Wong, Albert Chun-shan

BSocSc (HKU); Dip.Math.Stat. (Cantab); PhD (HKU); FSA

Associate Professor

Contact

Department of Finance

Room 1211, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong

+852 3943 7648

albertw@baf.cuhk.edu.hk

Teaching Area and Research Interest

Financial Time Series Analysis
Actuarial Science

  • Grants
    • “Estimating Portfolio Value-at-Risk with Multivariate Mixture Time Series Models (利用多變數混合時間列序模型估計投資組合的風險值)”, Earmarked Grants awarded by Research Grants Council, 2006-2008
    • “Actuarial Applications of Mixture Gaussian Time Series Models (混合時間列序模型的精算應用)”, Earmarked Grants awarded by Research Grants Council, 2003-2006