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Risk Management

Related Faculty

  • Tim Leung
    Boeing Endowed Professor, Director of Computational Finance and Risk Management Program

Research

  • Tim Leung and Xin Li.  (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. Learn more
  • Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020 Learn more

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