Skip to content Skip to navigation

Past Directors

Sim Kee Boon Institute for Financial Economics (SKBI)

 

 

 

 

Roberto S. Mariano 
Professor Emeritus of Economics and Statistics and fellow of the Wharton Financial Institutions Center, Wharton School, University of Pennsylvania

Founding Director, Sim Kee Boon Institute for Financial Economics

Professor Roberto S. Mariano is Professor Emeritus of Economics at the University of Pennsylvania and Professor Emeritus of Economics at Singapore Management University (SMU) where he was Founding Dean of the School of Economics. He is a Fellow of the Econometric Society and a Fellow of the Wharton Financial Institutions Center in the Wharton School of the University of Pennsylvania.

At Singapore Management University from 2002-2010 he also served as Vice Provost for Research and Founding Director of the Sim Kee Boon Institute for Financial Economics (SKBI).

Professor Mariano received his PhD from Stanford University. He was on the faculty of the School of Economics, University of the Philippines, before joining the University of Pennsylvania in 1971. He has been a consultant to central banks and private companies in Asia and the United States with a focus on econometric methodology for forecasting and policy analysis.

His current research interests include: statistical tests for multiple forecast comparison, predictive models of economic/financial crises - a Markov-switching GARCH approach, dynamic factor modeling and filtering techniques in forecasting with high and mixed frequencies in Asia, and real estate bubbles and asset securitisation in Asia.

 

Phang Sock Yong
Professor of Economics

Interim Director, Sim Kee Boon Institute for Financial Economics                   

Professor Phang Sock Yong is Professor of Economics at the School of Economics, SMU. She joined SMU when it was established in 2000 and as Chair of the Economics Department at the Business School, oversaw the transition of the department into the School of Economics and Social Sciences in 2002. She subsequently served as Associate Dean of the School from 2002 to 2004.

Prior to SMU, she taught economics at the National University of Singapore for more than a decade and was Deputy Head of the Economics Department and Deputy Director of the Master in Public Policy Programme.

A scholar of urban economics, she obtained her PhD degree in economics from Harvard University in 1989 and has since published widely in the areas of housing and transportation economics. She is the author of the well-received book Housing Markets and Urban Transportation (McGraw Hill) and has written over forty book chapters and journal articles on housing and transport economics and regulation. Recent articles have dealt with housing affordability, public private partnerships in urban rail transit and urban development, and with competition policy for liner shipping and airlines.

Bridging theory and practice, she has been a consultant to the World Bank and various government organizations for several projects. She has also served as a board member of the Urban Redevelopment Authority and the Land Transport Authority. She is currently a Commission Member of the Competition Commission of Singapore, a Public Transport Council Member, as well as a panel member of the Energy Market Authority’s Gas Network Code Modification Panel. She is also an advisory board member of the Centre for Liveable Cities and the Land Transport Authority Academy.

 

Yu Jun                 
Professor of Economics, Singapore Management University

Director, Sim Kee Boon Institute for Financial Economics (SKBI) 

Professor Jun Yu joined SMU in 2004. Prior to SMU , he was teaching at the University of Auckland . His main research interests are in financial econometrics, empirical asset pricing, and econometric theory. He is a receiver of several awards, including the excellent research award at the University of Auckland, the Lee Kuan Yew fellow for research excellence award (twice) at SMU, and the AR Bergstrom Prize in Econometrics.

His research in financial econometrics has attracted major research grants such as the Marsden grant from the Royal Society of New Zealand and the AcRF grant from the Singapore Ministry of Education. He has served on the editorial board of several international journals, such as Econometric Theory, Econometric Reviews, Empirical Economics, Asia-Pacific Financial Markets , and edited several special issues for Journal of Econometrics and Econometric Theory. He has published more than 30 articles in leading academic journals and edited handbooks in economics, finance and statistics, including Review of Financial Studies, International Economic Review, Journal of Econometrics, Econometric Theory, Journal of Business and Economic Statistics, Handbook of Financial Time Series, Handbook of Computational Finance. He is the founder of the Singapore Econometrics Study Group (SESG), organiser of the annual SESG meetings, and co-chair of the 2010 Symposium for Econometric Theory and Applications (SETA), and the 2011 International Symposium for Asian Financial Economics.

 

 

 

David Lee
Professor of Quantitative Finance, Singapore Management University

Executive/Academic Director, Sim Kee Boon Institute for Financial Economics (SKBI)

Professor David Lee holds the appointment of Practice Professor of Quantitative Finance, Lee Kong Chian School of Business, in Singapore Management University.  He graduated from the London School of Economics and Political Science with a PhD in Econometrics and Mathematical Economics. He has been principal of his own hedge fund firm, was a pioneer of the Asian REITS industry, and has a research interest in how financial technology will transform global financial services.

David is also an Independent Director of two SGX-listed companies, a property developer, and sits on the Investment Committee and Council of two charitable organizations and the Economic Society of Singapore.  He was the Founding Vice Chairman of the Alternative Investment Management Association (Singapore Chapter), a member of the SGX Security Committee, and MAS Financial Research Council.  He was also the Group Managing Director of OUE Limited and Auric Pacific Limited, as well as the Chairman of MAP Technology Limited.

David speaks frequently in international conferences with occasional appearances in Bloomberg, Reuters and Channel NewsAsia.  He has several podcasts on the latest trends in Digital Currency and Asia Finance. He has published in academic and applied journals, including Journal of Investing, Journal of Wealth Management, Journal of Statistical Computation and Simulation, Applied Financial Economics, and several books and chapters on Cryptocurrency, Asia Finance, Household Economics and Hedge Funds.  His latest three books on Asia Finance focus on Banking, Sovereign Wealth Funds, REITs, Financial Trading & Markets, Fund Performance, and Digital Currency.  His current research is on Serving the 70pc Underserved, Payment Systems, Financial Inclusion, Impact Investing and Financial Technology.

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

 

Last updated on 04 Jan 2016 .