Raymond Leung
Visiting Research Scholar at UC Berkeley Extension
Biography
UC Berkeley Extension
Education
- Doctor of Philosophy (PhD) University of California, Berkeley (2010 — 2016)
- Master of Arts (MA) University of California, Berkeley (2010 — 2013)
- Master of Science (MS) University of California, Berkeley (2010 — 2012)
- Master of Science (M.Sc.) London School of Economics and Political Science (2009 — 2010)
- Graduate Diploma London School of Economics and Political Science (2008 — 2009)
- Bachelor of Commerce (BCom) The University of British Columbia (2003 — 2008)
- Study Abroad Tsinghua University (2007 — 2007)
Companies
- Visiting Research Scholar University of California, Berkeley (2019)
- Assistant Professor of Finance Cheung Kong Graduate School of Business (2016)
- Graduate Student Instructor (Teaching Assistant) UC Berkeley (2011 — 2016)
- PhD Candidate (Finance) University of California, Berkeley, Haas School of Business (2010 — 2016)
- MA Candidate (Statistics) UC Berkeley (2010 — 2013)
- Summer Analyst UBS Investment Bank (2007 — 2007)
- Summer Analyst CIBC World Markets (2006 — 2006)
Working Papers
- Asset Insurance Premium in the Cross-Section of Asset Synchronicity, March 2019
- A New Theory of Information Acquisition and Recovery: Intrinsic Geometry Approach with Asset Pricing Applications, June 2018
- Predicting new stocks’ future returns by portfolio mimicking error: An approach to identify innovative stocks (with Yu-Man Tam and Zigan Wang), November 2017
- Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control, September 2017
- Dynamic Contracts and the Sharpe Ratio: Theory and Evidence, June 2017
- Financial Intermediation and the Market Sharpe ratio: Theory and Evidence, November 2016
- Centralized versus Decentralized Delegated Portfolio Management under Moral Hazard, November 2015
- Dynamic Agency, Delegated Portfolio Management and Asset Pricing, October 2014
- Continuous-Time Principal-Agent Problem with Drift and Stochastic Volatility Control, with Applications to Corporate Finance and Delegated Portfolio Management, September 2014
- Asset Prices Jump-Spillover Estimation and Inference, December 2013 [Paper available upon request]
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