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 controlRCW LeungAvailable at SSRN 2482009, 201719*2017
2-) Dynamic contracts and the Sharpe ratio: Theory and evidenceRCW LeungAvailable at SSRN 2870284, 20174*2017
3-) A small-uniform statistic for the inference of functional linear regressionsRCW Leung, YM TamarXiv preprint arXiv:2102.10724, 202112021
4-) Statistical Arbitrage via Single-view and Multi-view Spectral Clustering on Mixed Frequency DataRCW LeungAvailable at SSRN, 20242024
5-) Statistical Arbitrage Risk Premium by Machine LearningRCW Leung, YM TamarXiv preprint arXiv:2103.09987, 20212021