个人简介

Academic Qualifications Ph.D. in Economics and Finance, RMIT (Royal Melbourne Institute of Technology) University, Australia MA in Quantitative Analysis for Business, City University of Hong Kong, Hong Kong MBA, in Banking and Finance, University of Macau, Macau BBA, in Accounting, University of Macau, Macau Related Working Experiences Assistant Professor in Decision Sciences, FBA, University of Macau Lecturer, FBA, University of Macau Teaching Assistant, FBA, University of Macau High School Teacher, Macau Pui Ching Middle School Teaching Undergraduate Courses Statistics and Data Analysis (ISOM2002 (QMDS200)) Probability and Statistics (QMDS201) Data Analysis and Modeling (QMDS202) Econometrics I (BECO200 / ECIF311) Business Mathematics (QMDS100 / MSOR100) Survey Calculus (MSOR103) Statistics I (MSOR210) Statistics II (MSOR211) Graduate Courses Statistics (ISOM7001 (QMDS700))

研究领域

Accounting Model Building Analysis of Tracking Error of Exchange Traded Funds (ETFs) Price Linkages between Mutual Funds and Stock Markets Mutual Fund Risk-Adjusted Performance Analysis Market Timing Ability of Mutual Fund Managers Mutual Fund Performance Persistence

Research Projects Determinants of Tracking Errors in Japan-listed ETFs, funded by the Research Committee of University of Macau, 2017-2018, Principal Investigator

近期论文

查看导师最新文章 （温馨提示：请注意重名现象，建议点开原文通过作者单位确认）

Chu P.K.K., (2020), Study on the nonlinear and chaotic behavior of exchange traded funds listed in Hong Kong Stock Exchanges, Journal of Prediction Markets , 13(2), 45 – 62 Chu P.K.K., (2017), Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50, Review of Pacific Basin Financial Markets and Policies, 19, 22-47 Qiao Z., Chu P.K.K., (2014), Does Fine Wine Price Contain Useful Information to Forecast GDP? Evidence from Major Developed Countries, Economic Modelling, 38, 75 – 79 (ABS2) Chu P.K.K. , (2014), Study on the Diversification Ability of Fine Wine Investment, Journal of Investing, 23, 123 – 139 Chu P.K.K. , (2011), Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs), Journal of International Financial Markets, Institutions & Money, 21, 792-810 (ABS3) Chu P.K.K., (2010), Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs), Applied Financial Economics, 21, 309-315 (ABS2) Chu P.K.K., (2010), The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF), International Review of Financial Analysis, 19, 281-288 (ABS3) Chu P.K.K., McKenzie M., (2008), A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund, Review of Pacific Basin Financial Markets and Policies, 11, 617-650 Chu P.K.K. , (2003), Study on Non-random and Chaotic Behavior of Chinese Equities Markets, Review of Pacific Basin Financial Markets and Policies, 6, 199-222. Chu P.K.K. , (2001), Study on Chaos and Nonlinear Dynamics in Chinese Stock Markets, Euro Asia Journal of Management, 22, 5-28 Chu P. K.K., Chu T., Siu P.L., Un M.W., Young I.M., (2000), The Study of Role of Chinese Women in Managing Companies in Macao, Euro Asia Journal of Management, 19, 47-63 Selected Books and Book Chapters Chu, P.K.K. (2007) Performance Persistence of Pension Fund Managers: Hong Kong Mandatory Provident Funds (MPF Evidences, International Finance Review Asia-Pacific Financial Markets: Integration, Innovation and Challenges, 8: 393-424. Selected Conference Papers Chu, P.K.K. (2007) A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF). Proceedings of the 20th Australasian Finance and Banking Conference in Sydney, Australia. Chu, P.K.K. (2007) University Students’ Conceptions of Probability. Proceedings of the 56th International Statistical Institute Conference in Lisbon, Portugal. Chu, P.K.K. (2006) Performance Persistence of Pension Fund Managers:Hong Kong Mandatory Provident Funds (MPF) Evidences. Proceedings of the 19th Australasian Finance and Banking Conference in Sydney, Australia. Chu, P.K.K. (2006) Performance Evaluation Using Conditional Alpha: Hong Kong Mandatory Provident Fund Evidences. Proceedings of the 6th Hawaii International Conference on Business in Honolulu, Hawaii, USA. Chu, P.K.K. (2003) An Empirical Study on GARCH Filters by the BDS Test: Study on Chinese Stock Markets. Proceedings of the 54th International Statistical Institute Conference in Berlin, Germany. Chu, P.K.K. (2001) Using BDS Statistics to Detect Nonlinearity in Time Series. Proceedings of the 53rd International Statistical Institute Conference in Seoul, Korea.

学术兼职

Member of International Statistical Institute Member of International Association of Statistical Education Member of The Hong Kong Statistical Society Member of The Royal Statistical Society Member of Accounting and Finance Association of Australia and New Zealand