Dr. Lan Ma Nygren

Assistant Professor II

• Email Address: lnygren@rider.edu
• Phone: (609) 895-5533
• Office: Sweigart Hall 366
• View My Office Hours
• Mailing Address: 2083 Lawrence Road, Lawrenceville, NJ 08648

Background Information

• Doctorate in Statistics, 2003, New York University, Statistics
• Master in Economics, 1997, Ohio State University, Economics
• Master of Science, 1995, Renmin University, Beijing, China, Statistics
• Bachelor’s of Science, 1992, JiangSu Institute of Technology, Statistics

Refereed Articles

• Meric, I., Ratner, M., Nygren, L. M. , & Meric, G. (2007).  Co-Movements of Latin American Equity Markets Before and After September 11, 2001. Latin American Business Review.
• Meric, I., Eichhorn, B., Nygren, L., & Meric, G. (2007).  Co-Movements of U.S., Japanese, and European Equity Markets Before and After September 11, 2001: Global Portfolio Diversification Implications. Journal of Management Science.
• Nygren, L. M. & Simonoff, J. S. (2007).  Bright Lights, Big Dreams - A Case Study of Factors Relating to the Success of Broadway Shows. Case Studies of Business, Industry, and Government Statistics, 1 (1), 1-14.
• Nygren, L. M. (2006).  Portfolio Optimization with Downside Constraints. Mathematical Finance , 16 (2), 283-299.
• Nygren, L. M. (2006).  Likelihood Subgradient Densities. Journal of American Statistical Association, 101 (475), 1144-1156.
• Nygren, L. M. (2003).  An Empirical Study of Factors Relating to the Success of Broadway Shows. Journal of Business, 76 (1), 135-150 .
  

Presentation of Refereed Papers 
International

• Nygren, L.M. (2007, July). Approximately Optimal Continuous Stopping Boundaries in A One-Sided Standard Sequential Test.   Presented at First International Workshop in Sequential Methodologies, Auburn, Alabama.
• Nygren, L.M. (2006, November). Partial Hedging Using Malliavin Calculus.   Presented at INFORMS Annual Meeting , Pittsburgh, Pennsylvania.
• Nygren, L.M. (2005, July). Portfolio Optimization with Downside Constraints.   Presented at 13th INFORMS/Applied Probability Society Conference , Ottawa, Canada.
• Nygren, L.M. (2004, June). Hedging Using Malliavin Calculus.   Presented at 12th INFORMS/Applied Probability Society Conference, Beijing, China.

National

• Nygren, L.M. (2006, August). Partial Hedging Using Malliavin Calculus.   Presented at Joint Statistical Meetings, Seattle, Washington.
  

Presentation of Non-Refereed Papers
Local

• Nygren, L. M. (2005, October). Portfolio Optimization with a Partial Hedging Investor. WIP Seminar Presentation, Rider University, Lawrenceville, New Jersey.
• Nygren, L. M. (2003, November). Portfolio Optimization with Downside Constraints. WIP Seminar Rider University , Lawrenceville, New Jersey.
• Nygren, L. M. (2003, January). Hedging Using Malliavin Calculus.   Invited presentation at Citigroup Smith Barney Fixed Income Research Group, New York, New York.
• Nygren, L. M. (2002, May). Hedging Using Malliavian Calculus. Ph.D. Seminar, Dept. of Statistics, New York University, New York , New York.
  

Honors:
2007:  Recognized by Andrew Rider Scholar as the person who influenced his accomplishment the most, Rider University.
2007:  Biography selected to be included in 62nd Edition of Who's Who in America, Marquis Who's Who.
2007:  Biography Appeared in Who's Who Among America's Teachers (11th Edition), Who's Who Among America's Teachers.
2002:  Received a letter from the Dean of Stern School of Business, New York University recognizing distinguished teaching performance in spring, September 2002, Stern School of Business, New York University.

Awards:
2007:  Davis Fellowship, College of Business Administration, Rider University.
2006:  Davis Fellowship, College of Business Administration, Rider University.
2004:  Summer Research Fellowship, Rider University.
2002:  W. Edwards Deming Fellowship, New York University.