Raymond Leung

Visiting Research Scholar at UC Berkeley Extension

Schools

  • UC Berkeley Extension

Expertise

Links

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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