Bio (Hany Fahmy)

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Dr. Hany Fahmy

Hany Fahmy

Position

Associate Professor

School

School of Business

Summary

Hany Fahmy is an associate professor and the finance intellectual lead of the School of Business in the Faculty of Management at Royal Roads University. Fahmy’s field of specialization is time series econometrics and its applications to macroeconomics, portfolio theory, behavioral finance and decision theory. In his research, he uses tools from mathematics and statistics to analyze, model and test how individuals and institutions make optimal financial and economic decisions. Fahmy recently extended the classical mean-variance portfolio theory to include a time dimension (Fahmy, in press). His extension theorem has many applications in business, economics and finance. Fahmy’s work has been published in many academic journals in the fields of economics, statistics and finance.

Experience

Fahmy has taught economics, finance, statistics and mathematics at various academic institutions in Canada and other countries. He has taught and supervised student research at various 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 appraisal for both private and public sector clients

Credentials

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.

Publications

Fahmy, H. (in press). Mean-variance-time: an extension of Markowitz’s mean-variance portfolio theory, Journal of Economics and Business. DOI: https://doi.org/10.1016/j.jeconbus.2019.105888.

Fahmy, H. (2019). Classifying and modeling nonlinearity in commodity prices using Incoterms, The Journal of International Trade and Economic Development: 28(8), pp 1019-1046. DOI: 10.1080/09638199.2019.1629616                                                           

Fahmy, H. (2017). Testing the empirical validity of the adaptive markets hypothesis, The Review of Economic Analysis: 9(1), pp 169-184.

Fahmy. H. (2017). The mathematics of statistical modelling: abstract to specific, HF Consulting, Waterloo, ON.

Fahmy, H. (2016). Evidence that financial markets are efficient sometimes and inefficient most of the time, Rimini Conference in Economics and Finance.

Fahmy, H. (2015). Asset allocation and security selection in theory & in practice: a literature survey from a practitioner's perspective, Journal of Applied Finance and Accounting: 1(2), pp 10- 37. DOI: 10.11114/afa.v1i2.725

Fahmy, H. (2014). Modeling nonlinearities in commodity prices using smooth transition regression models with exogenous transition variables, Journal of Statistical Methods and Applications: 23(4), pp 577-600. DOI: 10.1007/s10260-014-0275-6.

Fahmy, H. (2014). On financial statements modelling and fundamental analysis, HF Consulting, Waterloo, ON.

Fahmy, H. (2014). Financial analysis, asset allocation, and portfolio construction: theory and practice, HF Consulting, Waterloo, ON.

Fahmy, H. (2012). Regime switching in commodity prices (thesis), Concordia University, Montreal, Canada.