Professor Diz is the Martin J. Whitman Associate Professor of Finance. His research specialties are in the areas of trading, derivative securities, and value and distress investing. His work has been presented at academic as well as industry forums such as the American Stock Exchange (AMEX) Derivatives Colloquium, and the Forum for Managed Futures and Derivatives. Diz has consulted with several utilities and power companies on issues related to trading electricity, as well as with global companies like the Spanish futures exchange MEFF and the Caixa de Catalunya.
Selected Publications:
Distress Investing: Principles and Technique, with Martin J. Whitman, Wiley (2009).
“Simple and Cross Efficiency of CTAs Using Data Envelopment Analysis,” with Gregoriou, G.N., Rouah, F., and Satchell, S. in The European Journal of Finance, Vol. 11, No. 5, October (2005): 393-409.
"The Professional Costs of Chapter 11: A Different View," with Martin J. Whitman, Journal of Bankruptcy Law and Practice, Vol. 14, No. 2 (2005): 1-27.
"Simple and Cross-Efficiency of CTAs Using Data Envelopment Analysis," with Gregoriou, G.N., Rouah, F., and Satchell, S., Commodity Trading Advisors, Gregoriou, G.N., V.N. Karavas, F.S. L’habitant and F. Rouah (eds.), John Wiley and Sons Inc. 2004.
"The Effect of Management and Incentive Fees on the Performance of Commodity Trading Advisors,” in Commodity Trading Advisors (eds.) Gregoriou, G.N., Karavas, V.N., L’habitant, F.S., and F. Rouah, John Wiley and Sons Inc. 2004.
"The Global Macro Hedge Fund Graveyard," with Asgharian, M., Rouah, F., and Gregoriou, G. Journal of Derivatives Accounting, Vol. 1, No. 2, 2004, pp. 21-27.
"Commodity Trading Advisors’ Leverage and Reported Margin to Equity Ratios,” The Journal of Futures Markets, 2003.
"Are Investors Overinvested in Equities?" Derivatives Quarterly, Vol. 7, No 3, Spring 2001: 59-62.
Selected Publications- "The Professional Costs of Chapter 11: A Different View", The Journal of Bankruptcy Law and Practice, Vol. 14, No. 2, 2005, (with Whitman, M.)
- "The Effect of Leverage on the Performance of Commodity Trading Advisors", The Journal of Futures Markets, Vol 23, No. 10, October 2003
