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Dr Wing Cheung

  • wcheung at bournemouth dot ac dot uk
  • Senior Lecturer in Finance
  • EBC401,
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Biography

I have 15 years of financial industry practitioner-scholar experiences in leading quantitative finance research, research-led industry executive education and consulting, financial technology (FinTech) innovation and entrepreneurship. I published extensively in the quant methodology arena. My Behaviour-Consistent Portfolio Theory has influenced hundreds of professional fund managers around the world and enabled multiple inventions which won top FinTech awards in UK, Hong Kong, Singapore, China, and recognitions by Accenture, UBS, Alibaba etc. Previously, I headed investment-banking quant teams (No.1 in 2010 Institutional Investor (II) European “Quantitative Research” Survey) in London. While a practitioner, I spoke at professional and academic research conferences; taught at financial institutions and graduate schools; supervised PhD-level researchers; and peer-reviewed for academic journals and funding etc. I hold a PhD from Cambridge University, where I specialised in mathematical financial modelling.

Research

My research interests cover investment decision-making rationale, philosophy, behaviour and ethics; behaviour-consistent portfolio theorisation, optimisation and engineering; holistic factor and risk management; unified and cognitive investment decision process; investor skill versus luck; decision performance attribution (DPA); transparency, regulation and RegTech innovations; asset management and WealthTech innovations; and risk-neutral valuation of contingent opportunities etc.

Journal Articles

  • Cheung, W., 2012. The Augmented Black-Litterman Model: A Ranking-Free Approach to Factor-Based Portfolio Construction and Beyond. Quantitative Finance, 13 (2), 301-316.
  • Cheung, W., 2010. The Black-Litterman Model Explained. The Journal of Asset Management, 11 (4), 229-243.

Reports

Theses

  • Cheung, W., 2006. Credit Risk Modelling with Default-Triggered Acquisition. PhD Thesis. Department of Economics, University of Cambridge.