Dr. Lau Wee Yeap

Biography

Dr. Lau has joined FEA since 2006 upon completing his doctoral studies in Japan. Currently, he is the Programme Coordinator of Master of Applied Statistics. He was formerly the Head, Department of Applied Statistics from May 2013 to July 2014. He is also an Associate Fellow of ILMIA. Prior to joining the academia, he worked for a number of years in financial institutions before being awarded the Monbusho Scholarship by the Ministry of Education and Science, Japan. He pursued his postgraduate studies in the Graduate School of Economics where he was supervised by Professor Emeritus Kazuhiko Nishina, former Dean and Vice President of Osaka University. In addition to presenting his work at Nippon Finance Association Conference in Tokyo (2004 & 2005), he was selected twice for the Asian FA / FMA Doctoral Student award for the Asian FA Conference in Kuala Lumpur (2005) and Auckland (2006). Apart from lecturing Statistics and Econometrics at FEA, he had also been invited to teach International Finance and Financial Econometrics at both the Faculty and Graduate School of Business (GSB), University of Malaya between 2009 and 2010. From Sept 2012 to May 2013, he was a Visiting Scholar at the Risk Management Institute, National University of Singapore (NUS), where he was a member of the research group in dynamics of credit rating. He also attended the Executive Education Program in Portfolio Management, Asset Allocation and Behavioral Finance conducted by Professor Burton Malkiel, Professor Yacine Ait-Shalia, Professor Harrison Hong and colleagues at the Bendheim Center for Finance, Princeton University in June 2013. He has been invited to contribute to Malaysia's Business Optimism Index (BOI) Study by Dun & Bradstreet in 2014-15 and authoring a professional text for the Malaysian Insurance Institute (MII) in 2015. He has worked and supervised students in the area of applied finance, economics and econometrics, specifically in the area related to the financial economics and capital market. His earlier work establishes the relationship between equity style and fund performance (MF, 2007). His recent work establishes the existence of economic content and information transmission in equity style indices of which are useful as leading economic indicators (Ekonomie a Mgmt, 2015). His recent joint work with a co-researcher has new findings for spot-futures relation in CPO market (Resources Policy, 2017). He has been invited to present his work in BNM Economics Research Workshop, Malaysian Statistics Conference and the ISBIS Conference in Barcelona. To date, 6 of his Ph.D. students have graduated and 23 of his Master students have completed their research papers. He was one of the founding members of Global Association of Risk Professional (GARP) chapter in Malaysia where he also became a member of the Executive Committee. At present, he serves as the Hon. Secretary to Malaysian Finance Association (2015/16, 2016/17 and 2017/18) and Hon. Treasurer to Malaysian Economic Association (2014-2016, 2016-2018). He also serves as reviewers for ISI-indexed journals like Applied Economics, Investment Analyst Journal and Singapore Economic Review, etc.

Research Interest

Capital Market Financial Economics Applied Financial Econometrics (return-based style analysis, information transmission) Applied Finance (portfolio management, equity style management, asset pricing, futures market, VaR) Applied Econometrics