Clarence C Y Kwan

Dr. Clarence C Y Kwan

Professor

Finance & Business Economics

Faculty

CONTACT INFORMATION

BIO

In 1979, Clarence C.Y. Kwan, P.Eng. (Ontario), joined the Degroote School of Business (then the Faculty of Business), as Assistant Professor of Finance. He became Associate Professor of Finance in 1984 and then Professor of Finance in 1989.

JOURNAL PUBLICATIONS

2020

Addendum To A Case Study On Using Spreadsheets To Facilitate Committee Discussions And To Assist Committee Decisions In An Academic Setting: Graduate Admissions Of Applicants With Degrees From Chinese Universities

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2019

Solving The Black-Scholes Partial Differential Equation Via The Solution Method For A One-Dimensional Heat Equation: A Pedagogic Approach With A Spreadsheet-Based Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2018

Using Spreadsheets To Facilitate Committee Discussions And To Assist Committee Decisions In An Academic Setting: A Case Study

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2017

Shrinkage Of The Sample Correlation Matrix Of Returns Towards A Constant Correlation Target: A Pedagogic Illustration Based On Dow Jones Stock Returns

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2016

The Arbitrage Pricing Model: A Pedagogic Derivation And A Spreadsheet-Based Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2015

Interest Rate Conversion

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Y Feng, Ccy Kwan
2014

A Regression-Based Interpretation Of The Inverse Of The Sample Covariance Matrix

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2013

Market Neutral Portfolio Selection: A Pedagogic Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2012

Connecting Binomial And Black-Scholes Option Pricing Models: A Spreadsheet-Based Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Y Feng, Ccy Kwan
2012

Bond Duration: A Pedagogic Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Y Feng, Ccy Kwan
2011

Time-Value Concepts, Bond Valuation, And Corresponding Spreadsheet Functions

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Y Feng, Ccy Kwan
2011

An Introduction To Shrinkage Estimation Of The Covariance Matrix: A Pedagogic Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2010

The Requirement Of A Positive Definite Covariance Matrix Of Security Returns For Mean-Variance Portfolio Analysis: A Pedagogic Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2010

Spreadsheet-Based Sudoku As A Tool For Teaching Logical Deduction

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2010

Bond Portfolio Laddering: A Mean-Variance Perspective

JOURNAL : JOURNAL OF APPLIED FINANCE: THEORY, PRACTICE, EDUCATION

CONTRIBUTORS: Cs Cheung, Ccy Kwan
2009

Estimation Error In The Correlation Of Two Random Variables: A Spreadsheet-Based Exposition

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2007

A Simple Spreadsheet-Based Exposition Of The Markowitz Critical Line Method For Portfolio Selection

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
2007

Mean-Gini Portfolio Analysis: A Pedagogic Illustration

JOURNAL : SPREADSHEETS IN EDUCATION

CONTRIBUTORS: Cs Cheung, Ccy Kwan
November 2006

SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION

JOURNAL : INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE

CONTRIBUTORS: Clarence Cy Kwan
2006

SOME FURTHER ANALYTICAL PROPERTIES OF THE CONSTANT CORRELATION MODEL FOR PORTFOLIO SELECTION

JOURNAL : INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE

CONTRIBUTORS: Ccy Kwan
February 2004

LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION

JOURNAL : INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE

CONTRIBUTORS: Clarence Cy Kwan
2004

LONG-SHORT PORTFOLIO MODELING: CRITIQUE AND EXTENSION

JOURNAL : INTERNATIONAL JOURNAL OF THEORETICAL AND APPLIED FINANCE

CONTRIBUTORS: Clarence Cy Kwan
January 2003

Improving The Efficient Frontier

JOURNAL : THE JOURNAL OF PORTFOLIO MANAGEMENT

CONTRIBUTORS: Clarence Cy Kwan
2002

Portfolio Selection With Round-Lot Holdings

JOURNAL : ADVANCES IN INVESTMENT AND ANALYSIS AND PORTFOLIO MANAGEMENT

CONTRIBUTORS: Clarence Cy Kwan
2001

Portfolio Analysis Using Spreadsheet Tools

JOURNAL : JOURNAL OF APPLIED FINANCE: THEORY, PRACTICE, EDUCATION

CONTRIBUTORS: Clarence Cy Kwan
1997

The Noise Trader Hypothesis: The Case Of Closed-End Country Funds

JOURNAL : RESEARCH IN FINANCE

CONTRIBUTORS: Cs Cheung, Ccy Kwan
December 1996

Neural Network Forecasting Of Quarterly Accounting Earnings

JOURNAL : INTERNATIONAL JOURNAL OF FORECASTING

CONTRIBUTORS: Jeffrey L Callen, Clarence Cy Kwan
1996

Price Effects Of Stock Ownership Restrictions For Foreigners In Emerging Markets

JOURNAL : RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

CONTRIBUTORS: Cs Cheung, Ccy Kwan
December 1995

The Pricing Of Exchange Rate Risk And Stock Market Segmentation: The Canadian Case

JOURNAL : REVIEW OF QUANTITATIVE FINANCE AND ACCOUNTING

CONTRIBUTORS: C Sherman Cheung, Clarence Cy Kwan
June 1995

TESTS OF THE VALUE LINE RANKING SYSTEM: SOME INTERNATIONAL EVIDENCE

JOURNAL : JOURNAL OF BUSINESS FINANCE & ACCOUNTING

CONTRIBUTORS: Trevor W Chamberlain, C Sherman Cheung
December 1988

A Sequential Selection Problem

JOURNAL : DECISION SCIENCES

CONTRIBUTORS: Clarence Cy Kwan, Yufei Yuan
April 1985

Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

JOURNAL : JOURNAL OF BUSINESS & ECONOMIC STATISTICS

CONTRIBUTORS: Jeffrey L Callen, Clarence Cy Kwan
April 1985

Foreign-Exchange Rate Dynamics: An Empirical Study Using Maximum Entropy Spectral Analysis

JOURNAL : JOURNAL OF BUSINESS & ECONOMIC STATISTICS

CONTRIBUTORS: Jeffrey L Callen, Clarence Cy Kwan
December 1979

Debt Maturity, Default Risk, And Capital Structure

JOURNAL : JOURNAL OF BANKING & FINANCE

CONTRIBUTORS: Myron J Gordon, Clarence Cy Kwan
June 1972

Conduction Band Parameters In GaSb From High-Temperature Transport Measurements

JOURNAL : CANADIAN JOURNAL OF PHYSICS

CONTRIBUTORS: Joseph Basinski, Clarence Cy Kwan
1972

Optical Properties Of Semiconducting VO2 Films

JOURNAL : PHYSICAL REVIEW B - CONDENSED MATTER AND MATERIALS PHYSICS

CONTRIBUTORS: A Gavini, Ccy Kwan
1972

Transport And Structural Properties Of VO2 Films

JOURNAL : APPLIED PHYSICS LETTERS

CONTRIBUTORS: Clarence Cy Kwan, Ch Griffiths
December 1971

Analysis Of The Two-rand Hall Effect And Magnetoresistance

JOURNAL : PHYSICA STATUS SOLIDI (B)

CONTRIBUTORS: Ccy Kwan, J Basinski
June 1971

ELECTROREFLECTANCE AND THERMOREFLECTANCE OF ZnSiAs2

JOURNAL : APPLIED PHYSICS LETTERS

CONTRIBUTORS: Clarence Cy Kwan, John C Woolley
April 1971

Electroreflectance And Thermoreflectance Of ZnSnAs2

JOURNAL : PHYSICA STATUS SOLIDI (B)

CONTRIBUTORS: Ccy Kwan, Jc Woolley
September 1970

Electroreflectance Spectra Of Some II–IV–As2 Compounds

JOURNAL : CANADIAN JOURNAL OF PHYSICS

CONTRIBUTORS: Clarence Cy Kwan, John C Woolley
December 1968

Electroreflectance Of InAs

JOURNAL : CANADIAN JOURNAL OF PHYSICS

CONTRIBUTORS: Clarence Cy Kwan, Alan G Thompson
August 1968

Conduction Band Of InAs

JOURNAL : CANADIAN JOURNAL OF PHYSICS

CONTRIBUTORS: Clarence Cy Kwan, John C Woolley

OTHER PUBLICATIONS