Re-balancing hedge position with statistics of hedge ratios: concepts and applications (By Prof Chor-yiu SIN College of Technology Management, National Tsing Hua University)
On October 6 (Friday), 2023, Professor Chor-yiu SIN delivered a seminar on “Re-balancing hedge position with statistics of hedge ratios: concepts and applications”. During the seminar, Professor SIN presented his latest findings on hedge efficiency improvement with econometric models to the community of EdUHK.
Professor SIN has been a Professor of the Department of Economics, College of Technology Management of National Tsing Hua University (NTHU), Taiwan since 2014. He devotes to excellence in research on time series econometrics and financial econometrics. His research findings have been published in many international referee journals.
Professor Chor-yiu SIN was delivering the seminar.
Professor Chor-yiu SIN was delivering the seminar.
This seminar was jointly organised by the Department of Mathematics and Information Technology (MIT) and the Department of Social Sciences and Policy Studies (SSPS), supported by Master of Arts in Personal Finance Education Programme [MA(PFE)]. Academics and students from various majors attended the seminar.
Professor LI Wai Keung (standing), Dean of FLASS, delivered a brief introduction to Professor SIN at the start of the seminar.
Professor YU Leung Ho Philip (left), Head of Department of MIT, and Dr CHAN Kit Wa Anita (right), Associate Head of Department of SSPS presented a Certificate of Appreciation and a souvenir to Professor SIN (centre) as a gratitude
