Research output per year
Research output per year
Personal profile
About
Julie (Thuy Dung) Ngo joined LMU Department of Finance in fall 2023. Her broad research interests include investments and corporate finance. Currently, she is doing research focusing on the US mutual fund industry, derivatives, and Fintech. Before joining LMU, she taught Investments and Financial Markets & Institutions at Auburn University. She is also a Chartered Financial Analyst (CFA Charter holder).
Research output
- 3 Article
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Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions
Hilliard, J. E., Hilliard, J. & Ngo, J. T. D., Sep 2024, In: Journal of Commodity Markets. 35, 100408.Research output: Contribution to journal › Article › peer-review
Open Access -
Linking executive pay to ESG goals: the role of board gender diversity
Le, T. D. & Ngo, J. T. D., Oct 24 2024, In: International Journal of Managerial Finance. 20, 5, p. 1342-1367 26 p.Research output: Contribution to journal › Article › peer-review
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Bitcoin: jumps, convenience yields, and option prices
Hilliard, J. E. & Ngo, J. T. D., 2022, In: Quantitative Finance. 22, 11, p. 2079-2091 13 p.Research output: Contribution to journal › Article › peer-review
Open Access