Peter Miu

Dr. Peter Miu

Professor

Finance & Business Economics

Faculty

CONTACT INFORMATION

BIO

Dr. Peter Miu’s research is primarily in the areas of credit risk modelling, financial institutions, exchange-traded funds, regulatory capital requirement, empirical methods, and investments. His research appears in journals such as the Journal of Financial Intermediation, Journal of Banking and Finance, Journal of Empirical Finance, and the Journal of Credit Risk. Dr. Miu teaches courses in financial economics and derivatives at the DeGroote School of Business. Dr. Miu has consulted on such issues as validations of credit risk measures, regulatory and economic capital requirements, and stress testing models. His co-authored books on Basel II and III provide both the theory and practical how-to knowledge risk management professionals need to implement the concepts of these regulatory requirements in their institutions.

JOURNAL PUBLICATIONS

October 2016

Determining Hurdle Rate And Capital Allocation In Credit Portfolio Management

JOURNAL : JOURNAL OF FINANCIAL SERVICES RESEARCH

CONTRIBUTORS: Peter Miu, Bogie Ozdemir
April 2013

Introduction To The Special Issue On Exchange-Traded Funds

JOURNAL : MANAGERIAL FINANCE

CONTRIBUTORS: Peter Miu, Narat Charupat
December 2010

Diversification Benefits Of Commodity Futures

JOURNAL : JOURNAL OF INTERNATIONAL FINANCIAL MARKETS, INSTITUTIONS AND MONEY

CONTRIBUTORS: C Sherman Cheung, Peter Miu
December 2009

Stress-testing Probability Of Default And Migration Rate With Respect To Basel II Requirements

JOURNAL : THE JOURNAL OF RISK MODEL VALIDATION

CONTRIBUTORS: Peter Miu, Bogie Ozdemir
January 2008

Canadian Stock Market Multiples And Their Predictive Content

JOURNAL : INTERNATIONAL REVIEW OF ECONOMICS & FINANCE

CONTRIBUTORS: Richard Deaves, Peter Miu
June 2007

Refining Momentum Strategies By Conditioning On Prior Long-term Returns: Canadian Evidence

JOURNAL : CANADIAN JOURNAL OF ADMINISTRATIVE SCIENCES / REVUE CANADIENNE DES SCIENCES DE L'ADMINISTRATION

CONTRIBUTORS: Richard Deaves, Peter Miu

OTHER PUBLICATIONS