Kai-Hong Tee

Loughborough University

Kai-Hong Tee is a Senior Lecturer in Finance at Loughborough University Business School, United Kingdom. He worked previously as a Lecturer in Finance at the University of Aberdeen and as a Property Investment Marketing Consultant on both residential and commercial sectors in the international properties markets. His research interests involve the application of asymmetric risks on portfolio optimization, the study of liquidity risks, and efficient performance of managed futures and hedge funds. Other interests include exploring the hedging effectiveness of derivatives and the effectiveness of currency (portfolio) strategy for conditional hedging purposes. Dr Tee's research has been published in the European Journal of Operational Research, International Review of Financial Analysis, Applied Financial Economics, Research in International Business and Finance and European Financial Management. He has a BA in Economics and General Mathematics from the National University of Singapore, an MBA (with distinction) in finance from the Leeds University Business School, and a Ph.D. in Finance from Heriot-Watt University in Edinburgh, Scotland.

Articles by Kai-Hong Tee

Original research

Making Cornish–Fisher fit for risk measurement

In this paper, the authors develop a computational method to find a unique, corrected Cornish–Fisher distribution efficiently for a wide range of skewnesses and kurtoses.

18 Jun 2019

Original research

On optimizing risk exposures with trend-following strategies in currency overlay portfolios

This paper proposes using an optimization mechanism in the currency overlay portfolio construction process.

02 Dec 2016

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