Bio (Hany Fahmy)
Faculty, Finance Intellectual Lead
School of Business
Hany Fahmy is the finance intellectual lead of the School of Business at Royal Roads University. Fahmy’s field of specialization is time series analysis and financial econometrics. His current research focuses on behavioral finance and portfolio theory, clean energy and green investments, and climate mitigation and adaptation policies in financial markets. Fahmy’s work has been published in many academic journals in the fields of economics, statistics, and finance. Fahmy’s research work has also been featured in the local media (BCBusiness) and other news outlets. He was an invited speaker to a number of national and international conferences and is a regular participant in domestic and foreign academic conferences.
Fahmy has taught economics, finance, statistics and mathematics at various academic institutions in Canada and in other countries. He has taught and supervised student research at various MBA and PhD programs. In addition to his academic appointments, Fahmy previously worked as a senior economist at Makary Consulting and at the American Chamber of Commerce.
Fahmy holds a Ph.D. in Economics from Concordia University (2012), a Master’s degree in Economics from the American University (2006), and an undergraduate degree in Mathematics from University of Toronto. He was awarded the Balvir Singh Award for academic excellence on the basis of an outstanding GPA of 4.02 in the Ph.D. program from Concordia University in 2011.
- Fahmy, H. (forthcoming). “Investors’ adaptation to climate change: A temporal portfolio choice model with diminishing climate duration hazard.” In Business Policy Solutions to Climate Change- From Mitigation to Adaptation, edited by Walker, T., McGaughey, J., Goubran, S., and Wagdy, N., Palgrave Macmillan.
- Fahmy, H. (2021). How technological emergence, saturation, and rejuvenation are re-shaping the e-commerce landscape and disrupting consumption? A time series analysis. Applied Economics, 53(6): 742-759. DOI: 10.1080/00036846.2020.1813249
- Fahmy, H. (2020). Is the sharing economy causing a regime switch in consumption? Journal of Applied Economics, 23(1): 281-298. DOI: 10.1080/15140326.2020.1750121
- Fahmy, H. (2020). Mean-variance-time: An extension of Markowitz’s mean-variance portfolio theory. Journal of Economics and Business, 109(1): 1-13. DOI: 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): 1019-1046. DOI: 10.1080/09638199.2019.1629616
- Fahmy, H. (2017). Testing the empirical validity of the adaptive markets hypothesis, Review of Economic Analysis, 9(1): 169-184. https://openjournals.uwaterloo.ca/index.php/rofea/article/view/1440
- Fahmy, H. (2016). Evidence that financial markets are efficient sometimes and inefficient most of the time, Rimini Conference in Economics and Finance.
- 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): 577-600. DOI: 10.1007/s10260-014-0275-6
- Fahmy, H. (2012). Regime Switching in Commodity Prices (thesis). Concordia University, Montreal, Canada. https://spectrum.library.concordia.ca/36071/