Full CV

Ph.D. (Economics), Harvard University, 2002

M.A. (Economics), Harvard University, 1998

B.A. (Economics and Mathematics), Cornell University, 1997

Academic Positions Held

Current Appointment:

Associate Professor, Singapore Management University (2008 – present)

Director, BNP Paribas Hedge Fund Centre (2007 - present

Previous Appointment:

Assistant Professor, Singapore Management University (2002 – 2007)

Editorial Activities

Program committee: European Finance Association Meetings (2007, 2008) Financial Management Association Meetings (2008)

Honors & Awards

Best Paper Award, European Finance Association Meetings (2007)

Inquire UK Research Grant (2007)

Research Excellence on Alternative Investments and Hedge Funds in Asia , INSEAD and AIMA (2006)

Wharton-SMU Research Center grant, Singapore Management University (2004)

Lee Foundation Fellow, Lee Foundation Fellowship for Research Excellence, Singapore Management University ( 2002-03)

Certificate of Distinction in Teaching, Harvard University (Spring 2001, Fall 2001, and Spring 2002)

Courses Taught in SMU

Finance

Selected Consulting Activities

Consultant: FDO Partners LLC, Fullerton Fund Management Company.

Executive Education: Government of Singapore Investment Corporation, United Overseas Bank, Standard Chartered Bank

Research Areas

Empirical Asset Pricing

Institutional Investors

Hedge Funds

Current Projects

Does size matter in the hedge fund industry?

Investing in hedge funds when returns are predictable (with Doron Avramov, Robert Kosowski, and Narayan Naik).

Selected Book, Journal & Other Publications

Melvyn Teo, “The Geography of Hedge Funds.” Review of Financial Studies, forthcoming.

Paul O'Connell and Melvyn Teo, “Institutional Investors, Past Performance, and Dynamic Loss Aversion.” Journal of Financial and Quantitative Analysis, forthcoming.

Kenneth Froot and Melvyn Teo, “Style Investing and Institutional Investors.” Journal of Financial and Quantitative Analysis, forthcoming.

Sandy Lai and Melvyn Teo, “Home Biased Analysts in Emerging Markets.” Journal of Financial and Quantitative Analysis, forthcoming.

Robert Kosowski, Narayan Naik and Melvyn Teo (2007), “Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis.” Journal of Financial Economics, 84 (April) 229-264.

Melvyn Teo and Sung-Jun Woo (2004), “Style Effects in the Cross-section of Stock Returns.” Journal of Financial Economics, 74 (November) 367-398.

Steve Hogan, Robert Jarrow, Melvyn Teo and Mitch Warachka (2004), “Testing Market Efficiency Using Statistical Arbitrage with Applications to Momentum and Value Strategies.” Journal of Financial Economics, 73 (September) 525-565.