Consultancy and Engagements in Asset Pricing and Investment

Lead  Prof. John WEI

School of Accounting and Finance

The research led by Prof. John Wei have been influential in asset pricing and investment and translated into practical benefits for investors, financial institutions, and the wider sector. It focuses on the study of cross-sectional stock returns to better inform investment strategies, by bringing together factors of practical importance to individual household investors and asset management professionals, such as smart investing, risk factors and diversification.

The research outcomes have been bridged to practice through consultancy and advisory engagements with commercial banks and financial institutions, for example, on the design and review of Risk Profile Questionnaires, which are used in Hong Kong as part of mandatory suitability requirements to assess investors’ risk profiles and investment needs. It has also reached professional audiences through CFA Institute continuing education programme and industry engagement.

RAE 2020 Impact Case Study