Raymond Leung

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]