Isenberg Research Beat 2003
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Research Grants and Awards
Stephen Brown, William Goetzmann, and Bing Liang. 2003. Fees on fees in funds of funds. One of the best paper awards in hedge funds at the 2003 European Financial Associate Meetings in Glasgow.
Bhaswar Gupta. Hedge fund strategy performance: Using conditional approaches. Funded with a grant from the Foundation of Managed Derivatives Research, 2003.
Hossein Kazemi and Thomas Schneeweis. Hedge funds and transparency. Funded with a grant from Alternative Investment Management Association, 2003.
Hossein Kazemi, Thomas Schneeweis, and Vassilios Karavas. Eurex derivative products in alternative investments: The case for hedge funds. Funded with a grant from European Exchange (EUREX), 2003.
Linda LaDuc and Holly Lawrence have been awarded a $1,000 Faculty Grant for Teaching, 2003-2004, to research pedagogically sound online writing instruction.
Linda Lowry received a grant from the Greater Northampton Chamber of Commerce to conduct a tourism profile for the Greater Northampton, MA, area.
Linda Lowry received a grant from the National Endowment of the Arts in conjunction with the Arts Extension Institute.
Anna Nagurney has received a two-year NSF grant of $400K entitled Knowledge Supernetworks: The modeling and management of the dynamics of complex business processes under risk and uncertainty. This is to supplement her grant with June Dong of SUNY Oswego and Patricia Mokhtarian of UC-Davis to address problems of national security. The first year is for $201,096 and the second year’s funding is for $198,904. The funding is with assistance provided by NSA. Anna will be working with Professor June Dong of SUNY Oswego (and an ISOM PhD '94) and with doctoral student, Tina Wakolbinger.
Anna Nagurney and her Supernetworks team have been awarded a second Industrial Ecology Fellowship from the AT&T Foundation.
Anna Nagurney has been invited by the Rockefeller Foundation's Bellagio Center to lead a team of three females at the Center located in northern Italy on Lake Como. From March 10-23, 2004, she and Professors Daniele from the University of Catania, Sicily, and Professor Cojocaru from Queen's University, Canada, will be researching the "Dynamics of Complex Networks in an Environment of Risk and Uncertainty: Theoretical Foundations and Applications to Global Supply Chain and International Financial Networks."
Norman Sondheimer is part of the interdisciplinary UMass team who in collaboration with colleagues at University of Pittsburgh have received an NSF Industry/University Cooperative Research Center (I/UCRC) award.
Norman Sondheimer, Richard Murray (Caltech), Al Wallace (RPI) and Peter Will (USC/ISI) are investigating the technical foundation for a new class of systems that reflect upon their operation, know what they are doing and improve over time. The potential resultant DARPA program will focus upon developing learning and reasoning approaches that identify and classify emergent behavior of physical equipment performance and utilization in dynamic environments. Norm is chairing the study for the Defense Advanced Research Agency’s Information Science and Technology Study Group under the sponsorship of the Agency’s Information Processing Technology Office.
James Theroux has won two national awards for his experimental work in teaching online cases. They are the “Quality in Teaching” award of the United States Distance Learning Association and the “Innovative Pedagogy” award of the Sloan Consortium.
Le Xu won the "Best Paper by a Ph.D. Student" award for her paper on One-year-ahead analysts' forecasts vs. the V/P ratio: the predictive power of the residual-income-based valuation model. 2003 annual meeting of the Northeastern Region of the American Accounting Association.
Editorships
Marta Calas and Linda Smircich are founders and editors of Organization.
Bhaswar Gupta is assistant editor of the Journal of Alternative Investments.
Hossein Kazemi is associate editor of The Financial Review, the official publication of the Finance Association.
Hossein Kazemi is on the editorial board of the Journal of Alternative Investments.
Bing Liang is on the editorial board of the Journal of Alternative Investments.
Anna Nagurney was appointed co-editor with Hans M. Amman of the Technical University at Eindhoven of the journal: Netnomics: Economic Research and Electronic Networking, published by Kluwer Academic Publishers, Dordrecht, The Netherlands.
Anna Nagurney is an associate editor of the following journals: Networks, Computational Economics, Journal of Economic Dynamics and Control, Annals of Regional Science, Computational Management Science, and The International Journal of High Performance Computing.
Robert Nakosteen is editor of Massachusetts Benchmarks.
Chris Roberts and Linda Shea are executive editors of the Journal of Hospitality and Tourism Education.
Thomas Schneeweis is editor of the Journal of Alternative Investments.
Other Research News
Sheila Bair. 2003. Testimony was given before the Senate Banking Committee (9/9/03), Oversight of the federal home loan bank system, and the House Committee on Financial Services (6/26/03), Serving the underserved: Initiatives to broaden access to the financial mainstream.
Marta Calas and Linda Smircich’s journal, Organization, celebrated its 10th anniversary at the academy meetings this year with a reception. The journal is also expanding to six issues (bi-monthly rather than quarterly) starting this January. The subtitle is changing from "the interdisciplinary journal of organization, theory, and society" to "the critical journal of organization, theory, and society" to better represent its orientation as well as the move in the Academy of Management to more recognition of critical work, including the critical management studies interest group.
On September 10, 2003, Anna Nagurney and her students Tina Wakolbinger, Li Zhao, Jose Cruz, Dmytro Matsypura, Ke Ke, and Fuminori Toyasaki hosted a mini-workshop on the management of knowledge intensive dynamic systems as part of a DOD/NSF site visit.
An interview with Anna Nagurney appeared in “Movers and Innovators” in Mass High Tech, December 15, 2003.
On October 24, the Supernetworks group held an Open House for the new Supernetworks lab for computation and visualization in the Isenberg School of Management in G28.
Alan Robinson’s upcoming book, Ideas are free: How the idea revolution is liberating people and transforming organizations has been selected by Barnes and Noble for its Success Library, a special display of a handful of leading business books. Also, W.H. Smith will be placing the book in a special display in its major airport bookstores across the nation.
Alan Robinson’s book, Corporate Creativity, was featured in the October edition of American Way, the official publication of American Airlines.
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