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Tim S.T. Leung

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First Name:Tim
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Last Name:Leung
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RePEc Short-ID:ple640
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http://faculty.washington.edu/timleung/
Tim S.T. Leung Boeing Professor of Applied Math; Director, Computational Finance Risk Management (CFRM) program Department of Applied Mathematics University of Washington Lewis Hall #217, Box 353

Affiliation

(80%) University of Washington

http://depts.washington.edu/amath/
Seattle, WA USA
98195

Research output

as
Jump to: Working papers Articles Chapters Books

Working papers

  1. Tim Leung & Matthew Lorig & Yoshihiro Shirai, 2024. "Optimal positioning in derivative securities in incomplete markets," Papers 2403.00139, arXiv.org.
  2. Tim Leung & Kevin W. Lu, 2023. "Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework," Papers 2309.05512, arXiv.org, revised Jan 2024.
  3. Tim Leung & Hyungbin Park & Heejun Yeo, 2023. "Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs," Papers 2310.02084, arXiv.org.
  4. Tim Leung & Theodore Zhao, 2021. "Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning," Papers 2105.10871, arXiv.org.
  5. Tim Leung & Yang Zhou, 2021. "Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model," Papers 2102.12601, arXiv.org.
  6. Tim Leung & Theodore Zhao, 2021. "Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices," Papers 2105.08133, arXiv.org.
  7. Tim Leung & Brian Ward, 2019. "Tracking VIX with VIX Futures: Portfolio Construction and Performance," Papers 1907.00293, arXiv.org.
  8. Tim Leung & Yang Zhou, 2019. "Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework," Papers 1910.06432, arXiv.org.
  9. Tim Leung & Yang Zhou, 2019. "A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options," Papers 1906.03562, arXiv.org, revised Sep 2019.
  10. Bahman Angoshtari & Tim Leung, 2019. "Optimal Trading of a Basket of Futures Contracts," Papers 1910.04943, arXiv.org.
  11. Jize Zhang & Tim Leung & Aleksandr Aravkin, 2018. "A Relaxed Optimization Approach for Cardinality-Constrained Portfolio Optimization," Papers 1810.10563, arXiv.org.
  12. Jize Zhang & Tim Leung & Aleksandr Y. Aravkin, 2018. "Mean Reverting Portfolios via Penalized OU-Likelihood Estimation," Papers 1803.06460, arXiv.org.
  13. Bahman Angoshtari & Tim Leung, 2018. "Optimal Dynamic Basis Trading," Papers 1809.05961, arXiv.org, revised May 2019.
  14. Tim Leung & Raphael Yan, 2018. "A Stochastic Control Approach to Managed Futures Portfolios," Papers 1811.01916, arXiv.org.
  15. Tim Leung & Brian Ward, 2017. "Dynamic Index Tracking and Risk Exposure Control Using Derivatives," Papers 1705.10454, arXiv.org.
  16. Tim Leung & Jiao Li & Xin Li, 2017. "Optimal Timing to Trade Along a Randomized Brownian Bridge," Papers 1801.00372, arXiv.org, revised Aug 2018.
  17. Tim Leung & Yerkin Kitapbayev, 2017. "Optimal Mean-Reverting Spread Trading: Nonlinear Integral Equation Approach," Papers 1701.00875, arXiv.org, revised Jan 2017.
  18. Yerkin Kitapbayev & Tim Leung, 2017. "Mean Reversion Trading with Sequential Deadlines and Transaction Costs," Papers 1707.03498, arXiv.org, revised Jan 2018.
  19. Tim Leung & Hongzhong Zhang, 2017. "Optimal Trading with a Trailing Stop," Papers 1701.03960, arXiv.org, revised Mar 2019.
  20. Tim Leung & Zheng Wang, 2016. "Optimal Risk-Averse Timing of an Asset Sale: Trending vs Mean-Reverting Price Dynamics," Papers 1610.08143, arXiv.org.
  21. Tim Leung & Jamie Kang, 2016. "Asynchronous ADRs: Overnight vs Intraday Returns and Trading Strategies," Papers 1611.03110, arXiv.org.
  22. Tim Leung & Jiao Li & Xin Li & Zheng Wang, 2016. "Speculative Futures Trading under Mean Reversion," Papers 1601.04210, arXiv.org.
  23. Brian Bulthuis & Julio Concha & Tim Leung & Brian Ward, 2016. "Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty," Papers 1604.04963, arXiv.org, revised Apr 2017.
  24. Kevin Guo & Tim Leung, 2016. "Understanding the Non-Convergence of Agricultural Futures via Stochastic Storage Costs and Timing Options," Papers 1610.09403, arXiv.org, revised Apr 2017.
  25. Tim Leung & Hyungbin Park, 2016. "Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Martingale Extraction Approach," Papers 1612.01013, arXiv.org.
  26. Kevin Guo & Tim Leung, 2016. "Understanding the Tracking Errors of Commodity Leveraged ETFs," Papers 1610.09404, arXiv.org.
  27. Tim Leung & Kazutoshi Yamazaki & Hongzhong Zhang, 2015. "Optimal Multiple Stopping with Negative Discount Rate and Random Refraction Times under Levy Models," Papers 1505.07313, arXiv.org.
  28. Tim Leung & Kazutoshi Yamazaki & Hongzhong Zhang, 2015. "An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting," Papers 1505.07705, arXiv.org.
  29. Eric Dahlgren & Tim Leung, 2015. "An Optimal Multiple Stopping Approach to Infrastructure Investment Decisions," Papers 1502.00861, arXiv.org.
  30. Tim Leung & Matthew Lorig, 2015. "Optimal Static Quadratic Hedging," Papers 1506.02074, arXiv.org, revised Nov 2015.
  31. Tim Leung & Yoshihiro Shirai, 2015. "Optimal Derivative Liquidation Timing Under Path-Dependent Risk Penalties," Papers 1502.00358, arXiv.org.
  32. Jinbeom Kim & Tim Leung, 2015. "Pricing Derivatives with Counterparty Risk and Collateralization: A Fixed Point Approach," Papers 1501.06221, arXiv.org.
  33. Tim Leung & Brian Ward, 2015. "The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs," Papers 1501.02276, arXiv.org, revised Jan 2015.
  34. Tim Leung & Xin Li & Zheng Wang, 2015. "Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs," Papers 1504.04682, arXiv.org.
  35. Tim Leung & Haohua Wan, 2015. "ESO Valuation with Job Termination Risk and Jumps in Stock Price," Papers 1504.08073, arXiv.org.
  36. Tim Leung & Marco Santoli, 2014. "Accounting for Earnings Announcements in the Pricing of Equity Options," Papers 1412.8414, arXiv.org, revised Apr 2015.
  37. Tim Leung & Matthew Lorig & Andrea Pascucci, 2014. "Leveraged {ETF} implied volatilities from {ETF} dynamics," Papers 1404.6792, arXiv.org, revised Apr 2015.
  38. Tim Leung & Xin Li, 2014. "Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit," Papers 1411.5062, arXiv.org, revised May 2015.
  39. Tim Leung & Xin Li & Zheng Wang, 2014. "Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs," Papers 1411.6080, arXiv.org.
  40. Hongzhong Zhang & Tim Leung & Olympia Hadjiliadis, 2013. "Stochastic Modeling and Fair Valuation of Drawdown Insurance," Papers 1310.3860, arXiv.org.
  41. Tim Leung & Qingshuo Song & Jie Yang, 2011. "Outperformance Portfolio Optimization via the Equivalence of Pure and Randomized Hypothesis Testing," Papers 1109.5316, arXiv.org, revised Mar 2013.
  42. Masahiko Egami & Tim S. T. Leung & Kazutoshi Yamazaki, 2011. "Default Swap Games Driven by Spectrally Negative Levy Processes," Papers 1105.0238, arXiv.org, revised Sep 2012.
  43. Tim Leung & Peng Liu, 2011. "Risk Premia and Optimal Liquidation of Credit Derivatives," Papers 1110.0220, arXiv.org, revised Oct 2012.
  44. Tim Leung & Michael Ludkovski, 2010. "Optimal Timing to Purchase Options," Papers 1008.3650, arXiv.org, revised Apr 2011.
  45. Tim Siu-Tang Leung & Kazutoshi Yamazaki, 2010. "American Step-Up and Step-Down Default Swaps under Levy Models," Papers 1012.3234, arXiv.org, revised Sep 2012.
  46. S. Sheng & C.Y. Wong & Léopold Lessassy & K. Lai & T. Leung & Bao Yang, 2010. "Relational Adaptation in Buyer-Supplier Relationship Management: A Synthesis of Effects of Exchange Hazards, Relational Norms, and Legitimacy management," Post-Print hal-02108777, HAL.

Articles

  1. Kiseop Lee & Tim Leung & Boming Ning, 2023. "A Diversification Framework for Multiple Pairs Trading Strategies," Risks, MDPI, vol. 11(5), pages 1-18, May.
  2. Tim Leung & Theodore Zhao, 2023. "Multiscale Volatility Analysis for Noisy High-Frequency Prices," Risks, MDPI, vol. 11(7), pages 1-20, June.
  3. Tim Leung & Theodore Zhao, 2022. "Adaptive complementary ensemble EMD and energy-frequency spectra of cryptocurrency prices," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 9(01), pages 1-23, March.
  4. Xiaodong Chen & Tim Leung & Yang Zhou, 2022. "Constrained dynamic futures portfolios with stochastic basis," Annals of Finance, Springer, vol. 18(1), pages 1-33, March.
  5. Tim Leung & Raphael Yan & Yang Zhou, 2021. "Optimal Dynamic Futures Portfolio Under A Multifactor Gaussian Framework," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 24(05), pages 1-27, August.
  6. Tim Leung & Theodore Zhao, 2021. "Multiscale Decomposition and Spectral Analysis of Sector ETF Price Dynamics," JRFM, MDPI, vol. 14(10), pages 1-22, October.
  7. Bahman Angoshtari & Tim Leung, 2020. "Optimal trading of a basket of futures contracts," Annals of Finance, Springer, vol. 16(2), pages 253-280, June.
  8. Donovan Lee & Tim Leung, 2020. "On the efficacy of optimized exit rule for mean reversion trading," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(03), pages 1-20, September.
  9. Tim Leung & Yang Zhou, 2020. "A Top-Down Approach For The Multiple Exercises And Valuation Of Employee Stock Options," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 23(02), pages 1-29, March.
  10. Tim Leung & Zheng Wang, 2019. "Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics," Annals of Finance, Springer, vol. 15(1), pages 1-28, March.
  11. Tim Leung & Raphael Yan, 2019. "A stochastic control approach to managed futures portfolios," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-22, March.
  12. Tim Leung & Yang Zhou, 2019. "Optimal dynamic futures portfolio in a regime-switching market framework," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(04), pages 1-27, December.
  13. Ryan Donnelly & Tim Leung, 2019. "Effort Expenditure For Cash Flow In A Mean-Field Equilibrium," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 22(04), pages 1-23, June.
  14. Tim Leung & Hung Nguyen, 2019. "Constructing cointegrated cryptocurrency portfolios for statistical arbitrage," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 36(3), pages 581-599, September.
  15. Bahman Angoshtari & Tim Leung, 2019. "Optimal dynamic basis trading," Annals of Finance, Springer, vol. 15(3), pages 307-335, September.
  16. Kevin Guo & Tim Leung & Brian Ward, 2019. "How to mine gold without digging," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 6(01), pages 1-30, March.
  17. Tim Leung & Brian Ward, 2018. "Dynamic Index Tracking and Risk Exposure Control Using Derivatives," Applied Mathematical Finance, Taylor & Francis Journals, vol. 25(2), pages 180-212, March.
  18. Yerkin Kitapbayev & Tim Leung, 2018. "Mean Reversion Trading With Sequential Deadlines And Transaction Costs," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 21(01), pages 1-22, February.
  19. Tim Leung & Jiao Li & Xin Li, 2018. "Optimal Timing to Trade along a Randomized Brownian Bridge," IJFS, MDPI, vol. 6(3), pages 1-23, August.
  20. Tim Leung & Raphael Yan, 2018. "Optimal dynamic pairs trading of futures under a two-factor mean-reverting model," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 5(03), pages 1-23, September.
  21. Jamie Kang & Tim Leung, 2017. "Asynchronous ADRs: overnight vs intraday returns and trading strategies," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 34(4), pages 580-596, October.
  22. Tim Leung & Matthew Lorig & Andrea Pascucci, 2017. "Leveraged Etf Implied Volatilities From Etf Dynamics," Mathematical Finance, Wiley Blackwell, vol. 27(4), pages 1035-1068, October.
  23. Tim Leung & Hyungbin Park, 2017. "LONG-TERM GROWTH RATE OF EXPECTED UTILITY FOR LEVERAGED ETFs: MARTINGALE EXTRACTION APPROACH," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(06), pages 1-33, September.
  24. Brian Bulthuis & Julio Concha & Tim Leung & Brian Ward, 2017. "Optimal execution of limit and market orders with trade director, speed limiter, and fill uncertainty," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 4(02n03), pages 1-29, June.
  25. Yerkin Kitapbayev & Tim Leung, 2017. "Optimal mean-reverting spread trading: nonlinear integral equation approach," Annals of Finance, Springer, vol. 13(2), pages 181-203, May.
  26. Guo, Kevin & Leung, Tim, 2017. "Understanding the non-convergence of agricultural futures via stochastic storage costs and timing options," Journal of Commodity Markets, Elsevier, vol. 6(C), pages 32-49.
  27. Tim Leung & Jiao Li & Xin Li & Zheng Wang, 2016. "Speculative Futures Trading under Mean Reversion," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(4), pages 281-304, December.
  28. Tim Leung & Matthew Lorig, 2016. "Optimal static quadratic hedging," Quantitative Finance, Taylor & Francis Journals, vol. 16(9), pages 1341-1355, September.
  29. Kim, Jinbeom & Leung, Tim, 2016. "Pricing derivatives with counterparty risk and collateralization: A fixed point approach," European Journal of Operational Research, Elsevier, vol. 249(2), pages 525-539.
  30. Owen Williams, 2016. "Foreign currency exposure within country exchange traded funds," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 33(2), pages 222-243, June.
  31. Jinbeom Kim & Tim Leung, 2016. "Impact of risk aversion and belief heterogeneity on trading of defaultable claims," Annals of Operations Research, Springer, vol. 243(1), pages 117-146, August.
  32. Tim Leung & Brian Ward, 2015. "The golden target: analyzing the tracking performance of leveraged gold ETFs," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 32(3), pages 278-297, August.
  33. Tim Leung & Ronnie Sircar, 2015. "Implied Volatility of Leveraged ETF Options," Applied Mathematical Finance, Taylor & Francis Journals, vol. 22(2), pages 162-188, April.
  34. Tim Leung & Xin Li, 2015. "Optimal Mean Reversion Trading With Transaction Costs And Stop-Loss Exit," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(03), pages 1-31.
  35. Dahlgren, Eric & Leung, Tim, 2015. "An optimal multiple stopping approach to infrastructure investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 53(C), pages 251-267.
  36. Tim Leung & Yoshihiro Shirai, 2015. "Optimal derivative liquidation timing under path-dependent risk penalties," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(01), pages 1-32.
  37. Tim Leung & Kazutoshi Yamazaki & Hongzhong Zhang, 2015. "An Analytic Recursive Method For Optimal Multiple Stopping: Canadization And Phase-Type Fitting," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 18(05), pages 1-31.
  38. Tim Leung & Marco Santoli, 2014. "Accounting for earnings announcements in the pricing of equity options," Journal of Financial Engineering (JFE), World Scientific Publishing Co. Pte. Ltd., vol. 1(04), pages 1-46.
  39. Tim Leung & Kazutoshi Yamazaki, 2013. "American step-up and step-down default swaps under L�vy models," Quantitative Finance, Taylor & Francis Journals, vol. 13(1), pages 137-157, January.
  40. Zhang, Hongzhong & Leung, Tim & Hadjiliadis, Olympia, 2013. "Stochastic modeling and fair valuation of drawdown insurance," Insurance: Mathematics and Economics, Elsevier, vol. 53(3), pages 840-850.
  41. Egami, Masahiko & Leung, Tim & Yamazaki, Kazutoshi, 2013. "Default swap games driven by spectrally negative Lévy processes," Stochastic Processes and their Applications, Elsevier, vol. 123(2), pages 347-384.
  42. Tim Leung & Qingshuo Song & Jie Yang, 2013. "Outperformance portfolio optimization via the equivalence of pure and randomized hypothesis testing," Finance and Stochastics, Springer, vol. 17(4), pages 839-870, October.
  43. Tim Leung & Peng Liu, 2012. "Risk Premia And Optimal Liquidation Of Credit Derivatives," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 15(08), pages 1-34.
  44. Tim Leung & Ronnie Sircar, 2009. "Accounting For Risk Aversion, Vesting, Job Termination Risk And Multiple Exercises In Valuation Of Employee Stock Options," Mathematical Finance, Wiley Blackwell, vol. 19(1), pages 99-128, January.

Chapters

  1. Tim Leung & Brian Ward, 2020. "Tracking VIX with VIX Futures: Portfolio Construction and Performance," World Scientific Book Chapters, in: John B Guerard & William T Ziemba (ed.), HANDBOOK OF APPLIED INVESTMENT RESEARCH, chapter 21, pages 557-596, World Scientific Publishing Co. Pte. Ltd..
  2. Tim Leung & Xin Li, 2016. "Trading Credit Derivatives," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 7, pages 163-199, World Scientific Publishing Co. Pte. Ltd..
  3. Tim Leung & Xin Li, 2016. "Introduction," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 1, pages 1-10, World Scientific Publishing Co. Pte. Ltd..
  4. Tim Leung & Xin Li, 2016. "Trading Under the CIR Model," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 4, pages 81-103, World Scientific Publishing Co. Pte. Ltd..
  5. Tim Leung & Xin Li, 2016. "Trading Under the Ornstein-Uhlenbeck Model," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 2, pages 11-50, World Scientific Publishing Co. Pte. Ltd..
  6. Tim Leung & Xin Li, 2016. "Futures Trading Under Mean Reversion," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 5, pages 105-127, World Scientific Publishing Co. Pte. Ltd..
  7. Tim Leung & Xin Li, 2016. "Trading Under the Exponential OU Model," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 3, pages 51-80, World Scientific Publishing Co. Pte. Ltd..
  8. Tim Leung & Xin Li, 2016. "Optimal Liquidation of Options," World Scientific Book Chapters, in: Optimal Mean Reversion Trading Mathematical Analysis and Practical Applications, chapter 6, pages 129-161, World Scientific Publishing Co. Pte. Ltd..
  9. Tim Leung & Peng Liu, 2013. "An Optimal Timing Approach to Option Portfolio Risk Management," Palgrave Macmillan Books, in: Jonathan A. Batten & Peter MacKay & Niklas Wagner (ed.), Advances in Financial Risk Management, chapter 17, pages 391-404, Palgrave Macmillan.
  10. Tim Leung & Ronnie Sircar & Thaleia Zariphopoulou, 2008. "Credit derivatives and risk aversion," Advances in Econometrics, in: Econometrics and Risk Management, pages 275-291, Emerald Group Publishing Limited.

Books

  1. Tim Leung, 2021. "Employee Stock Options:Exercise Timing, Hedging, and Valuation," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 10437.
  2. Tim Leung & Xin Li, 2016. "Optimal Mean Reversion Trading:Mathematical Analysis and Practical Applications," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9839.

More information

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Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 26 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-RMG: Risk Management (9) 2010-12-23 2015-02-11 2015-06-13 2017-06-04 2018-11-12 2019-07-22 2019-10-21 2021-03-01 2024-04-01. Author is listed
  2. NEP-UPT: Utility Models and Prospect Theory (8) 2016-10-30 2016-12-11 2018-10-01 2018-11-19 2019-10-21 2021-03-01 2023-11-06 2024-04-01. Author is listed
  3. NEP-MST: Market Microstructure (7) 2014-12-19 2016-01-29 2016-04-23 2016-11-20 2017-01-08 2017-01-22 2017-07-16. Author is listed
  4. NEP-CMP: Computational Economics (6) 2010-12-23 2011-05-14 2015-05-30 2016-01-29 2017-01-22 2021-05-31. Author is listed
  5. NEP-FMK: Financial Markets (2) 2015-06-13 2019-07-22
  6. NEP-BAN: Banking (1) 2010-12-23
  7. NEP-BIG: Big Data (1) 2021-05-31
  8. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  9. NEP-DGE: Dynamic General Equilibrium (1) 2018-11-19
  10. NEP-FOR: Forecasting (1) 2021-05-31
  11. NEP-IAS: Insurance Economics (1) 2013-10-25
  12. NEP-ORE: Operations Research (1) 2019-10-21
  13. NEP-PAY: Payment Systems and Financial Technology (1) 2021-05-24
  14. NEP-SEA: South East Asia (1) 2016-11-20

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