{"id":880,"date":"2016-08-29T12:38:12","date_gmt":"2016-08-29T19:38:12","guid":{"rendered":"http:\/\/depts.washington.edu\/compfin\/?p=880"},"modified":"2016-08-30T11:58:36","modified_gmt":"2016-08-30T18:58:36","slug":"prof-leung-receives-2016-emerald-literati-award","status":"publish","type":"post","link":"https:\/\/depts.washington.edu\/compfin\/2016\/08\/29\/prof-leung-receives-2016-emerald-literati-award\/","title":{"rendered":"Prof. Leung Receives 2016 Emerald Literati Award"},"content":{"rendered":"<p>CFRM is pleased to announce that Professor Tim Leung has been recognized with\u00a0an <a href=\"http:\/\/www.emeraldgrouppublishing.com\/authors\/literati\/awards.htm?year=2016&amp;journal=sef\" target=\"_blank\">Emerald Literati Network Award for Excellence &#8211; Outstanding Paper<\/a> for his\u00a0paper\u00a0titled, &#8220;<a href=\"http:\/\/www.emeraldinsight.com\/doi\/full\/10.1108\/SEF-01-2015-0009\" target=\"_blank\">The Golden Target: Analyzing the tracking performance of leveraged gold ETFs<\/a>.&#8221; Leung&#8217;s work\u00a0formulates 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.<\/p>\n<p>Founded in 1967, Emerald Group Publishing is one of the world\u2019s 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.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>CFRM is pleased to announce that Professor Tim Leung has been recognized with\u00a0an Emerald Literati Network Award for Excellence &#8211; Outstanding Paper for his\u00a0paper\u00a0titled, &#8220;The Golden Target: Analyzing the tracking performance of leveraged gold ETFs.&#8221; Leung&#8217;s work\u00a0formulates and solves a constrained quadratic minimization problem to construct static replicating portfolios of &hellip;<\/p>\n","protected":false},"author":6,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[4],"tags":[],"class_list":["post-880","post","type-post","status-publish","format-standard","hentry","category-department-news"],"_links":{"self":[{"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/posts\/880","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/comments?post=880"}],"version-history":[{"count":2,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/posts\/880\/revisions"}],"predecessor-version":[{"id":884,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/posts\/880\/revisions\/884"}],"wp:attachment":[{"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/media?parent=880"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/categories?post=880"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/depts.washington.edu\/compfin\/wp-json\/wp\/v2\/tags?post=880"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}