Yacine Aït-Sahalia

Professor Yacine Aït-Sahalia

Otto A. Hack 1903 Professor of Finance and Economics
Director, Bendheim Center for Finance
Princeton University

Visit time: January 2016 and December 2017

Yacine Aït-Sahalia, who received his Ph.D from MIT and previously taught at the University of Chicago, is currently the Otto A. Hack Professor of Finance and Economics at Princeton University. He is also the inaugural Director of the Bendheim Center for Finance at Princeton; under his leadership the Center developed an interdisciplinary undergraduate program, and a master’s degree program in finance. Since its inception, the Center has awarded over thirty Ph.D. degrees.

Early in his career, Professor Aït-Sahalia researched the econometrics of continuous time theory and developed new methods to allow nonparametric inference for continuous time-models in finance. During his term as a Guggenheim Fellow, he will be studying the econometrics of jumps and volatility. Among his most recent publications is “Closed-Form Likelihood Expansions for Multivariate Diffusions” (Annals of Statistics, 36 [2008], 906-937).

Barclays Global Investors honored him with the Michael J. Brennan Award in 1997, and he has also received the Cornerstone Research Award (1998), the FAME Research Prize (2001), and the Dennis J. Aigner Award (2003). A highly regarded educator, he has been honored by the University of Chicago with its Emory Williams Award for Excellence in Teaching and Business Week named him to its list of outstanding faculty in financial economics.

Professor Aït-Sahalia is an elected Fellow of the Econometric Society and of the Institute of Mathematical Statistics.

Professor Aït-Sahalia’s vita

Marti G. Subrahmanyam

Professor Marti G. Subrahmanyam

Charles E. Merrill Professor of Finance and Economics,
Stern School of Business at New York University

Visit time: February 2015, January 2016 and July 2016

Joint 2015 CAMRI Executive Roundtable Luncheon Series with CAIA Association of Singapore (2 February 2015)

Professor Marti G. Subrahmanyam is the Charles E. Merrill Professor of Finance and Economics in the Stern School of Business at New York University and a frequent guest of CAMRI at NUS Business School. He holds a degree in Mechanical Engineering from the Indian Institute of Technology, Madras, a post-graduate diploma in Business Administration from the Indian Institute of Management, Ahmedabad and a doctorate in Finance and Economics from the Massachusetts Institute of Technology.

Professor Subrahmanyam has served as a consultant for several corporations, industrial groups and financial institutions in the U.S., Europe, Asia and Latin America. He also sits on the boards of several companies including the ICICI Bank, Infosys Technologies, Metahelix Life Sciences, Nomura Asset Management, and the board of advisers of Apollo Management L.P. He serves as an advisor to various international and government organisations, including the Securities and Exchange Board of India (SEBI). He has taught extensively on executive programs in more than twenty countries around the world.

He has published numerous articles and books in the area of corporate finance, capital markets and international finance. He has been a visiting professor at leading academic institutions in Australia, England, France, Universita Guido Carli LUISS, Rome, Italy, Singapore and Churchill College, Cambridge University.

Professor Subrahmanyam currently serves or has served as an Associate Editor of the European Financial Management, Journal of Banking and Finance, Journal of Business and Accounting, Journal of Finance, Management Science, Journal of Derivatives, Journal of International Finance and Accounting, and Japan and the World Economy. He is the Editor of an academic journal specializing in derivative securities and markets entitled Review of Derivatives Research. His research interests include valuation of corporate securities, options and futures markets, equilibrium models of asset pricing, market microstructure and the term structure of interest rates. He has published several papers in these areas in many of the leading international journals in economics and finance, including Econometrica, The Quarterly Journal of Economics, Journal of Finance, Journal of Financial Economics and The Review of Financial Studies. His recent books include Recent Advances in Corporate Finance (Irwin, 1985) and Financial Options: From Theory to Practice (Dow Jones-Irwin, 1992). He is currently working on a new book, Interest Rate Derivative Products.

Professor Subrahmanyam has won several teaching awards including, most recently, New York University’s Distinguished Teaching Medal in 2003.

Anthony Neoh

Professor Anthony Neoh (梁定邦资深大律师), QC, SC, JP

Hong Kong Bar and Dean’s Visiting Professor, NUS Business School
Visit time: April 2015, December 2015, February 2016, July 2016, July 2017 and September 2018

The 7th Wee Cho Yaw Singapore-China Finance and Banking Forum, Beijing (18 June 2015), Roundtable Presentations on “Asia in the Post-QE G2 Era: Policy Trends & Economic Outlook” with Former Governor Mr Masaaki SHIRAKAWA and Former Governor Dr Duvvuri SUBBARAO (16 February 2016), ALFI Beijing (29 February – 2 March 2016 and 24 – 26 July 2017), The 8th Wee Cho Yaw Singapore-China Finance and Banking Forum, Singapore (14 July 2016), The 10th Wee Cho Yaw Singapore-China Finance and Banking Forum, Singapore (6 September 2018)

Anthony Neoh is a senior member of the Hong Kong Bar, active in civil appellate and international litigation and arbitration cases. He is a Chinese National and a permanent resident of the HKSAR. He has no political affiliations. He was a civil servant in the Hong Kong Government from 1966 – 1979. In 1979, he commenced private legal practice at the Hong Kong Bar. He returned to public office from 1995 – 2004. In 2003 (by agreement with the CSRC), he resumed private legal practice. He was Chief Advisor to the China Securities Regulatory Commission (“CSRC”) from September 1998 to June 2004 at the personal invitation of former Premier Zhu Rongji. He remains a member of the International Advisory Board of the CSRC.

He was Chairman of the Hong Kong Securities and Futures Commission from 1995 to 1998. He was the first Asian to be elected Chairman of the Technical Committee of the International Organisation of Securities Commissions, in which position he served from 1996 – 1998. Prior to his appointment to the Chair of the Hong Kong Securities and Futures Commission he was in private legal practice, which he began in 1979, after 13 years in the Hong Kong Civil Service. His late appointment with the Hong Kong Government was as an Assistant Director of the Independent Commission Against Corruption. In private legal practice, he practiced trial and appellate advocacy in the Hong Kong Courts and until 1997, in the Privy Council in London. From 1984 to 1986, he was in active practice as a member of the California Bar, specialising in international financial transactions, and was briefly associated with the firm of Pilsbury Madison & Sutr now merged into Pilsbury Winthrop.

Prof Neoh was appointed Queen’s Counsel (now retitled Senior Counsel) in April 1990. A law graduate of London University, he was called to the English Bar by Gray’s Inn in 1976. He was a Visiting Scholar at the Harvard Law School on 1990/91 and for September 2001 – May 2002, he was Visiting Professor from Practice at the Harvard Law School. In 2004, he was appointed for that Academic Year Nomura Visiting Professor of International Finance from Practice by the Harvard Law School, a position he was unable to take up due to pressure of work in Hong Kong. He was awarded the Honorary Degree of Doctor of Laws by the Chinese University in 2003.

He also holds many adjunct, honorary and visiting professional appointments in universities in the Mainland of China and the Hong Kong SAR of China. In 2009, he was elected Honorary Fellow of the Hong Kong Securities Institute and an Academician of the International Eurasian Academy of Sciences. He also holds many adjunct, honorary and visiting professorial appointments in universities in the Mainland of China and the Hong Kong SAR of China. He was appointed Dean’s Visiting Professor at the National University of Singapore Business School in March 2011. His research interests are in legal and financial history, and the regulation of financial markets and services.