Charles Sturt University
Charles Sturt University

Dr Alfred Huah-Syn Wong

Dr Alfred Huah-Syn Wong

Dr Alfred Wong is a lecturer in finance. He holds a Masters degree in Financial Management from the University of Queensland and PhD in Finance from RMIT University. He teaches subjects in financial management, financial risk management, banking and financial planning. Prior to his lecturing career, he worked as an accountant in the banking industry where his primary responsibility was financial reporting. Alfred is also a qualified Financial Risk Manager (FRM), which is certified by the Global Association of Risk Professionals, USA.

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Teaching Responsibilities

Undergraduate level
  • FIN211 Financial Management
  • FIN331 Financial Planning
  • FIN360 Treasury Risk Management
Postgraduate level
  • FIN521 Corporate Treasury Management
  • FIN560 Introduction to Financial Planning 

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Research Focus

  • Asset Pricing
  • Risk Management
  • Portfolio Theory
  • Pricing of Derivatives
  • Issues in Personal Finance

Grants and Awards

  • CSU PhD Writing Up Award 2010 ($5,000)
  • CSU Competitive Grant Award 2010 ($10,191)
  • RMIT University Research Prize 2010 ($1,000)
  • CSU Seed Grant 2007 ($3,000)

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Professional Activities

  • Financial Risk Manager (Global Association for Risk Professional, New Jersey, USA) 

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Selected Publications

Refereed Conference Papers
  • Wong, A. (2007). Interrelation of volatility smile and GARCH-based volatility estimator: Evidence from the Australian dollar. Seventh International Business Research Conference. December. Sydney, Australia.
  • Wong, A., & Chan, E. (2007). Profitability of volatility trading using simple trading rules. 14th Annual Global Finance Conference. April. Melbourne, Australia.
  • Wong, A. (2006). Variance-ratio test of random walk hypothesis in the over-the-counter currency option market. International Conference on Contemporary Business (3rd). 21-22 September, Leura, Australia.
Working Papers
  • Volatility Trading Using Simple Moving-Average Trading Rules: Explores the profitability of technical trading rules for volatility trading in the over-the-counter currency option market.
  • Foreign Exchange Implied Volatility and the Random Walk Hypothesis: Examines the time series behaviour of implied volatility of various maturities.
  • The Dynamics of Volatility Smile and Foreign Exchange Risk: This paper investigates both the cross-sectional and time series behaviour of implied volatility. It uses quoted implied volatility datasets of various maturities and exercise prices.
  • Foreign Exchange Volatility Prediction: Integrating Volatility Smile with Implied Volatility: This paper provides a study on how the dynamics of volatility smile may affect the forecasting performance of at-the-money implied volatility.
  • The Information Content of Out-of-money Currency Option Contracts: This paper uses out-of-money implied volatility as forecasts of future volatility and compares their performance against GARCH-based volatility estimates over a common forecasting period.

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