Prof. WONG Chak Sham Michael 王泽森
Certificate - "From Startup to Scale-up Nation" (Tel Aviv University)
Certificate - Innovation & Entreperneurship (Hebrew University of Jerusalem)
Certificate - Executive Coaching (University of Cambridge)
Certificate - Fintech (Massachusetts Institute of Technology)
Certificate - Venture Capital (University of California, Berkeley)
PhD - Finance (The Chinese University of Hong Kong)
MA - Social Science Data Analysis (University of Essex)
MPhil - Finance (University of Cambridge)
Associate Dean (Global Executive Programmes)
Associate Professor
证书-“从创业到扩大国家”(特拉维夫大学)
证书-创新与创业(耶路撒冷希伯来大学)
证书-高管教练(剑桥大学)
证书-金融科技(麻省理工学院)
证书-风险投资(加州大学伯克利分校)
金融学博士(香港中文大学)
社会科学数据分析硕士(埃塞克斯大学)
金融哲学硕士(剑桥大学)
副院长(全球执行课程)
副教授
香港中文大学金融学博士,香港城市大学经济及金融系副教授。
自1993年进入香港城大工作以来,王博士专门从事教学工作、及指导MBA, MSc和 DBA学生。目前,王博士已发表60部学术著作,被广泛认为是银行风险管理领域的亚洲专家。王博士在风险流程再造方面为很多银行提供建议,并旁听他们的风险模型和风险相关系统。同时,他也帮助律师事务所就资产估值和复杂的金融产品争议提供专家证人。在2008—2010年休假期间,王博士建立基于香港的信用评级机构CTRISKS,旨在发展信用评级和风险咨询服务。
王博士分别毕业于剑桥大学、英国埃塞克斯大学、香港中文大学。在1998 - 2002年,加入全球金融风险管理委员会,同时参与促进风险管理教育和全球金融风险管理考试,目前该考试现已成为世界最著名的金融风险管理专业考试。另外,他也担任香港证券和投资机构以及香港银行学会审查员。2014年,王博士与 Leon Zhao成立金融计算实验室,并担任实验室创会理事。
王教授在香港城市大学担任多个职位。他是商学院副院长(全球高管课程)和全球EMBA主任,经济与金融系金融学副教授,创新学院副教授。他的专业领域包括国际银行、风险管理、金融市场和创业融资。
黄教授曾为亚洲各地区的中央银行和商业银行提供咨询服务,重点是风险管理和巴塞尔委员会规则的实施。他还为公司董事会和监管机构准备了独立的风险评估报告,并在涉及复杂金融交易的法律纠纷中担任专家证人。王教授曾任全球风险专业人员协会FRM委员会创始成员、香港证券及投资学会及香港银行家学会专业考试主考人,以及香港市场失当行为审裁处委员。
王教授分别于香港中文大学、埃塞克斯大学及剑桥大学取得金融及数据分析研究生学位。他在城大担任金融、银行和金融工程硕士课程主任超过12年,并监督了17名博士/DBA学生的毕业。他的教学卓越获得了全校范围内的教学卓越奖。黄教授的研究已被大学认可为教资会研究评估工作的高影响力案例。他还曾担任两本关于可持续金融和可持续投资的学术期刊的编辑,在种子轮和天使轮融资中担任城大香港科技300强的评审团成员,以及人工智能金融技术实验室的高级科学家。
2014年多伦多大学Rotman International Trading Competition全球第8名(担任团队顾问)
2013年旧金山FinCapDev Competition成就奖
剑桥大学Cambridge Commonwealth Trust奖学金
英国埃塞克斯大学社会科学资料分析暑期班ECPR奖学金
香港中文大学青年学者论文奖
香港城市大学教学杰出奖
Selected Publications
Journal Publications and Reviews
Wang, Shuangao; Zhang, Shiyun ; Xi, Guiquan ; Wong, Michael C. S. / Analysis of Innovation Efficiency and Influencing Factors of Listed Companies In Beijing-Tianjin-Hebei Economic Zone Based on Improved DEA. June 2024; In: Insights Into Regional Development. Vol. 6, No. 2, pp. 24-47
Wong, Michael C. S.; Li, Wei / Investigating ESG Funds in China: Management Fees and Investment Performance. June 2024; In: International Journal of Financial Studies. Vol. 12, No. 2
Wong, Michael C. S.; Ho, Ho Ming / Correction: Wong, M.C.S.; Ho, H.M. A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans. Sustainability, 2023, 15, 11808. March 2024; In: Sustainability (Switzerland). Vol. 16, No. 6
Wong, Michael C. S.; Ho, Ho Ming / A Framework for Integrating Extreme Weather Risk, Probability of Default, and Loss Given Default for Residential Mortgage Loans. August 2023; In: Sustainability. Vol. 15, No. 15
Li, Wei; Wong, Micheal C.S.; Cenev, Jovan / Corrigendum to “High Frequency Analysis of Macro News Releases on the Foreign Exchange Market A Survey of Literature” [Big Data Res. 2 (1) (2015) 33–48]. February 2022; In: Big Data Research. Vol. 27
Wong, Michael / Business Innovation and Chief Innovation Officer (CINO). September 2020; In: ManageView . Vol. 2020, No. 2, pp. 14-16
WONG, Michael Chak Sham; BHATTI, Waleed Irfan / Developing International Sukuk in East Asia: Implications from Hong Kong Sukuk. November 2019; In: Journal of Asian Finance, Economics and Business. Vol. 6, No. 4, pp. 9-17
Wong, Michael Chak Sham ; Yap, Richard Chin Yee / Social Impact Investing for Marginalized Communities in Hong Kong: Cases and Issues. May 2019; In: Sustainability. Vol. 11, No. 10
Wong, Michael CS; Li, Wei / Do Macro News Surprises of the US Affect Forex Implied Volatility? The Evidence of Japanese Yen in 1997-2015. January 2019; In: Journal of Stock and Forex Trading. Vol. 7, No. 1
Kyophilavong, Phouphet; Wong, Michael C. S.; Souksavath, Somchith; Xiong, Bin / Impacts of trade liberalization with China and Chinese FDI on Laos: evidence from the CGE model. July 2017; In: Journal of Chinese Economic and Business Studies. Vol. 15, No. 3, pp. 215-228
Wong, Michael C S / Countercyclical corporate strategies. June 2017; In: South China Elite . No. 1, pp. 66-77
WONG, Chak Sham; Li, Stephen C Y; Ku, Anthony C T / Impacts of Intellectual Capital on Profitability: An Analysis on Sector Variations in Hong Kong. August 2015; In: Journal of US-China Public Administration. Vol. 8, No. 12, pp. 614-616
Li, Wei; Wong, Micheal C.S.; Cenev, Jovan / High Frequency Analysis of Macro News Releases on the Foreign Exchange Market: A Survey of Literature. March 2015; In: Big Data Research. Vol. 2, No. 1, pp. 33-48
Tung, Humphrey KK; Wong, Michael CS / On the formulation of credit barrier model using radial basis functions. September 2014; In: Journal of the Operational Research Society. Vol. 65, No. 9, pp. 1437-1452
Wong, Michael C.S. / Guest Editor's introduction: Emerging market risk management. May 2014; In: Emerging Markets Finance and Trade. Vol. 50
Batten, Jonathan A.; Szilagyi, Peter G.; Wong, Michael C.S. / Stock market spread trading: Argentina and Brazil stock indexes. May 2014; In: Emerging Markets Finance and Trade. Vol. 50, No. Supplement 3, pp. 61-76
Hu, Daning; Zhao, J. Leon; Hua, Zhimin; Wong, Michael C. S. / NETWORK-BASED MODELING AND ANALYSIS OF SYSTEMIC RISK IN BANKING SYSTEMS. December 2012; In: MIS Quarterly. Vol. 36, No. 4, pp. 1269 - 1291
Zhou, Kaiguo; Wong, Michael / Timing ability of China mutual fund investors. September 2012; In: Emerging Markets Finance and Trade. Vol. 48, pp. 116-128
Cai, Jinghan; Ouyang, Hongbing; WONG, Chak Sham / The Bear Market in China: Which Trades Push the Stock Prices Down?. 2011; In: Annals of Financial Economics. Vol. 6&7, pp. 30 - 62
Tung, H. K K; Wong, M. C S / Financial risk forecasting with nonlinear dynamics and support vector regression. May 2009; In: Journal of the Operational Research Society. Vol. 60, No. 5, pp. 685-695
WONG, Chak Sham Michael / Building Internal Ratings-based Systems: Asian Bank Challenges. December 2008; In: Journal of Regulation & Risk North Asia. Vol. 1, No. 1, pp. 83 - 88
Wong, Anson L.K.; Wong, Michael C.S. / Examining the performance of venture-backed companies in the Hong Kong IPO market. September 2008; In: Journal of Private Equity. Vol. 11, No. 4, pp. 28-41
Zhou, Kaiguo; Wong, Michael C. S. / The determinants of net interest margins of commercial banks in Mainland China. September 2008; In: Emerging Markets Finance and Trade. Vol. 44, No. 5, pp. 41-53
Wong, Michael Chak-sham; Lam, Yat-fai / Macro stress tests and history-based stressed PD: the case of Hong Kong. August 2008; In: Journal of Financial Regulation and Compliance. Vol. 16, No. 3, pp. 251-260
王坤; 王澤森 / 利用評估值編制商業房地產表現指數的方法,缺陷及其解決方法. 2008; In: 技術經濟與管理研究. Vol. 1, pp. 103 - 105
王澤森; 王坤 / BOT在香港隧道項目中的應用: 經驗與教訓. 2007; In: 國際經貿探索. Vol. 9, pp. 26 - 30
王坤; 王澤森 / 銀行業房地產信貸風險成因及對策. 2007; In: 金融理論與實踐. Vol. 5, pp. 18 - 20
Wong, Michael C.S.; Luk, Sherriff T.K.; Li, Stephen C.Y. / Equity ownership and management control in sino-foreign joint venture hotels. January 2005; In: Service Industries Journal. Vol. 25, No. 1, pp. 117-133
Chong, Bessie; Wong, Michael / Crafting an effective customer retention strategy: a review of halo effect on customer satisfaction in online auctions. 2005; In: International Journal of Management and Enterprise Development. Vol. 2, No. 1, pp. 12-26
Chong, Bessie; Martinsons, Maris G.; Wong, Michael / Adoption of e-learning for work-based training: an exploratory study of the Hong Kong apparel industry. 2004; In: International Journal of Innovation and Learning. Vol. 1, No. 3, pp. 312-326
Wong, Michael Chak Sham; Cheng, Wai Yan; Wong, Clement Yuk Pang / Market risk management of banks: Implications from the accuracy of value-at-risk forecasts. January 2003; In: Journal of Forecasting. Vol. 22, No. 1, pp. 23-33
Cai, Jun; Cheung, Yan-Leung; Wong, Michael C. S. / What moves the gold market?. March 2001; In: Journal of Futures Markets. Vol. 21, No. 3, pp. 257-278
Wong, Michael C. S.; Cheung, Yan-Leung; Wu, Lifan / Insider trading in the Hong Kong stock market. 2000; In: Asia-Pacific Financial Markets. Vol. 7, No. 3, pp. 275-288
Wong, Michael Chak-Sham; Cheung, Yan-Leung / The practice of investment management in Hong Kong: Market forecasting and stock selection. August 1999; In: Omega. Vol. 27, No. 4, pp. 451-465
Wong, Michael C. S. / Fund management performance, trend-chasing technical analysis and investment horizons: A case study. February 1997; In: Omega. Vol. 25, No. 1, pp. 57-63
Wong, Michael C. S. / Market reactions to several popular trend-chasing technical signals. November 1995; In: Applied Economics Letters. Vol. 2, No. 11, pp. 449-456