Duc Khuong Nguyen

Full Professor of Finance

Contact

Email: [email protected]

Phone: +33 1 5363 3600

Campus: Paris

Education

2013: John F. Kennedy School of Government, Harvard University: “Leaders in Development” program

2009: University of Cergy-Pontoise: HDR in Management Science

2005: University of Grenoble: Ph.D. Finance, Summa Cum Laude

2001: University of Grenoble: MSc. in Financial Management

2000: Vietnam Commercial University: University diploma in Business Administration, ranked No. 1

  • Biography
  • Selected publications
  • Professional experiences

Duc Khuong Nguyen is Professor of Finance and Deputy Director for Research at IPAG Business School (France). He holds a PhD in Finance from the University of Grenoble II (France) and a HDR (Habilitation for Supervising Scientific Research) degree in Management Science from University of Cergy-Pontoise (France), and completed an executive education program in “Leadership in Development” at Harvard Kennedy School (United States). He is also a Non-Resident Research Fellow at the Indiana University School of Public and Environmental Affairs and was a Visiting Professor of Finance at International School, Vietnam National University (Hanoi). His research has been published in top tier journals such as European Journal of Operational Research, Journal of Banking and Finance, Journal of Economic Dynamics and Control, Journal of Empirical Finance, Journal of Forecasting, Journal of International Financial Markets, Institutions and Money, Journal of International Money and Finance, Journal of Macroeconomics, Journal of the Operational Research Society, and Macroeconomic Dynamics. He also holds editorial positions in many peer-reviewed journals, e.g., Annals of Operations Research (Editor), Emerging Markets Review (Subject Editor), European Management Review (Associate Editor), International Review of Financial Analysis (Associate Editor), Journal of Forecasting (Associate Editor), Journal of International Financial Markets, Institutions and Money (Subject Editor), Finance Research Letters (Associate Editor), and Research in International Business and Finance (Area Editor).

Akyildirim, E., Corbet, S., Nguyen, D. K., & Sensoy, A. (2020). Regulatory Changes and Long-run Relationships of the EMU Sovereign Debt Markets: Implications for Future Policy Framework. International Review of Law and Economics, 105907.

Boubaker, S., Gounopoulos, D., Nguyen, D. K., & Paltalidis, N. (2020). Reaching for yield and the diabolic loop in a monetary union. Journal of International Money and Finance, 102157. Arouri, M., M’saddek, O., Nguyen, D. K., & Pukthuanthong, K. (2019).

Cojumps and asset allocation in international equity markets. Journal of Economic Dynamics and Control, 98, 1-22. Nguyen, D. K., & Vo, D. T. (2019).

Enterprise risk management and solvency: The case of the listed EU insurers. Journal of Business Research, 113, 360-369.

Boubaker, S., Nguyen, D. K., & Paltalidis, N. (2018). Fiscal policy interventions at the zero lower bound. Journal of Economic Dynamics and Control, 93, 297-314.

Boubaker, S., Gounopoulos, D., Nguyen, D. K., & Paltalidis, N. (2018). Assessing the effects of unconventional monetary policy and low interest rates on pension fund risk incentives. Journal of Banking & Finance, 92, 340-357.

Al Janabi, M. A., Hernandez, J. A., Berger, T., & Nguyen, D. K. (2017). Multivariate dependence and portfolio optimization algorithms under illiquid market scenarios. European Journal of Operational Research, 259(3), 1121-1131.

Bekiros, S., Nguyen, D. K., Junior, L. S., & Uddin, G. S. (2017). Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. European Journal of Operational Research, 256(3), 945-961.

Hammoudeh, S., Nguyen, D. K., & Sousa, R. M. (2015). US monetary policy and sectoral commodity prices. Journal of International Money and Finance, 57, 61-85.

Arouri, M. E. H., Nguyen, D. K., & Pukthuanthong, K. (2012). An international CAPM for partially integrated markets: Theory and empirical evidence. Journal of Banking & Finance, 36(9), 2473-2493.

Since 2013: Full Professor of Finance, Deputy Director for Research, Head of the Department of Finance, Auditing and Accounting.

2006-2012: Professor of Finance, ISC Paris Business School

2005-2006: Assistant Professor of Finance, IAE, University of Grenoble 2 & INP Grenoble

2003-2005: Teaching and Research Assistant, EM Lyon Business School

Research Areas

International Finance, Energy Finance, Analysis of Financial Markets, Financial Econometrics, Extreme Value and Portfolio Risk Management

Teaching Areas

Asset Pricing and Valuation, Financial Markets and Bank Management, Financial Management, Research Methods and Financial Theory

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