Full CV

Ph.D., Statistics, The Wharton School, University of Pennsylvania, 2003

M.A., The Wharton School, University of Pennsylvania, 2002

B.Sc Economics, The Wharton School, University of Pennsylvania, 2000

Academic Positions Held

Current Appointment:

Assistant Professor, Singapore Management University (2003 – Present)

Honors & Awards

Most Promising Teacher (2005)

J. Parker Bursk Memorial Prize (2002)

University Scholar (1998 – 2000)

Joseph Wharton Scholar (1998 – 2000)

Dean's List (1998 – 2000)

Class of 1880 Prize Examination: First Prize (1999)

Society of Actuaries Examination Prize: Second Prize (1999)

Courses Taught in SMU

Finance

Portfolio Management

Research Areas

Yield curve models

Portfolio Theory

Mutual Funds

Empirical Asset Pricing

Current Projects

Expected Volatility, Unexpected Volatility, and the Cross-section of Stock Returns

A Two-Step Recursive Parameter Estimation Technique Using Cross-Sectional and Time-Series Data

Division of Labor and Specialized Expertise in Organizational Decision Making

Earnings Management and Seasoned Bond Offerings: Do Managers Mislead the Bond Market?

Forecasting Eurodollar Futures using the CFRS Model

Forecasting Convenience Yields

Which Curve to Ride?

Selected Book, Journal & Other Publications

Choong Tze Chua, Sandy Lai and Yangru Wu, “Effective Fair Pricing of International Mutual Funds” Forthcoming, Journal of Banking and Finance

Choong Tze Chua, Dean Foster, Krishna Ramaswamy and Robert Stine, “A Dynamic Model for the Forward Curve” Forthcoming, The Review of Financial Studies

Choong Tze Chua and Winston Koh, “Measuring Investment Skills of Fund Managers” Applied Financial Economics , 2007, 1-10.

Choong Tze Chua, Cheol Eun and Sandy Lai, “Corporate Valuation around the World: The Effects of Governance, Growth and Openness” Journal of Banking and Finance , 2007, 31, 35-56.

Choong Tze Chua, Winston Koh and Krishna Ramaswamy, “Profiting from Mean-Reverting Yield Curve Strategies” The Journal of Fixed Income , 2006, 15 (4), 20-33.

Choong Tze Chua, Winston Koh and Krishna Ramaswamy, “Comparing Returns of US Treasuries versus Equities: Implications for Market and Portfolio Efficiency” Applied Financial Economics , 2005, 15, 1213-1218.