Prof. Patrick Kuok Kun CHU

Assistant Professor in Decision Sciences

Faculty of Business Administration
University of Macau, E22
Avenida da Universidade, Taipa, Macau, China

Contact Information

Room: E22-3056
Telephone: (853) 8822-4166
E-mail: patrickc
  • Ph.D. in Economics and Finance, RMIT (Royal Melbourne Institute of Technology) University, Australia
  • MA in Quantitative Analysis for Business, City University of Hong Kong, Hong Kong
  • Higher Certificate (Distinction) in Statistics, The Royal Statistical Society, The United Kingdom
  • MBA, in Banking and Finance, University of Macau, Macau
  • BBA, in Accounting, University of Macau, Macau
  • Assistant Professor, FBA, University of Macau (May 2008 – present)
  • Lecturer, FBA, University of Macau (Jan 2001 – April 2008)
  • Teaching Assistant, FBA, University of Macau (Nov. 1997 – Dec. 2000)
  • High School Teacher, Pui Ching Middle School (Sep. 1996 – June 1997)
  • Undergraduate Courses
    • Statistics and Data Analysis (ISOM2002)
    • Statistics and Data Analysis (QMDS200)
    • Data Analysis and Modeling (QMDS202)
  • Graduate Courses
    • Statistics (ISOM7001)
    • Statistics (QMDS701)
  • Exchange Traded Funds (ETFs)
  • Cointegration Analysis and Causality Analysis in Time Series
  • Mutual Fund Performance Analysis
  • Market Timing Ability of Mutual Fund Managers
  • Mutual Fund Performance Persistence
  • Determinants of Tracking Errors in Hong Kong ETFs, funded by the Research Committee of University of Macau, 2012-2013, Principal Investigator
  1. Chu, P.K.K. (2017) Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets, Journal of Mathematical Finance, 7: 881-895.
  2. Chu, P.K.K. (2016) Analysis and Forecast of Tracking Performance of Hong Kong Exchange-Traded Funds: Evidence from Tracker Fund and X iShares A50, Review of Pacific Basin Financial Markets and Policies, 19: 22-47
  3. Chu, P.K.K. and Qiao, Z. (2014) Does Fine Wine Price Contain Useful Information to Forecast GDP? Evidence from Major Developed Countries, Economic Modelling, 38: 75 – 79.
  4. Chu, P.K.K. (2014) Study on the Diversification Ability of Fine Wine Investment, Journal of Investing, Spring 2014: 123 – 139.
  5. Chu, P.K.K. (2011) Relationship between Macroeconomic Variables and Net Asset Values (NAV) of Equity Funds: Cointegration Evidence and Vector Error Correction Model of the Hong Kong Mandatory Provident Funds (MPFs), Journal of International Financial Markets, Institutions & Money, 21: 792-810.
  6. Chu, P.K.K. (2011) Study on the Tracking Errors and their Determinants: Evidence from Hong Kong Exchange Traded Funds (ETFs), Applied Financial Economics, 21: 309-315.
  7. Chu, P.K.K. (2010) The Price Linkages between the Equity Fund Price Levels and the Stock Markets: Evidences from Cointegration Approach and Causality Analysis of Hong Kong Mandatory Provident Fund (MPF), International Review of Financial Analysis, 19: 281-288.
  8. Chu, P.K.K., M. McKenzie (2008) A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Fund, Review of Pacific Basin Financial Markets and Policies, 11: 617-650
  9. Chu, P.K.K. (2003) Study on Non-random and Chaotic Behavior of Chinese Equities Markets, Review of Pacific Basin Financial Markets and Policies, 6: 199-222.
  1. Chu, P.K.K. (2007) Performance Persistence of Pension Fund Managers: Hong Kong Mandatory Provident Funds (MPF Evidences, International Finance Review Asia-Pacific Financial Markets: Integration, Innovation and Challenges, 8: 393-424.
  1. Chu, P.K.K. (2007) A Study on Stock-selection and Market-timing Performance: Evidence from Hong Kong Mandatory Provident Funds (MPF). Proceedings of the 20th Australasian Finance and Banking Conference in Sydney, Australia.
  2. Chu, P.K.K. (2007) University Students’ Conceptions of Probability. Proceedings of the 56th International Statistical Institute Conference in Lisbon, Portugal.
  3. Chu, P.K.K. (2006) Performance Persistence of Pension Fund Managers:Hong Kong Mandatory Provident Funds (MPF) Evidences. Proceedings of the 19th Australasian Finance and Banking Conference in Sydney, Australia.
  4. Chu, P.K.K. (2006) Performance Evaluation Using Conditional Alpha: Hong Kong Mandatory Provident Fund Evidences. Proceedings of the 6th Hawaii International Conference on Business in Honolulu, Hawaii, USA.
  5. Chu, P.K.K. (2003) An Empirical Study on GARCH Filters by the BDS Test: Study on Chinese Stock Markets. Proceedings of the 54th International Statistical Institute Conference in Berlin, Germany.
  6. Chu, P.K.K. (2001) Using BDS Statistics to Detect Nonlinearity in Time Series. Proceedings of the 53rd International Statistical Institute Conference in Seoul, Korea.
  • Member of International Statistical Institute
  • Member of International Association of Statistical Education
  • Member of The Hong Kong Statistical Society
  • Member of The Royal Statistical Society