Professor Ser-Huang Poon (BAcc, MA, PhD)

Contact information

Professor of Finance (MBS)

Tel: 44 (0) 161 3066404/2750429
Fax: 44 (0) 161 275 4023
Crawford House, Room M17

Marie Curie FP7 ITN on Risk Management and Risk Reporting.
CV (August 31, 2011)

Dr Ser-Huang Poon graduated from the National University of Singapore with a degree in Accountancy,and obtained her Masters degree in Accounting and Finance and PhD degree inFinance from Lancaster University. She is currently a Professor of Finance at ManchesterBusiness School, visiting professor at the National University of Singapore andwas recently appointed as a distinguished visiting professor at the Universityof Technology, Sydney. She is also a Board Member of the Numerical Algorithms Group (NAG).

Dr Poon has been contributed to doctoraltraining programming in the UK and Europe over a long period. In 2002, she setup the first ESRC funded UK wide Advanced Doctoral Training Programme inFinance and set up MSc Quantitative Finance and Financial Engineering and MScMathematical Finance at Manchester Business School in collaboration with theSchool of Mathematics in 2004. She managed the European framework 6 doctoraltraining program at Manchester. In 2008,she successfully led a European consortium of 19 university and industrypartners on a 3.7 million euro bid for research training in the theme of RiskManagement and Risk Reporting.

Dr Poon is internationally renownedfor her volatility research which was cited as reference readings on Nobel website.More recently, her interests have extended to derivatives and credit risk,liquidity and quantitative aspects of risk management. She has written three books and publishedwidely in peer reviewed journals including the Review of Financial Studies, Journalof Econometrics, Journal of EconomicLiterature, Journal of Banking andFinance, Journal of Business Financeand Accounting, Journal ofDerivatives, Journal of FuturesMarkets and Journal of EuropeanFinancial Management. She is the joint recipient of two best paper awards.

Forthcoming Invited Talks and Workshops:

2011 September - Manchester Business School, Staff Research Seminar (Institutional Investors and Market Liquidity during the Financial Crisis)
2011 November - Quant Congress, London (Variance Swap Premium)
2011 November - London Financial Studies (Volatility: Trading and Managing Risk)
2011 November - University of Readings, ICMA Centre, Henley Business School (Topic, TBC)

Invited speaker at International Conference Meetings:

2011 Quant Congress, London (Forthcoming, November)
2008 Inquire Europe, Bordeaux, October
2008 Incisive Volatility Symposium, London, December
2008-9 Enterprise Risk Management Symposium, Chicago (April 2008, April 2009)
2007 Mathematics and technology for optimised performance, NAG Northwest Seminar
2005 Eurandom workshop on “The Economics & Finance of Extremes”, Eindhoven, The Netherlands.
2002 London Mathematical Society Meeting on “Stochastic and Computation in Mathematical Finance”, University of Strathclyde, September 2002.
2001 Academia Sinica, International Quantitative Finance Conference, Taipei, July, 2001.
1998 Corporate dinner speaker at a two-day symposium on “After the Stock Market Crash” organised by UKM and INCOMST in Johore Barhu, Malaysia.
1990 Inquire UK, Cambridge

Presentations at International Conferences

American Finance Association (Boston 2000, New Orleans 2001)
Asia Pacific Finance Association (Kuala Lumpur 1997, Tokyo 1998, Shanghai 2000)
ASTIN (Manchester July 2008)
Bachelier Finance Society (Paris 2000)
British Accounting Association (Nottingham 1987, Bath 1989, Strathclyde 1993, Manchester 1998)
Enterprice Risk Management International Institute (Chicago April 2008, April 2009)
European Accounting Association (Venice 1994)
European Finance Association (Athens 1990, Rotterdam 1991, Lisbon 1992, Vienna 1997, Helsinki 1999, Berlin 2002)
European Financial Management Association Conference (London 1995, Paris 1999)
European Institute for Advanced Studies in Management (Brussels 1994)
Forecasting Financial Markets (2001, 2002)
French Finance Association, (Tunis 1994, Aix-en-Provence 1999)
NUS-RMI Risk Management Conference (Singapore 2008)
World Risk Insurance Economic Congress (Salt Lake City 2005)

Talks at Practitioners' meetings

Chicago Board of Trade (Rome 1999, Glasgow 2000)
Credit Commercial de France, Paris (1994)
Fortis - Mees Pierson Investment Bank, Amsterdam (1999)
Incisive Media, London (Volatility Modelling Dec 2008, Credit Risk Modelling 2010)
MSCI Barra, Berlekey (January 2009)
Numerical Algorithms Group (2007, Dec 2008)
Riskmetrics, London (February, 2008)
Scottish Institute for Research in Investment and Finance (Edinburgh 2000, Glasgow 2001)
Wilmott Seminar, London (February, 2008)

Presentations at University Research Seminars

Aarhus Business School (November 2004)
Cardiff Business School (April 2003)
Chicago University, Chicago Business School (1999)
Duisenberg School of Finance (May 2009)
Erasmus University, Erasmus Research Center for Financial Research (1999)
Exeter University, Xfi centre (2007)
HEC School of Management, Paris (1999)
Konstanz, University of, Department of Economics, Germany (June 2008)
Lancaster University (Feb 2008)
Manchester, Business School, UK (2001, 2008), School of Mathematics (2004), Economic Studies (2005, 2010)
Massey University, New Zealand (March 2010)
Nanyang Technological University, Singapore, Division of Banking and Finance (1998)
National University of Singapore, Department of Accounting and Finance (1998)
National University of Singapore, Risk management Institute (Jan 2009, Sep 2009, 2011)
National Universoty of Singapore, Department of Statistics (2010)
Reading University, ICMA Centre (2007, forthcoming November 2011)
Singapore Management University, Lee Kong Chian School of Business (2006, 2010, 2011)
University of Cyprus, Faculty of Economics and Management (Oct 2009)
University of Essex, Department of Accounting and Finance (2003)
University of Lausanne, HEC Institute of Banking & Financial Management, Switzerland (2000)
University of Tasmania, School of Economics and Finance (April 2010)
University of Techonology, Sydney (March 2010)
University of Wales, Bangor, School of Accounting, Banking and Economics (1996)
Victoria University of Wellington, New Zealand (March 2010, April 2011)