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Vuong Quan Hoang, Ph.D
Research Scientist, Department of Finance
Centre Emile Bernheim
Solvay Brussels School of Economics and Management
The University of Brussels (French name: Université Libre de Bruxelles)
ULB CP 145/01, Avenue F.D. Roosevelt 21, Brussels 1050, Belgium
E-mail: qvuong@ulb.ac.be or hoangvq@empirics.net
* Vietnam National Book Award Winner 2008
Activity in Vietnam:
Economic research and strategic consulting services
Dan Houtte, Vuong & Partners
Vietnam Studies in Economics and Management Initiative (VISEMI)
Scholarly Papers:
Vuong, Quan-Hoang, and Tran, Tri Dung, and Nguyen, Thi Chau Ha (2009) "Mergers and Acquisitions in Vietnam's Emerging Market Economy, 1990-2009," Working Papers CEB 09-045.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB), November 2009. (Available at SSRN: http://ssrn.com/abstract=1503288 and IDEAS RePEc, http://ideas.repec.org/p/sol/wpaper/09-045.html)
Quan-Hoang Vuong and Tran Tri Dung (2009) "The Cultural Dimensions of the Vietnamese Private Entrepreneurship," ICFAI University Journal of Entrepreneurship Development, Vol. VI, No. 3 & 4 (Sept. and Dec. 2009), pp. 54-78, ICFAI Univ. Press.
Vuong Quan Hoang and Tran Tri Dung (2009) "Financial Turbulences in Vietnam's Emerging Economy: Transformation over 1991-2008 Period," in Jagadeesha and Deene, eds., Contemporary Issues in Finance, pp. 43-61, Excel Books, New Delhi, ISBN 978-81-7446-725-6. Available at SSRN: http://ssrn.com/abstract=1486204
Tran Tri Dung & Quan-Hoang Vuong (2009) "A Note on Studies of Monetary Policy and Implementation in Vietnam," Working Papers CEB 09-024.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB), June 2009.
André Farber & Nguyen Huu Tu & Tran Tri Dung & Quan-Hoang Vuong (2008) "The financial storms in Vietnam’s transition economy: A reasoning on the 1991-2008 period," Working Papers CEB 08-023.RS, Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB), November 2008.
Phạm Minh Chính và Vương Quân Hoàng (2008) "Bối cảnh tài chính Việt Nam 1997-98 và 2007-08: Khoảng cách và biến đối," Nghiên cứu Kinh tế, Vol. 48, Issue 7, Viện Kinh tế Việt Nam, Hà Nội.
Nguyen Van Huu and Vuong Quan Hoang (2007) "On the martingale representation theorem and approximate hedging a contingent claim in the minimum mean square deviation criterion (Revised)," VNU Journal of Science, Mathematics - Physics 23 (2007), pp. 143-154.
Nguyen Van Huu and Vuong Quan Hoang (2007) "On the martingale representation theorem and on approximate hedging a contingent claim in the minimum deviation square criterion," in Eds. Jeltsch, Li & Sloan (2007) Topics in Industrial and Applied Mathematics, pp. 134-151, Series in Contemporary Applied Math CAM 8, ICIAM - World Scientific Publishing, ISBN 978-7-04-021903-6.
André Farber & Nguyen Van Nam & Quan Hoang Vuong (2006) "Policy Impacts on Vietnam Stock Market: A Case of Anomalies and Disequilibria 2000-2006," Abstract Journal of International Conference on Public Economic Theory 2006 (PET 06), Hanoi, August 2006, by PET Association and National Economics University. (Also Working Papers CEB No. 06-005.RS, Solvay Business School, 2006)
Vuong Quan Hoang et al. (2006) "Phương pháp thống kê xây dựng mô hình định mức tín nhiệm khách hàng thể nhân (English title: "Statistical method for individual credit scoring")," VN Journal of Mathematical Applications, Vol. 4, No. 2 (2006), pp. 1-16.
Nguyen Van Huu, Vuong Quan Hoang and Tran Minh Ngoc (2005) "Central limit theorem for functional of jump Markov process," VN Journal of Mathematics, Vol. 33, No. 4 (2005), pp. 443-461.
Vuong Quan Hoang (2004) "Hiệu ứng GARCH trên dãy lợi suất: Thị trường chứng khoán Việt Nam 2000-2003," (in Vietnamese; English title: "Evidence of GARCH effect on Vietnam's stock return time series"), VN Journal of Mathematical Applications, Vol. 2, No. 1, pp. 15-30.
André Farber and Vuong Quan Hoang (2004) "New empirical results on anomalies and herd behaviour: Vietnam stock market 2000-2004," Economic Studies Review, Vol. 44(9), No. 315, pp. 55-59, VN Institute of Economics, Hanoi, Vietnam.
Vuong Quan Hoang (2004) "Analyses on Gold and US Dollar in Vietnam's Transitional Economy," Working Papers Sesries CEB, No. WP 04-033, Centre Emile Bernheim, Solvay Business School, Université Libre de Bruxelles, July 2004, Brussels, Belgium.
Vuong Quan Hoang (2004) "The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003," Working Papers Sesries CEB, No. WP 04-032, Centre Emile Bernheim, Solvay Business School, Université Libre de Bruxelles, January 2004, Brussels, Belgium.
Vuong Quan Hoang (2003) "Essays on Vietnam’s Financial Reforms: Foreign Exchange Statistics and Evidence of Long-Run Equilibrium," Working Papers Series CEB, No. WP-CEB 03-013.RS, Sept. 2003, Solvay Business School, University of Brussels.
Vương Quân Hoàng, Nguyễn Quang Dong và Ngô Phương Chí (2002) "Phương pháp số Sharpe-Lintner-Mossin: Một ứng dụng trên số liệu thị trường chứng khoán Việt Nam 2000-2002," Nghiên cứu Kinh tế, Vol. 43(12), No. 295, trang 12-16, Viện Kinh tế, Hà Nội.
Vương Quân Hoàng và Ngô Phương Chí (2002) "An approach to the theory on the double foreign exchange rates: statistical evaluation of USD/VND exchange rates" Economic Studies Review (Vietnam), Vol. 43(9), No. 292, pp. 18-27, September 2002, VN Institute of Economics. ISSN 0866-7489.
Vuong Quan Hoang (2002) "Empirical Evidence of Conditional Heteroskedasticity in Vietnam’s Stock Returns Time Series," Working Papers CEB. No. WP-CEB 02-001.RS, Université Libre de Bruxelles, Solvay Business School, Centre Emile Bernheim (CEB).
Vuong Quan Hoang (2001) "Black-Scholes PDE: A Finance Application," Abstract Journal of International Conference on Differential Equation Approximation and Applications, November 2001, Vietnam National University and Vietnam Institute of Mathematics.
Vuong Quan Hoang (2000) "The Vietnamese Corporate Bond Market An Early Exploration into the 1992-1999 Period," Working Papers Centre Emile Bernheim, WP-CEB 00-001.RS, Université Libre de Bruxelles, Solvay Business School, August 2000.
Vuong Quan Hoang (1997) "The Leasing Alternative," Vietnam Business Journal, Vol.5, No. 3, VIAM Publications New York.
(To be updated...)
Published Books:
Phạm Minh Chính và Vương Quân Hoàng. Kinh tế Việt Nam - Thăng trầm và đột phá. NXB Chính trị Quốc gia, tháng 5-2009, Hà Nội, Việt Nam. Read this book on Google Books at: http://books.google.com/books?id=1Wxg3gafpJ4C
Vương Quân Hoàng. Văn minh làm giàu & Nguồn gốc của cải. NXB Chính trị Quốc gia, tháng 7-2007. Hà Nội, Việt Nam. Read the book at Google Books page: http://books.google.com.vn/books?id=El4zVl36thsC
Nguyễn Văn Hữu và Vương Quân Hoàng. Các phương pháp toán học trong tài chính. NXB Đại học Quốc gia Hà Nội, tháng 4-2007. Hà Nội, Việt Nam. Read this book at Google Books: http://books.google.com.vn/books?id=CVHkAY-PIZMC
Misc.
* "Kinh tế Việt Nam - Thăng trầm và đột phá", NXB Chính trị Quốc gia Sự thật, 2009.
* "Văn minh làm giàu & Nguồn gốc của cải", NXB Chính trị Quốc gia Sự thật, 2007.
Zentralblatt MATH Indexing (for citation, search): FREE (AMS MathSciNet requires ID and PW even for search): Zentralblatt Math Indexing
-- with downloadable documents, e.g.
CITATIONS:
Kallinterakis, Vasileios (2009) "Herding and the Thin Trading Bias in a Start-Up Market: Evidence From Vietnam." The ICFAI University Journal of Behavioral Finance, Vol. VI, No. 2, pp. 7-27, June 2009. Available at SSRN: http://ssrn.com/abstract=1417344
Myroslav DROZDENKO (2007) "Weak Convergence of First-rare-event Times for Semi-Markov Processes," Theory of Stochastic Processes, Vol.13 (29), No.4, 2007, pp. 29–63.
Duong Thi Lieu and Nguyen Van Ha (2008) "Integration and Vietnam Business Culture," Working paper VNH3.TB5.503.
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