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WRIGHT, John Alexander 衛約翰
Name WRIGHT, John Alexander 衛約翰
Position Lecturer
Email jawright [at] cuhk.edu.hk
Phone Number 3943 7927
Fax Number 2603 5188
Address LSB 112
Homepage http://www.sta.cuhk.edu.hk/JAWright/
Detail Image
Academic Background
B.A. (Oxon) 2004
M.A.St. (Cantab) 2006
Ph.D. (HKU) 2011

Research Interest
Financial mathematics
Option pricing and sensitivities
Stochastic calculus
Malliavin calculus
Multivariate statistics

Selected Publications

(2011) Wright, J.A., Yam, S.C.P. and Yang, H. On the probability of completeness for large markets. Japan Journal of Industrial and Applied Mathematics.

(2012) Wong, W.K., Wright, J.A., Yam, S.C.P. and Yung, S.P. A mixed Sharpe ratio. Risk and Decision Analysis.

(2013) Hui, E.C.M., Wright, J.A. and Yam, S.C.P. Calendar Effects and Real Estate Securities. Journal of Real Estate Finance and Economics.

(2014) Wright, J.A., Yam, S.C.P. and Yung, S.P. A test for the equality of multiple Sharpe ratios. The Journal of Risk.

(2014) Hui, E.C.M., Yam, S.C.P, Wright, J.A. and Chan, K.K. Shall we buy and hold? Evidence from Asian real estate markets. Journal of Property Investment & Finance.

(2015) Orchard, M.R., Wright, J.A., Kelly, A., McCabe, D.J., Hewes, J. The Impact of Healthcare Rationing on Elective and Emergency Hernia Repair. Hernia. 2015. 1-5. doi:10.1007/s10029-015-1441-y

(2017) Wright, J.A., Yam, S.C.P., Zhang, Z. Enlargement of Filtration on Poisson space: a Malliavin calculus approach. Stochastics. 2017. 1-19. doi:10.1080/17442508.2017.1415340

(2018) Orchard, M.R., Hooper, J., Wright, J.A., McCarthy, K. A Systematic Review of McKittrick-Wheelock Syndrome. The Annals of The Royal College of Surgeons of England. 2018. Vol. 100(8), 591-597. doi:10.1308/rcsann.2018.0184


Term 1, 2020-21
STAT3007: Introduction to Stochastic Processes
STAT4006: Categorical Data Analysis
GEUC4011: Senior Seminar

Term 2, 2020-21
STAT3003: Survey Methods
RMSC6002: Credit Risk Management

Previously taught courses
GEUC4011: Senior Seminar
STAT2005: Programming Languages for Statistics
STAT2008: Mathematic with Applications in Statistics II
STAT3002: Experimental Design
STAT3007: Introduction to Stochastic Processes
STAT3011: Workshop on Data Analysis and Statistical Computing
STAT3012: Case Studies for Business Applications
STAT3210: Statistical Techniques for Life Science
STAT4006: Categorical Data Analysis
STAT4011: Statistics Projects
RMSC1101: Elementary Concepts in Risk Management
RMSC2001: Introduction to Risk Management
RMSC3101: Special Topics in Risk Management
RMSC6002: Credit Risk Management (MSc. course)

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