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Full CV
Education
2002 |
PhD in Economics,
Harvard University |
1998 |
MA
in Economics, Harvard University |
1997 |
BA in Economics and Mathematics (cum laude),
Cornell University
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Current Position(s) Held
2008 - Now |
Associate Professor of Finance (Tenured)
Lee Kong Chian School of Business,
Singapore Management University |
2007 - Now |
Director, BNP Paribas Hedge Fund Centre |
Research Interests
Empirical Asset Pricing
Hedge Funds
Institutional Investors
Awards,
Recognition & Honors
Best Paper presented at Inquire UK, April 2009.
Best Paper at the 2007 European Finance Association Meetings “Investing in Hedge Funds when Returns are Predictable”, August 2007
Research Excellence on Alternative Investments and Hedge Funds in Asia, INSEAD and AIMA “The Geography of Hedge Funds”, November 2006
Lee Foundation Fellowship for Research Excellence, SMU, 2002 - 2003
Derek Bok Center Certificate of Distinction in Teaching, Harvard, September 2001 - May 2002
Journal Articles (Forthcoming)
"Geography of Hedge Funds", by Melvyn TEO, Review of Financial Studies, forthcoming
Journal Articles (Refereed)
"Institutional Investors, Past Performance, and Dynamic Loss Aversion", by Paul O'CONNELL and Melvyn TEO, 2009, 44, 1, Journal of Financial and Quantitative Analysis, 155-188
"Style Investing and Institutional Investors", by Kenneth FROOT and Melvyn TEO, 2008, 43, 4, Journal of Financial and Quantitative Analysis, 883-906
"Home Biased Analysts in Emerging Markets", by Sandy LAI and Melvyn TEO, 2008, 43, 3, Journal of Financial and Quantitative Analysis, 685-716
"Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis", by Robert KOSOWSKI, Narayan NAIK and Melvyn TEO, 2007, 84, Journal of Financial Economics, 229-264
"Style Effects in the Cross-section of Stock Returns", by Melvyn TEO and Sung-Jun WOO, 2004, 74, 2, Journal of Financial Economics, 367-398
"Testing Market Efficiency using Statistical Arbitrage with Applications to Momentum and Value Strategies", by Steve HOGAN, Robert JARROW, Melvyn TEO and Mitch WARACHKA, 2004, 73, Journal of Financial Economics, 525-565
Working Papers
"Hedge Fund Capacity Constraints, Liquidity, and Hierarchy Costs", by Melvyn TEO, 2009
"Investing in Hedge Funds when Returns are Predictable", by Doron AVRAMOV, Robert KOSOWSKI, Narayan NAIK and Melvyn TEO, 2008
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