Aparna Gupta Wins Financial Management Association Award

by Mary Martialay on January 25, 2019

Aparna Gupta, associate professor of quantitative finance and director of the Lally School of Management Center for Financial Studies at Rensselaer, won a 2018 “best paper” award from the Financial Management Association.

The paper was recognized as the best paper of 2018 in the discipline of derivatives and options. Gupta’s paper was co-authored by Runzu Wang and Yueliang Lu, graduates of the Lally School quantitative finance and risk analytics program.

Their paper, titled “Addressing Systemic Risk Using Contingent Convertible Debt,” was selected among 1,700 submissions. A full list of award recipients and a copy of the paper can be found online at: http://fmaconferences.org/SanDiego/Papers/CoCo_Paper_full_version.pdf.