Dr. Nguyen Phuong Anh

EDUCATION

• PhD in Applied Mathematics, Toulouse University (with the French Government scholarship)
• Master of Applied Mathematics, Toulouse University (with the French Government scholarship)

RESEARCH INTERESTS

• Banking Risk Management, BASEL regulations, Bank Efficiency, M&A
• Applied Econometrics
• Optimization and Control

TEACHING COURSES

• Banking Risk Management
• Quantitative Methods for Finance
• Econometrics with Financial Application
• Research Methods in Finance

PUBLICATIONS

• Phuong Anh Nguyen, Michael Wolf, “Single-firm inference in event studies via the permutation test”. Empirical Economics 66, 2435–2450 (2024). https://doi.org/10.1007/s00181-023-02530-7
• Nguyen Phuong Anh, Nguyen Nhu Phuong, Le Huu Minh Duc, “Systemic risk and financial system network using Financial Risk Meter: the case of Vietnam”. Applied Economics, 56(9), 1012–1034. https://doi.org/10.1080/00036846.2023.2174936
• Nguyen Phuong Anh, Nguyen Thi Thanh Thuy, “The effect of mergers and acquisitions on the efficiency of Vietnam banking system during the structuring period”. Cogent Economics & Finance, 10(1). https://doi.org/10.1080/23322039.2022.2127221
• Nguyen Bao Ngoc, Nguyen Phuong Anh, “An Investigation of the Efficiency of Insurance Companies in Vietnam Using Data Envelopment Analysis and Malmquist Index”, Journal of Asian Finance, Economics and Business, Vol. 9(7), pp. 261-271, 2022.
• Nguyen Hoang Le Trang, Nguyen Phuong Anh, “The Impacts of Fiscal and Macroeconomic Factors on Vietnam Government Bond Yield”, International Journal of Economics and Finance, Vol 14(8), pp. 23-35, 2022.
• Luong Thi Minh Nhi, Nguyen Phuong Anh, “Optimal capital adequacy ratio for commercial banks: empirical evidence from Vietnam”, Journal of Asian Finance Economics Business, Vol. 8(10), pp. 47-56, 2021.
• Nguyen Phuong Anh, Dinh Thi Thuy Trang, “Factors Affecting Bank Risks in Vietnam”, International Journal of Economics and Finance, Vol. 13(10), pp. 42-53, 2021.
• Phuong Anh Nguyen, Bich Le Tran, Michel Simioni, “Optimal capital adequacy ratio: An investigation of Vietnamese commercial banks using two-stage DEA”, Cogent Business & Management, Vol. 8(1), 2021.
• Phuong Anh Nguyen, Thuy Anh Tram Uong, Quang Dung Nguyen, “How Small- and Medium-Sized Enterprise Innovation Affects Credit Accessibility: The Case of Vietnam,” Sustainability, Vol. 12 (22), pages 1-17, 2020.
• Phuong Anh Nguyen & Linh Dan (2020), Nonparametric analysis of bank merger gains: The case of Vietnam, Cogent Business & Management, 7:1, 2020.
  Ta Minh Tri, Nguyen Phuong Anh, Effect of Bank Merger on Efficiency using Stochastic Frontier Analysis: the case of Vietnam. Journal of Critical Reviews 7(16): 320-329, 2020.
• Nguyen Thi Thuy Huong, Nguyen Phuong Anh, Estimating efficiency gains from bank mergers in Vietnam using two-stage Data Envelopment Analysis. Journal of Critical Reviews, 7(16): 330-339, 2020.
• Huynh Thi My Linh, Nguyen Thi Ngoc Tram, Nguyen Phuong Anh: Target Risk of Portfolio with Return Constraints: Portfolio Optimization using Conditional Value-at-Risk, Journal of Mathematical Applications 16(1): 85-100, 2018.
• Phuong Anh Nguyen, Phan Tat Hien, Michel Simioni, “Productivity Convergence in Vietnamese Manufacturing Industry: Evidence using a Spatial Durbin Model”, Causal Inference in Econometrics, Vol. 622, Studies in Computational Intelligence, Springer, pp. 603-619 (2016).
• Phuong Anh Nguyen, Michel Simioni, “Productivity and Efficiency of Vietnamese Banking System: New evidence using Färe-Primont Index Analysis”, Applied Economics, Vol. 47, pp. 4395-4407 (2015).
• Zheng Wei, Tonghui Wang, Phuong Anh Nguyen, Multivariate dependence concepts through copulas, International Journal of Approximate Reasoning, Volume 65, 2015, Pages 24-33.
• Wei, Z., Wang, T., Li, B., & Nguyen, P. A. (2015). The joint belief function and Shapley value for the joint cooperative game. Econometrics of Risk, Studies in Computational Intelligence, Springer, pp. 115-133 (2015).
• Tran D. Hien, Nguyen Phuong Anh, “Towards Generalizing Baysian Statistics: A Random Fuzzy Set Approach”, Econometrics of Risk, Studies in Computational Intelligence, Springer, pp. 149-160 (2015).
• Phuong Anh Nguyen, Jean-Pierre Raymond, “Boundary stabilization of the Navier-Stokes equations in the case of mixed boundary condition”, SIAM Journal on Control and Optimization, Vol. 53, No. 5, pp. 3006-3039 (2015).
• Phuong Anh Nguyen, Michel Simioni, “Non-parametric Methods and Applications in Economics”, Vietnam Journal of Mathematical Applications, Vol. 12, No. 2, pp. 1-24 (2014).
• Nguyen Khac Minh, Pham Van Khanh, Nguyen Thi Minh, Nguyen Phuong Anh, “Productivity Growth, Technological Progress, and Efficiency Change in Vietnamese Manufacturing Industries: A Stochastic Frontier Approach”, Open Journal of Statistics, Vol. 2, No. 2, pp. 224-235 (2012).
• Phuong Anh Nguyen, Jean-Pierre Raymond, “Pointwise control of the Boussinesq System”, Systems and Control Letters, Vol. 60, pp. 249-255 (2011).
• Phuong Anh Nguyen, Jean-Pierre Raymond, “Control localized on thin structures for the linearized Boussinesq system”, Journal of Optimization Theory and Applications, Vol. 141, pp. 147-165 (2009).
• Phuong Anh Nguyen, Jean-Pierre Raymond, “Control localized on thin structures for semi-linear parabolic equations”, Nonlinear Partial Differential Equations and their Applications, Collège de France Seminar (Institut Henry-Poincare), Vol. XIV, 2002; Studies in Mathematics and its Applications, Vol. 31 (2002), pp. 591-645, North-Holland, Amsterdam, Elsevier.
• Phuong Anh Nguyen, Jean-Pierre Raymond, “Control problems for convection diffusion equations with control localized on manifolds”, ESAIM “Control, Optimization and Calculus of Variations”, Vol. 6, pp. 467-488 (2001).
• Huynh Tuan Cuong, Vo Xuan Hong, Nguyen Phuong Anh, Bank Efficiency Analysis and the Choice of Risk Control Variables: The Case of Vietnamese Commercial Banks. Proceedings of ICBMATH 2018.
• Nguyen Ngoc Son An, Nguyen Phuong Anh, PRICING THE INSURANCE PRODUCT WITH GENERALIZED LINEAR MODELS. Proceedings of Vietnam International Applied Mathematics Conference, 2017.
• Nguyen Thao Uyen, Le Dang Thuy Trang, Nguyen Phuong Anh, THE EFFICIENCY OF VIETNAMESE COMMERCIAL BANKS DURING THE RESTRUCTURING PERIOD USING DATA ENVELOPMENT ANALYSIS. Proceedings of Vietnam International Applied Mathematics Conference, 2017.
• Le Ngoc Truc Anh, Nguyen Phuong Anh, APPLYING PRINCIPAL COMPONENT ANALYSIS TO STOCK PORTFOLIO MANAGEMENT IN HO CHI MINH STOCK EXCHANGE. Proceedings of Vietnam International Applied Mathematics Conference, 2017.
• Cheol Lee, Nguyen Phuong Anh, Comparative analysis of determinants on ODA flowed from Korea and Japan to Asia. Proceedings of Vietnam International Applied Mathematics Conference, 2017.
• Viet Long Nguyen, Phuong Anh Nguyen, “Impact of Diversification on Efficiency of Commercial Banks: Evidence from Vietnam”, NIDA International Business Conference Proceedings (2017).
• Viet Long Nguyen, Phuong Anh Nguyen, Michel Simioni, “How non-performing loans affect the efficiency and productivity of Vietnamese commercial banks: A non-parametric assessment”, APIEMS Conference Proceedings (2015).
• Phuong Anh Nguyen, Phan Tat Hien, Michel Simioni, “Financial Ratios and Efficiency of Vietnamese Banks: A Semiparametric Approach”, New Perspectives in Business, Economics and Management Research and Practice International Conference Proceedings (2015).
• Vuong Duc Hoang Quan, Nguyen Phuong Anh, “Some issues in training Information Technology for the Banking sector”, Banking Technology Review Journal, Vol. 1 (2004) (in Vietnamese)
• Nguyen Viet Long, Nguyen Phuong Anh: Nợ xấu và hiệu quả hoạt động của Ngân hàng Thương mại tại Việt Nam (pp. 144-153). NXB Đại học Quốc gia TPHCM (October 2018)
• Nguyen Phuong Anh, Nguyen Viet Long: Sự đa dạng hóa tác động đến hiệu quả của Ngân hàng TM tại Việt Nam như thế nào? (pp. 135-143). NXB Đại học Quốc gia TPHCM (October 2018)
• Nguyen Khac Minh, Nguyen Phuong Anh, Vu Hung Phuong, Pham Khanh Linh, Dang Hoang Tung, “Assessing the enterprise-level productivity convergence of the economy under the impact of FDI”, pp. 119-144, Science and Technics Publishing House (2015) (in Vietnamese)