• English

    • Dr SIU Yam Wing （蕭蔭榮博士）
    PhD (University of London)
    MSc (Distinction) (University of London)
    BEng (Hons) (PolyU)

    Assistant Professor
    Associate Programme Director of BBA-FB Programme
    Department of Economics and Finance

    電話 : (852) 3963 5257
    電郵 :
    ywsiu@hsu.edu.hk


    Dr Siu is an Assistant Professor and the Associate Programme Director of BBA(Hons) in Finance and Banking.  He joined the Hang Seng University of Hong Kong in August 2013. Before he joined the University, he was with the Hong Kong Securities and Investment Institute where he organized and delivered many professional training courses to finance practitioners. Prior to that, he was a practitioner himself and had worked in several renowned financial institutions. He specializes in equity, derivatives and financial/risk control, portfolio management and private wealth management. Professionally, he is a holder of CFA, FRM and MHKSI designations.

    Research and Teaching InterestsIntellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.)Business and Professional Engagement/Membership
    TopResearch and Teaching Interests
    • Convolution, expected shortfall, market risk, numerical simulation, portfolio management, risk management, value at risk, volatility index.
    TopIntellectual Contributions (Publications, Conferences, Books, Book Chapters, etc.)
    Publications:
    • Cheng, L. T. W., Siu, Y. W., Wong, A., Wong, P., Armatas, C., & Yuen, K. P. (2024). Perceived employability during the COVID-19 pandemic in Greater Bay Area (GBA) of China. Chinese Economy, 1–21. https://doi.org/10.1080/10971475.2024.2398962
    • Lei, H. W. L., Siu, Y. W., Yau, L. N. B., & Zhang, W. V. (2024). Perception-reality gap on the benefits brought by female directors in Hong Kong. CGi, the Journal of the Hong Kong Chartered Governance Institute, May Issue, 28-32.
    • Zhao, G., Cheong, T. S., Tung, B., & Siu, Y. W. (2023). The characteristics of the financially vulnerable groups impacted by COVID-19 and other factors. Sustainability, 15(10), 8163. https://doi.org/10.3390/su15108163
    • Ma, N., Siu, Y. W., Cheong, T. S., & Tung, B. (2022). Impact of COVID-19 on lifestyle and financial behaviour: The implications to research in financial vulnerability. Frontiers in Psychology, 13, Article 1073017. https://doi.org/10.3389/fpsyg.2022.1073017
    • Li, S., Siu, Y. W., & Zhao, G. (2021). Driving Factors of CO2 emissions: Further study based on Machine learning. Frontiers in Environmental Science, 9. https://doi.org/10.3389/fenvs.2021.721517
    • Siu, Y. W. (2021). Evolution of probability distributions by convolution approach. The Hang Seng University of Hong Kong Business Review, 3(3), 5-16.
    • Siu, Y. W. (2022). Convolution approach for value at risk estimation. Review of Pacific Basin Financial Markets and Policies, 25(01). https://doi.org/10.1142/s0219091522500059
    • Siu, Y. W. (2019). Impact of expected shortfall approach on capital requirement under BAseL. Review of Pacific Basin Financial Markets and Policies, 22(04), 1950025. https://doi.org/10.1142/s0219091519500255
    • Siu, Y. W. (2018). Volatility forecast by volatility index and its use as a risk management tool under a Value-at-Risk approach. Review of Pacific Basin Financial Markets and Policies, 21(02), 1850010. https://doi.org/10.1142/s0219091518500108
    TopBusiness and Professional Engagement/Membership
    • Healthy Budgeting Family Debt Counselling Centre of Tung Wah Group of Hospitals: Evaluation of the Effectiveness of Financial Education Programs and Youth Entrepreneurship Programs for the Students of Secondary Schools.
    • CFA, Charterholder of CFA Institute
    • FRM, Certified Member of the Global Association of Risk Professionals
    • MHKSI, Ordinary Member of Hong Kong Securities and Investment Institute