WENYAO (WENDY) KU

PhD Candidate, Business Administration

Research Interest: International Finance

EDUCATION

PhD, Business Administration, University of Illinois at Chicago, 2008 (expected)

Dissertation topic: Currency Effect on International Diversification Benefits

Committee: Houston Stokes (Chair), Gib Bassett, Georgios Karras, Paul Pieper, Stanley Sclove, and Michael Gorham (IIT Professor)

MBA, Accounting and Finance, University of Illinois at Chicago

BA, Chinese Literature with minor in Economics, National Taiwan University, Taipei, Taiwan

DESIGNATIONS

Chartered Financial Analyst (CFA), Charter-pending candidate, 2005-present

Financial Risk Manager (FRM), 2003-present

HONORS AND AWARDS

     Oscar Miller Award for Teaching Excellence, UIC, 2006

     Featured faculty who “creates knowledge” in UIC Liautaud GSB Annual Fund Campaign, 2006-2007 (PDF format)

RESEARCH

Working papers: Portfolio Optimization with Lagged Risk , April 2008 (co-authored with Chia-Hung Wang)

The Quantile Story About BRIC Funds, Mar. 2008 (co-authored with Zhixin Richard Kang)

Lunar Calendar Holiday Effect on American Depositary Receipts, Mar. 2007 (co-authored with Yanli Cui)

Evaluation of CDC Europe Equities Fund – Country and Sector Attribution Analysis, 2000

PRESENTATIONS

2008 Conference 2007 Midwest Economic Association Meeting, Chicago, Illinois
“The Quantile Story About BRIC Funds: Attribution Analysis on BRIC Equity Funds” (scheduled)

2007 Conference 2007 Midwest Economic Association Meeting, Twin Cities, Minnesota
“Lunar Calendar Effects on American Depository Receipts”

2007 International Symposium of Financial Engineering and Risk Mgt., Beijing, China
“ADR Pricing Implications for Portfolio Risk Management”

2006 Conference Doctoral Student Seminar of Financial Mgt. Association Annual Meeting, SLC, Utah
-- One of the invitees selected on a competitive basis by the FMA
-- Presented “Essay on Nontradable Inflation and Its impact on International Asset Pricing”

TEACHING

International Finance (Undergrad level, UIC, Spring 2008/Fall 2007)

Investments (MBA level, Leavey School of Business, Santa Clara University, California, 2006 & 2007 Summer)

Applied Portfolio Management (MBA level, UIC, Fall 2008/Spring 2007/Fall 2006/Spring 2006)

Portfolio Management (Undergrad level, UIC, Fall 2005)

Microeconomics for Business Decisions (MBA level, UIC, Fall 2005)

Econometrics (Undergrad level, UIC, Spring 2005)

Investments (Undergrad level, UIC, Fall 2004/Spring 2005)

INDUSTRY EXPERIENCE

Researcher (part-time), Saliba Portfolio Management, LLC, Chicago, Illinois, 2001-2006

-- Provided the hedge fund manager with research results of stock options implied and realized volatility
-- Developed sector rotation models for Dynamic Hedge Fund, LLC, one of the most profitable hedge funds under the management of Saliba Portfolio Management, LLC.

Profitability Analyst, United Parcel Service of America, Inc., Chicago, IL, 2000-2001

-- Performed financial analysis on contract compliance for the Metro Chicago District
-- Designed databases with VBA/SQL/MS Access
-- Worked as an Internal Auditor on incentive structures for the Marketing-Pricing Department

Summer Research Analyst, IXIS Asset Management Asia Ltd., Singapore, 2000 Summer
Subsidiary of Caisse d'Epargne Group in Paris, France

-- Researched and reported on 10 Asian economies and stock markets
-- Wrote “Evaluation of CDC Europe Equities Fund – Country and Sector Attribution Analysis” in conjunction with UIC “Empirical Issues of Finance” course (12/2000)

OTHER ACCOMPLISHMENTS

Concert pianist, Tuesdays-at-one concert series, University of Illinois at Chicago, 2002-2004

Pianist and conductor, National Taiwan University Chamber Orchestra, Taipei, Taiwan, 1999

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