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Fernando Diz

Martin J. Whitman Professor of Finance
Director, Ballentine Investment Institute

(315) 443-3499
Room: 610
fdiz@syr.edu

PhD (agricultural finance), Cornell University

PhD (agricultural finance), Cornell University


Research Topics

  • Value
  • Control and distress investing
  • Financial distress
  • Investment banking
  • Credit analysis
  • Hedge funds

Professor Diz teaches courses on value investing, control investing, distress investing and financial modeling for investment banking, equity research, and credit analysis. 

Professor Diz is the Martin J. Whitman Professor of Finance. His research specialties are in the areas of value investing, control investing and distress investing. Diz is the author with Martin J. Whitman of Distress Investing: Principles and Technique, Wiley 2009, and Modern Security Analysis: Understanding Wall Street Fundamentals, Wiley 2013. Diz is the Director of the Ballentine Investment Institute and Managing Director and Program Director of the Orange Value Fund, LLC. For more info visit: www.orangevaluefund.com. 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 and he has been a consultant to the consultants for UBS Securities and Bear Stearns under the Elliot Spitzer Global Settlement of 2004.
 
Selected Publications: 

Modern Security Analysis: Understanding Wall Street Fundamentals, with Martin J. Whitman, Wiley (2013)

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 Effect of Leverage on the Performance of Commodity Trading Advisors", The Journal of Futures Markets, Vol 23, No. 10, October 2003
  • "The Professional Costs of Chapter 11: A Different View", The Journal of Bankruptcy Law and Practice, Vol. 14, No. 2, 2005, (with Whitman, M.)