معرفی
Professor Ser-Huang Poon is a distinguished academic in Finance at Alliance Manchester Business School, University of Manchester. She serves as Professor of Finance within the Accounting & Finance department and has established herself as an internationally renowned researcher, particularly in volatility modeling and financial risk management.
Dr. Poon's educational background includes:
- Doctor of Philosophy in Volatility Time Series modelling and Forecasting from Lancaster University (1990)
- Master of Arts in Accounting and Finance from Lancaster University (1986)
- Bachelor of Accounting from National University of Singapore (1985)
Her research spans theoretical and empirical aspects of financial markets with particular expertise in volatility surface dynamics for option pricing and risk management. Her work extends to derivatives, credit risk, liquidity, and quantitative aspects of risk management. Notably, her research on gender diversity and socially responsible investment in mutual funds represents a significant contribution to sustainable finance. She has also made important contributions to understanding asset pricing, credit and default risk premiums in credit default swaps and options, and risk premiums associated with high moments in financial distributions.
Her recent publications demonstrate a strong focus on contemporary financial market phenomena, including analysis of social media's impact on trading behavior (particularly WallStreetBets discussions), price convergence between different financial instruments, and distributed data networks in global supply chains. These works reflect her ability to bridge traditional financial theory with emerging market structures and technologies.
Professor Poon has received numerous prestigious awards recognizing her scholarly contributions:
- 2016: Alliance Manchester Business School, Post Graduate Taught, Academic of the Year Nominee
- 2008: Financial Management Association Best Paper in Fixed Income Research
- 2005: Financial Analysts Journal Graham and Dodd Scroll Award for Excellence
- 2003: Article cited by Nobel website as reference reading in volatility
- 1983: Computer Programming, Top student award, Singapore Computer Society & National Productivity Board
- 1980: Singapore People's Scholarship Fund
As an educator and mentor, Professor Poon has supervised numerous PhD students who have gone on to successful careers in academia and finance. Her grant funding history is impressive, including €3.7 million Marie Curie Research Training Grant (with £929,023 direct funding in Manchester) for risk management research, £220,400 from Marie Curie on high performance computing in Finance, and £296,891 Alliance Manchester Business School Strategic Research Investment Fund for research on "Institutional Investors, Financial Innovation and the Real Economy." She has also led significant collaborative projects across Europe, establishing herself as a key figure in doctoral training programs in finance.
Professor Poon is actively involved in the Digital Futures research beacon at Manchester and has established collaborations across multiple institutions through her work with the Marie Curie fellowship program. Her research group focuses on the intersection of computational methods, financial theory, and real-world market applications, particularly in risk management and sustainable finance.
