Senior Research Fellow
CENTRE EMILE BERNHEIM (CEB)
21 Avenue Franklin D. Roosevelt
1050 Bruxelles, Belgique
qvuong@ulb.ac.be
Personal Information & Coordinates:
| Academic references: | C/o. Professor André Farber,
Dean of Soc.Sci., Politics and Econ. CP145, Campus du Solbosch, Bruxelles B-1050 Centre Emile Bernheim Tel. (+32-2) 650 3837; 3903 |
| C/o. Professor Ariane Szafarz; Director of CEB Tel. (+32-2) 650 3959 |
|
| Personal: |
email:
hoangvq@empirics.net URL: www.empirics.net |
Working papers/Books in preparation:
| Nguyen Van Huu and Vuong Quan Hoang (2005) "On the martingale representation theorem and financial sufficiency following mean-variance strategy", under revision, to appear at The 2nd National Congress on Application of Mathematics, Hanoi Dec. 2005. |
| Vuong Quan Hoang and Nguyen Van Huu ed. (exp. end of 2005) Mathematical Economics (in Vietnamese). Comprehensive text on mathematics applied in economics and finance. Several other chapter contributors will also appear. |
Academic papers/Articles (selected):
| Nguyen Van Huu, Vuong Quan Hoang, Tran Minh Ngoc (2005) "Central limit theorem for functional of jump Markov process," VN J. Mathematics (Springer-Velag), accepted/to appear. |
| Andre Farber and Vuong Quan Hoang (2004) "New empirical evidence on anomalies and herd behavior: Vietnam stock market," Economic Studies Review 44(9), VN Academy for Social Sciences. |
| Vuong Quan Hoang (2004) "On the GARCH effect on return series: Vietnam's Stock Market," VN Journal of Mathematical Application 2(1), VN Mathematical Society. |
| Vuong Quan Hoang (2003) "Exchange rate dynamics of the reforming Vietnam: An evidence of long-run equilibrium," Economic Studies Review 43(6), 37-51, Institute of Economics. |
| Vuong Quan Hoang (2002-2003) "Investigating Conditional Heteroskedasticity in Stock Returns: A Vietnam Equity Market Case," Asia Pacific Journal of Economics and Business, currently under review. |
| Vuong Quan Hoang, Nguyen Q. Dong and Ngo P. Chi (2002) "An application of Sharpe-Lintner-Mossin numerical method based on figures from Vietnam's stock market in the 2000-2002 period," Economic Studies Review 42(12), 12-16, Institute of Economics. |
| Vuong, Q. Hoang (Nov-2002) "Vietnam's Equity Market: An investigation of 26-month operation," SBS/CEB Seminar Working Papers in Management, 02, Faculty of SOCO, Univ.Brussels. |
| Vuong, Q. Hoang and Ngo P. Chi (2002) "An approach to the theory of the parallel foreign exchange rates: statistical evaluation of USD/VND exchange rates," Economic Studies Review 42(9), 18-27, Institute of Economics. |
| Vuong, Q. Hoang (2002) "Empirical evidence of conditional heteroskedasticity in Vietnam's stock returns time series (for its entire existence through August 21, 2002)," SSRN Journal, 9. |
| Vuong, Q. Hoang (Dec-2001) "Black-Schole PDE: a financial application," Abstract Journal of DEAA 2001, International Conference on Differential Equations, Approximations and Applications, Hanoi, Vietnam. |
| Vuong, Q. Hoang, Nguyen T.Vinh and Tran S. Chuong (2001) "On the sudden change in the risk of securities: an empirical test on VN-Index," Economic Studies Review 41(12), 12-20, Institute of Economics, Natl Center for Soc.Sci. & Humanities. |
| Vuong, Q. Hoang and Tran S. Chuong (2001) "Information, returns and risks: an empirical investigation of Vietnam's stock market," Economics and Development Review 7(5), 43-48, Natl Economics Univ., Hanoi. |
| Vuong, Q. Hoang, Ngo P. Chi and Nguyen T.Vinh (2001) "Is the USD:VND exchange rate time series difference-stationary I(1)? Forecasting 2001 exchange rates using ARIMA(1,1,0) and 1990-2000 data," Economic Studies Review 41(8), 23-33, Institute of Economics. |
| Vuong, Q. Hoang and Nguyen T.Vinh (2001) "Sharpe-Markowitz portfolio optimizing: HSTC 8-month review," Economic Studies Review 41(5), 19-28, Institute of Economics. |
| Vuong, Q. Hoang (1999) "On the quantitative methods of financial problems," Economics and Development Review 5(4), 61-65, Natl Economics Univ. |
| Vuong, Q. Hoang (1997) "The leasing alternative," Vietnam Business Journal 5(5), 26-27. |
Books:
| Nguyen Van Huu and Vuong Quan Hoang (2004, forthcoming) Mathematical methods in solving financial problems. 150pp. National University Press, Hanoi, Vietnam. (in Vietnamese). |
| Vuong Quan Hoang and Ngo P. Chi (2000) Mathematical finance foundations for studying the stock market. 310pp. National Politics Publisher, Hanoi, Vietnam. (in Vietnamese). |
Personals/Edu/Profession:
| Based in Hanoi. Married. 2 daughters. |
| Collaborateur Scientifique de l'Université Libre de Bruxelles (ULB) and Senior Research Fellow to Centre Emile Bernheim, Ecole de Commerce Solvay, ULB. Ph.D.Sci. (2004) ULB, Belgium. Master's (Finance) (1997) BSU, United States. Undergrad. (1994) Hanoi Polytechnic Univ. Undergrad. (1992) Hanoi National Economics Univ., Vietnam. |
| Co-founded a Hanoi-based IT and Consultancy company EMISCOM www.emiscom.com in 2003, in charge of EMISCOM R&D. |
Updated: February, 2003