Raymond Cw Leung

Raymond Cw Leung

Cheung Kong Graduate School of Business - Beijing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 4705976
长江商学院
person_outline Raymond Cw Leung's MOST POPULAR ARTICLES
1-) Continuous-time principal-agent problem with drift and stochastic volatility control Available at SSRN 2482009, 2017
2-) Dynamic contracts and the Sharpe ratio: Theory and evidence Available at SSRN 2870284, 2017
3-) Statistical Arbitrage Risk Premium by Machine Learning arXiv preprint arXiv:2103.09987, 2021
4-) A small-uniform statistic for the inference of functional linear regressions arXiv preprint arXiv:2102.10724, 2021
5-) Statistical Arbitrage Risk Premium by Machine LearningRCW Leung, YM TamarXiv preprint arXiv:2103.09987, 20212021