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Professor Leung receives 2016 Emerald Literati Award

Submitted by Arts & Sciences Web Team on September 7, 2016 - 12:42pm
Tim Leung

The Department of Applied Mathematics is happy to announce that Professor Tim Leung has been recognized with an Emerald Literati Network Award for Excellence – Outstanding Paper for his paper titled, “The Golden Target: Analyzing the tracking performance of leveraged gold ETFs.” Leung’s work formulates and solves a constrained quadratic minimization problem to construct static replicating portfolios of both leveraged and unleveraged benchmarks in gold; a dynamic constant leveraged portfolio using gold futures is used to track the path of the leveraged gold benchmark.

Founded in 1967, Emerald Group Publishing is one of the world’s leading scholarly publisher of journals and books in business and management with a strong and growing presence in disciplines including, business, social sciences, public policy, engineering, and education.

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