mellios. Valuation of commodity derivatives with an unobservable convenience yield. Computers and Operations Research, Elsevier, 2016, 66, pp.402-414.
Link to the publication (HAL)
Author(s) : Anh Ngoc LAI
Finance
Constantin Mellios, Pierre Six, Anh Ngoc Lai. Dynamic speculation and hedging in commodity futures markets with a stochastic convenience yield. European Journal of Operational Research, Elsevier, 2016, 250 (2), pp.493-504.
Link to the publication (HAL)
Author(s) : Anh Ngoc LAI
Finance

Three essays in supply chain finance
PhD student : Dinh Anh Phan
Date :
PhD supervisor : Thi Le Hoa VO, Anh Ngoc LAI
Finance, Logistics / Production Management

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