Hsu, Chun-Pin

Director, CUNY Aviation Institute
Associate Professor
Accounting and Finance

Phone: 718-262-2513
Office Location: AC-4G04G
CHsu@york.cuny.edu

Office Hours  
Thu. Fri  5:00-5:50 PM (Th); 11:00-11:50 AM (F) 

Education

Degree Institution Field Dates
PhD  The Graduate Center, City University of New York  Financial Economics  2009 
MS  St. Louis University  Finance  2000 
BS  National ChungHsing University, Taiwan  Marketing  1996 

Dr. Hsu received his doctoral degree from The Graduate Center, City University of New York. Previously, he worked in the finance department of an international airline company. Before joining York College, Dr. Hsu taught at Queens College and Hunter College since 2005, where he instructed several Finance and Economics courses, including Corporate Finance, Investment Analysis, Financial Markets and Institutions, Statistics, and Microeconomics.

Dr. Hsu’s research interest is in quantitative finance and its applications in risk management and investment. He has been acknowledged as a lifetime member of Beta Gamma Sigma, and has been awarded the Golden Key medal. He has presented his research papers at several major academic conferences, and he serves as a referee for the Journal of Future Markets, Journal of International Money and Finance,International Journal of Finance and Economics, and Physica A: Statistical Mechanics and its Applications.

Areas of Expertise

Quantitative Finance
Investment Analysis
Risk Management

Articles in Field Of Expertise

Hsu, Chun-Pin. "Can risk-based portfolio optimization strategies protect investors when the economy is in downturn?." Journal of Money, Investment and Banking. 27 2013: 187-196.

Hsu, Chun-Pin, Huang, Chin-Wen and Ntoko, Alfred. "Does Foreign Investment Worsen the Domestic Stock market During a financial Crisis? Evidence from Taiwan." International Journal of Business and Finance Research. 7(4) 2013: 1-12.

Hsu, Chun-Pin. "The influence of foreign portfolio investment on domestic stock returns: Experience from Taiwan (Leading article)." International Journal of Business and Finance Research. 7(3) 2013: 1-11.

Hsu, Chun-Pin, Huang, Chin-Wen, and Chiou, Wan-Jiun. "Effectiveness of copula-extreme value theory in estimating value-at-risk: Empirical evidence from Asian emerging markets." Review of Quantitative Finance and Accounting. (39) 2012: 447-468.

Huang,Chin-Wen and Hsu, Chun-Pin. "Using Online Games to Teach Personal Finance Concepts." American Journal of Business Education. 4(12) 2011: 33-38.

Huang,Chin-Wen and Hsu, Chun-Pin. "Are They the Same? A Comparison of Narrative and VAR Monetary Shocks." The Empirical Economics Letters. 10(2) February 2011: 163-170.

Refereed Proceedings in Field Of Expertise

Hsu, Chun-Pin. "Does Applying Rigorous Methodologies Yield Economic Value in Portfolio Optimization." The 2012 Proceedings of the Northeast Business & Economics Association. October 2012: 154-155.

Hsu, Chun-Pin and Chin-Wen Huang. "How Foreign Portfolio Investment Affects Stock Markets in the Host Country: An Empirical Study of Taiwan." The 2010 Proceedings of the Northeast Business & Economics Association. October 2010: 298-302.

Chapters in Field Of Expertise

Hsu, Chun-Pin, Chin-Wen Huang and Wan-Jiun Paul Chiou. "Copula modeling and its development." Handbook of Financial Econometrics and Statistics (Springer). : .

Wan-Jiun Paul Chiou, Chun-Pin Hsu, Chin-Wen Huang. "Development and International Diversification Benefits of Equity Markets in China, Hong Kong, and Taiwan." Economic Integration Across the Taiwan Strait in Global Perspective (Edward Elgar). 2013: 102-138.

Presented Papers, Lectures, and Exhibitions and Performances

" Stock Market Contagion and Portfolio Optimization " November 7-9, 2013: The 2013 Northeast Business & Economics Association Annual Conference.

" How Airline Stock Prices React to Oil Price Changes with Time Varying GARCH-EVT-Copula Analysis " May 9, 2013: The 2013 Eastern Economics Association Annual Conference.

" Does Applying Rigorous Methodologies Yield Economic Value in Portfolio Optimization " Oct. 25-27, 2012: The 2012 Northeast Business & Economics Association Annual Conference.

" Effectiveness of Applying Time-Varying Copulas in Portfolio Optimization " Oct 19, 2012: The 2012 Financial Management Association Conference.

" Can Time-Varying Copulas Generate Profit in Portfolio Optimization " Sept. 8, 2012: The 2012 Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management.

" Can Time-Varying Copula Methods Deliver Better Portfolio Performances? (with Huang, C.) " November 19, 2011: The 2011 Southern Economics association. Washington, DC. (expected).

" The Effectiveness of Using Online Games as a Teaching Aid(with Huang, C.) " September 24, 2011: The 2011 New York State Economics Association Annual Conference. Rochester, NY.

" Modeling Time-Varying Dependence in Equity Portfolio with Copulas(with Huang, C.) " Jan 7, 2011: The 2011 ASSA/CEANA Annual Conference.

" How Foreign Portfolio Investment Affect Stock Markets in the Host Country: A case study of Taiwan (with Huang, C.) " Oct. 2, 2010: The 2010 Northeast Business & Economics Association Annual Conference.

" Do Copula Extremely Theory Based Semiparpmatric Approaches perform better when applying on VaR measurement (with Huang, C.) " Jan 3, 2010: The 2010 ASSA/CEANA Annual Conference.

" Time-Variation in the Benefits and Asset Allocation of Feasible Internationally Diversifying Strategies(with Chiou, P. and Huang, C.) " Oct. 23, 2009: The 2009 Financial Management Association Annual Conference.

" State-Dependent Stock Market Relations to Foreign Investment Behaviors.(with Huang C.) " Oct 17, 2009: The 2009 New York State Economics Association Conference.

Professional Honors, Prizes, Fellowships

Semi-Finalist of the 2012 Financial Management Association Best Paper Award in Investment: .

Provost’s Award for Enhancing Student Research Engagement: April 19, 2012.

2010-2011 Auxiliary Enterprises RFP Award: Fall 2010.

2009-2010 Auxiliary Enterprises RFP Award: Fall 2009.

Teaching Fellowship, CUNY: Fall 2005 - Spring 2009.

Southwestern Finance Association Conference Grant: February 2009.

Doctoral Student Research Grant: Spring 2008 - Spring 2009.

American Association for Chinese Studies Conference Grant: October 2007-2008.

Beta Gamma Sigma: .

The Golden Key Medal: .

Other Professional Activities and Public Service

Referee, The Financial Review: .

Referee, Journal of International Money and Finance: .

Referee, Journal of Future Markets: .

Referee, Physica A: Statistical Mechanics and its Applications: .

Referee, International Journal of Finance and Economics: .

Referee, Applied Financial Economics: .

Referee, Managerial Finance: .

Referee, Journal of Economics and International Finance: .

Referee, African Journal of Business Management: .

Reviewer, Business Statistics (Pearson): .

Reviewer, PSC-CUNY 41 Research Grant: .

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Hsu, Chun-Pin
 

Hsu, Chun-Pin
Associate Professor
Accounting and Finance