معرفی
Ing-Haw Cheng is a Professor of Finance and Academic Director of the Master of Financial Risk Management (MFRM) program at the Rotman School of Management, University of Toronto. He also serves as Research Director of FinHub, a research initiative at Rotman. His research focuses on capital markets, financial crises, derivatives, and AI/ML applications. Key contributions include groundbreaking work on the VIX volatility index, banking crises, and strategic behaviors in financial markets.
Research highlights include analyzing how uninsured depositors influence bank risk-taking during regional crises, exploring the underreporting of misconduct in the #MeToo era, and documenting market underreactions during early pandemic stages. His work has been published in top journals including the Review of Financial Studies, Journal of Finance, and American Economic Review.
- Awards: 2024 Review of Corporate Finance Studies Best Paper Award, 2011 ECGI Best Finance Working Paper Prize
- Projects: Developed a reproducible Python pipeline for VIX premium analysis, available on GitHub (https://github.com/inghawcheng/vixpremium)
- Teaching: Oversees MFRM program curriculum and FinHub research initiatives
His research integrates theoretical models with empirical analysis of real-world financial events, such as the 2008 housing bubble and post-2020 market dynamics. Methodological strengths include time-series forecasting, volatility modeling, and behavioral finance frameworks.
