Fahmy, Hany
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Hany Fahmy is an associate professor and the finance intellectual lead of the Faculty of Management at Royal Roads University. Fahmy’s field of specialization is time series econometrics and its applications to economic/finance theory. In his research, he uses tools from mathematics and statistics to test hypotheses in finance and economics. Recently, Fahmy became more interested in decision theory. His current research focuses on extending classical consumer choice theory to account for multiple preference orderings. His extension theorem has many interesting applications in various fields. Fahmy’s work has been published in many academic journals. Fahmy has taught economics, finance, statistics and mathematics at various academic institutions in Canada and other countries. He has taught and supervised student research in MBA and PhD programs. In addition to his academic appointments, Fahmy has more than 10 years experience in financial and economic consulting. He has performed various market studies, feasibility studies, cost-benefit analysis and project appraisals for both private and public sector clients. Fahmy holds a Ph.D. in Economics from Concordia University (2012), a masters degree in Economics from the American University, and an undergraduate degree in mathematics from University of Toronto. He also holds a Bachelor of Business Administration and Foreign Trade. He was awarded the Balvir Singh Award for academic excellence on the basis of an outstanding GPA of 4.02 in the PhD program from Concordia University in 2011.
These works are licensed under a Creative Commons Attribution-NonCommercial 2.5 Canada License.
Recent Submissions
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Classifying and modeling nonlinearity in commodity prices using Incoterms
(The Journal of International Trade & Economic Development, 2019)This paper proposes a novel approach of classifying and modeling the nonlinear behavior of commodity prices using regime-switching models with exogenous transition variables. The approach rests on using the International ... -
Testing the empirical validity of the adaptive markets hypothesis
(Review of Economic Analysis, 2018)The issue of market efficiency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance ... -
The mathematics of statistical modelling: Abstract to specific
(HF Consulting, 2017) -
Evidence that financial markets are efficient sometimes and inefficient most of the times
(Rimini Conference in Economics and Finance, 2016)The issue of market efficiency attracted the attention of academicians since the existence of financial markets. Over time, two schools of thoughts were established: the efficient markets school and the behavioral finance ... -
Asset allocation and security selection in theory & in practice: A literature survey from a practitioner’s perspective
(Applied Finance and Accounting, 2015)Whether for the sake of trying to make a fortune or for the sake of knowledge, both practitioners and academicians have had interests in studying the behavior of financial time series data since the existence of financial ... -
Financial analysis, asset allocation, and portfolio construction: Theory & practice
(HF Consulting, 2014) -
On financial statements modelling and fundamental analysis
(HF Consulting, 2014) -
Modelling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables
(Statistical Methods & Applications, 2014)This paper investigates the nonlinearities in commodity prices using smooth transition regression (STR) models. What distinguishes this paper from the majority of the studies in the smooth transition literature is its use ...