Raymond C. W. Leung

Cheung Kong Graduate School of Business

Assistant Professor

3F, Tower E3, Oriental Plaza

1 East Chang An Avenue

Beijing, Beijing 100738

China

http://sites.google.com/site/raymondcwleung123/

SCHOLARLY PAPERS

5

DOWNLOADS

674

CITATIONS

4

Scholarly Papers (5)

1.

Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control: With Applications to Delegated Portfolio Management

Number of pages: 68 Posted: 18 Aug 2014 Last Revised: 22 Sep 2014
Raymond C. W. Leung
Cheung Kong Graduate School of Business
Downloads 241 (126,190)
Citation 3

Abstract:

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continuous-time principal-agent problem, dynamic contracting, delegated portfolio management, stochastic volatility control

2.

Dynamic Agency, Delegated Portfolio Management and Asset Pricing

Number of pages: 59 Posted: 03 Dec 2014
Raymond C. W. Leung
Cheung Kong Graduate School of Business
Downloads 199 (151,700)
Citation 1

Abstract:

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dynamic contracting, delegated portfolio management, general equilibrium, asset pricing, shareholder activism

3.

Financial Intermediation and the Market Price of Risk: Theory and Evidence

Number of pages: 62 Posted: 16 Nov 2016 Last Revised: 01 Feb 2017
Raymond C. W. Leung
Cheung Kong Graduate School of Business
Downloads 109 (248,554)

Abstract:

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intermediated asset pricing, dynamic contracting, market price of risk, time series regression, cointegration, cross-sectional regression

4.

The Cross-Section of Asset Synchronicity by Elastic-Net

Number of pages: 83 Posted: 01 Jan 2019
Raymond C. W. Leung and Yu-Man Tam
Cheung Kong Graduate School of Business and Office of the Comptroller of the Currency, Department of the Treasury
Downloads 83 (296,945)

Abstract:

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Cross-section, elastic-net, machine learning, asset synchronicity, asset insurance premium, macrofinance, portfolio construction

5.

A New Theory of Information Acquisition and Recovery: Intrinsic Geometry Approach with Asset Pricing Applications

Number of pages: 77 Posted: 18 Jul 2018
Raymond C. W. Leung
Cheung Kong Graduate School of Business
Downloads 42 (414,699)

Abstract:

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Information Acquisition, Information Recovery, Entropy, Portfolio Choice, Asset Pricing, Information Geometry, Fisher Information Metric, Riemannian Geometry