Prof. Leung Receives 2016 Emerald Literati Award
CFRM is pleased 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 …
