Kanis Saengchote. Associate Professor at Department of Banking and Finance, Chulalongkorn Business Schoool.

Please check here for my latest research interests. Currently fascinated by factor investing, spatial analytics and DeFi.


DeFi

Blockchain technology and tokenization allow information to flow and interact in a decentralized manner. Tokens can come together to replicate traditional financial services in decentralized finance (DeFi).

For a Master’s level introduction to DeFi, please try the following videos which are part of the Alternative Investment course of the MS Finance programme at Chulalongkorn Business School, Chulalongkorn University. The talks were given in January 2022.

Part 1 of a 2-part lecture on DeFi for the MSF programme at CBS.
Part 2 of a 2-part lecture on DeFi for the MSF programme at CBS.
How different types of tokens interact in a decentralized finance ecosystem.

Factor Investing

Stocks that earn systematically higher returns in a consistent manner often share similar characteristics (e.g. book-to-market ratio). Factor investing is an outcome of asset pricing research that fundamentally seek to understand what drive asset returns. In a sense, it’s one of the simplest form of data-driven investing.

Long-short spreads of asset pricing factors in Thailand from Jan 2000 – May 2021