Dr Kam Fong Chan
Kam Fong Chan
Senior Lecturer
  • PhD, Finance (The University of Queensland)
  • MCM, Finance (Lincoln University)
  • BCom Hons, Accounting & Finance (Lincoln University)
+61 7 334 68024
Room 328A, Colin Clark Building, St. Lucia Campus

    Kam Fong had previously worked at the Risk Analytics Division of the United Overseas Bank (Singapore) and at the University of Auckland. He is an active scholar in financial risk management, financial econometrics and issues concerning macroeconomic news.

    Kam Fong has published extensively in leading academic journals. His scholarly work has received press coverages in The Wall Street Journal, MarketWatch.com, USAToday, Hass Business School News Press (UC Berkeley) and Morningstar.com. He also serves as reviewer for various journals including Journal of Banking and Finance, Journal of Empirical Finance and Journal of Forecasting.

    Research interests

    Empirical asset pricing Risk management
    Modelling interest-rate, equity, foreign exchange and credit risk Pricing and risk management in fixed income securities
    Financial econometrics
    Modelling asset returns and volatility using stochastic volatility, jump-diffusion and regime-switching models


    View full publications list


    Recipient of International Postgraduate Research Scholarship (IPRS) and University of Queensland IPRS (UQIPRS) Scholarship, 2002-2005
    Recipient of Lincoln University Postgraduate Scholarship, 2001
    Recipient of Graduate Study Award, New Zealand Association of Economists, 2001

    Major research grants

    Title Agency Year Amount
    Access to CSMAR (China Stock Market and Accounting Research) and Bloomberg International Research Databases UQ Major Equipment and Infrastructure 2017 $86,360
    University of Auckland New Staff Research Grant University of Auckland 2005-2008 $15,000