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Contact information
Contact information
Raymond C. W. Leung
Cheung Kong Graduate School of Business
3F, Tower E3, Oriental Plaza
1 East Chang An Avenue
Beijing 100738, China
Email: raymondleung@ckgsb.edu.cn / raymond.chi.wai.leung@gmail.com
Research Interests
Research Interests
Functional Time Series, Functional Data Analysis, Delegated Portfolio Management, Asset Pricing, and Contracting Theory
About
About
Raymond C. W. Leung is currently an Assistant Professor in Finance at the Cheung Kong Graduate School of Business. He received a PhD in Finance from the University of California, Berkeley, Haas School of Business.
Working Papers
Working Papers
Functional Time Series Spectral Regressions via ``Smooth First, Then Estimate'' with Yu Man Tam (current work in progress)
A Small-Uniform Statistic for the Inference of Functional Linear Regressions with Yu Man Tam (February 2021)
Statistical Arbitrage Risk Premium by Machine Learning with Yu Man Tam (March 2021)
Presentations
2019 FMA Annual Meeting in New Orleans, October 2019; semi-finalist for best paper award in the "Investments" category
Twelve Annual Society for Financial Econometrics (SoFiE) Conference in Shanghai, June 2019
2018 Five-Star Workshop in Finance in Beijing, December 2018
SWUFE-CDAR Symposium in Chengdu, November 2018
Presentations
NSF/NBER/CEME Mathematical Economics Conference in UC Berkeley, October 2019
Cheung Kong Graduate School of Business brown bag seminar, April 2018
SAIF Finance department brown bag seminar, April 2018
SUFE Department of Economics seminar, April 2018
Financial Intermediation and the Market Sharpe ratio: Theory and Evidence (November 2016)
Presentations
2017 FMA Annual Meeting in Boston, October 2017
2017 China Meeting of the Econometric Society in Wuhan, June 2017
2017 Asia Meeting of the Econometric Society in Hong Kong, June 2017
2016 Five-Star Workshop in Finance in Beijing, November 2016
Centralized versus Decentralized Delegated Portfolio Management under Moral Hazard (June 2016)
Presentations
2016 China International Conference in Finance in Xiamen, July 2016
2016 Asia Meeting of the Econometric Society in Kyoto, August 2016
Dynamic Agency, Delegated Portfolio Management and Asset Pricing (October 2014)
Awards
Western Finance Association, “2015 Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research”
Presentations
Western Finance Association 2015 Annual Meeting in Seattle, June 2015
Korean National Pension Service “International Conference on Public Pension Fund Management” in Seoul, November 2014
Presentations
26th Annual Northern Finance Association 2014 PhD Student Session (“Asset Pricing and Agency” session) in Ottawa, September 2014
EconCon 2014 at Princeton University, August 2014
14th Annual Trans-Atlantic Doctoral Conference at the London Business School, May 2014
Berkeley-Stanford Spring 2014 Joint Finance Student Seminar, April 2014
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