Dr. Thomas Andreas MAURER
Finance

Associate Professor
3917 7496
maurer@hku.hk
KK 837
http://www.thomasmaurer.net


Academic & Professional Qualification
PhD in Finance, London School of Economics, 2012
MSc in Finance and Economics, London School of Economics, 2008
BA in Economics, University of St Gallen, 2006
Biography
Thomas Andreas Maurer is an Associate Professor of Finance at the HKU Business School, The University of Hong Kong. Before joining HKU in 2019, he was an Assistant Professor of Finance at the Olin Business School, Washington University in St. Louis from 2012 to 2019. Thomas earned his London School of Economics MSc in Finance and Economics degree in 2008 and his LSE PhD in Finance degree in 2012. During his PhD studies he has spent one year as a visiting scholar at the University of Chicago Booth School of Business.
His research contributions are in the area of theoretical and empirical asset pricing, international finance and household finance. He regularly serves as a committee member for academic conferences and as an academic referee for many major economics and finance journals.
At HKU, Thomas is teaching classes on derivative securities to undergraduate students. In 2017, the graduating Master of Finance class at Wash U has chosen him as the best teacher and he was awarded the Reid teaching prize for the professor “whose enthusiasm and exceptional teaching most inspire, energize, and transform students”.
Teaching
FINA2322 Derivatives
Research Interest
Asset pricing
International Finance
Household Finance
Selected Publications
“Pricing Implications of Covariances and Spreads in Currency Markets,” (with Thuy-Duong T? and Ngoc-Khanh Tran), The Review of Asset Pricing Studies, forthcoming.
“Entangled Risks in Incomplete FX Markets,” (with Ngoc-Khanh Tran), Journal of Financial Economics, 2021, 142(1), 146-165.
“Pricing Risks Across Currency Denominations,” (with Thuy-Duong T? and Ngoc-Khanh Tran), Management Science, 2019, 65(11), 5308-5336.