Bio (Hany Fahmy)
Faculty, Finance Intellectual Lead
School of Business
Hany Fahmy is the finance intellectual lead of the School of Business, Faculty of Management, at Royal Roads University. Fahmy’s field of specialization is time series econometrics, 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’s work has been published in many academic journals in the fields of economics, statistics, and finance.
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 has over 10 years of 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.
Fahmy holds a PhD in Economics from Concordia University (2012), a Master in Economics from the American University (2006), and an undergraduate degree in mathematics. 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.
Fahmy, H. (in press). How technological emergence, saturation, and rejuvenation are re-shaping the e-commerce landscape and disrupting consumption? A time series analysis. Applied Economics. https://doi.org/10.1080/00036846.2020.1813249.
Fahmy, H. (2020). Mean-variance-time: an extension of Markowitz’s mean-variance portfolio theory, Journal of Economics and Business, 109(1): 1-13. https://doi.org/10.1016/j.jeconbus.2019.105888.
Fahmy, H. (2020). Is the sharing economy causing a regime switch in consumption? Journal of Applied Economics, 23(1): 281-298. https://doi.org/10.1080/15140326.2020.1750121.
Fahmy, H. (2019). Classifying and modeling nonlinearity in commodity prices using Incoterms, The Journal of International Trade and Economic Development: 28(8): 1019-1046. https://doi.org/10.1080/09638199.2019.1629616. ...
Fahmy, H. (2017). Testing the empirical validity of the adaptive markets hypothesis, The Review of Economic Analysis: 9(1): 169-184.
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. https://doi.org/10.1007/s10260-014-0275-6.
Fahmy, H. (2012). Regime switching in commodity prices (thesis), Concordia University, Montreal, Canada.
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. (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.