Faculty
WRIGHT, John Alexander 衛約翰
Name WRIGHT, John Alexander 衛約翰
Position Lecturer
Email jawright [at] sta.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.


Teaching

Term 1, 2018-9
STAT3007: Introduction to Stochastic Processes
STAT4006: Categorical Data Analysis 
RMSC2001: Introduction to Risk Management

Term 2, 2018-9
STAT2005: Programming Languages for Statistics
STAT3003: Survey Methods
STAT3210: Statistical Techniques for Life Science

Previously taught courses
STAT2008: Mathematic with Applications in Statistics II
STAT3002: Experimental Design
STAT3011: Workshop on Data Analysis and Statistical Computing
STAT3012: Case Studies for Business Applications
STAT3210: Statistical Techniques for Life Science 
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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