Tim Leung

1.1k total citations
88 papers, 498 citations indexed

About

Tim Leung is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Tim Leung has authored 88 papers receiving a total of 498 indexed citations (citations by other indexed papers that have themselves been cited), including 74 papers in Finance, 38 papers in Economics and Econometrics and 21 papers in Management Science and Operations Research. Recurrent topics in Tim Leung's work include Stochastic processes and financial applications (59 papers), Financial Markets and Investment Strategies (37 papers) and Capital Investment and Risk Analysis (22 papers). Tim Leung is often cited by papers focused on Stochastic processes and financial applications (59 papers), Financial Markets and Investment Strategies (37 papers) and Capital Investment and Risk Analysis (22 papers). Tim Leung collaborates with scholars based in United States, Japan and Hong Kong. Tim Leung's co-authors include Ronnie Sircar, Michael Ludkovski, Hongzhong Zhang, Kazutoshi Yamazaki, Xin Li, Olympia Hadjiliadis, Longbing Cao, Xin Li, George Xianzhi Yuan and Masahiko Egami and has published in prestigious journals such as Automatica, European Journal of Operational Research and SIAM Journal on Control and Optimization.

In The Last Decade

Tim Leung

79 papers receiving 476 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Tim Leung United States	12	388	235	123	42	41	88	498
Weiguo Zhang China	12	210 0.5×	229 1.0×	145 1.2×	12 0.3×	59 1.4×	25	430
Daniele Marazzina Italy	11	283 0.7×	140 0.6×	63 0.5×	78 1.9×	12 0.3×	52	418
Wanmo Kang South Korea	10	191 0.5×	100 0.4×	133 1.1×	32 0.8×	86 2.1×	35	449
Jan De Spiegeleer Belgium	13	333 0.9×	129 0.5×	69 0.6×	21 0.5×	10 0.2×	30	430
Andreea Minca United States	13	424 1.1×	308 1.3×	65 0.5×	10 0.2×	20 0.5×	46	579
Kyoung-Kuk Kim South Korea	10	187 0.5×	94 0.4×	117 1.0×	39 0.9×	27 0.7×	41	383
Xiangyu Cui China	15	490 1.3×	240 1.0×	422 3.4×	100 2.4×	15 0.4×	55	682
Fei Lung Yuen Hong Kong	8	189 0.5×	154 0.7×	44 0.4×	51 1.2×	88 2.1×	14	316
Yingzi Zhu China	14	751 1.9×	466 2.0×	217 1.8×	54 1.3×	8 0.2×	35	874
Rand Kwong Yew Low Australia	11	309 0.8×	305 1.3×	116 0.9×	7 0.2×	13 0.3×	30	480

Countries citing papers authored by Tim Leung

Since Specialization

Citations

This map shows the geographic impact of Tim Leung's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tim Leung with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tim Leung more than expected).

Fields of papers citing papers by Tim Leung

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tim Leung. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tim Leung. The network helps show where Tim Leung may publish in the future.

Co-authorship network of co-authors of Tim Leung

This figure shows the co-authorship network connecting the top 25 collaborators of Tim Leung. A scholar is included among the top collaborators of Tim Leung based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tim Leung. Tim Leung is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Leung, Tim, et al.. (2024). Optimal positioning in derivative securities in incomplete markets. 3(4). 466–489. 1 indexed citations

Leung, Tim, et al.. (2024). A Noisy Fractional Brownian Motion Model for Multiscale Correlation Analysis of High-Frequency Prices. Mathematics. 12(6). 864–864.

Lee, Kiseop, et al.. (2023). A Diversification Framework for Multiple Pairs Trading Strategies. Risks. 11(5). 93–93. 1 indexed citations

Leung, Tim, et al.. (2023). Multiscale Volatility Analysis for Noisy High-Frequency Prices. Risks. 11(7). 117–117. 1 indexed citations

Leung, Tim, et al.. (2020). On the efficacy of optimized exit rule for mean reversion trading. International Journal of Financial Engineering. 7(3). 2050024–2050024. 2 indexed citations

Leung, Tim, et al.. (2019). EFFORT EXPENDITURE FOR CASH FLOW IN A MEAN-FIELD EQUILIBRIUM. International Journal of Theoretical and Applied Finance. 22(4). 1950014–1950014.

Leung, Tim & Yang Zhou. (2019). Optimal dynamic futures portfolio in a regime-switching market framework. International Journal of Financial Engineering. 6(4). 1950034–1950034. 5 indexed citations

Leung, Tim & Hongzhong Zhang. (2019). Optimal Trading with a Trailing Stop. Applied Mathematics & Optimization. 83(2). 669–698. 2 indexed citations

Leung, Tim & Brian Ward. (2018). Dynamic Index Tracking and Risk Exposure Control Using Derivatives. Applied Mathematical Finance. 25(2). 180–212. 4 indexed citations

10.

Leung, Tim, et al.. (2018). Constructing Cointegrated Cryptocurrency Portfolios for Statistical Arbitrage. SSRN Electronic Journal. 5 indexed citations

11.

Leung, Tim. (2017). Employee Stock Options. WORLD SCIENTIFIC eBooks. 1 indexed citations

12.

Leung, Tim, et al.. (2017). Timing options for a startup with early termination and competition risks. 6(2). 151–166. 1 indexed citations

13.

Leung, Tim & Xin Li. (2015). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. SSRN Electronic Journal. 3 indexed citations

14.

Leung, Tim & Brian Ward. (2015). The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs. SSRN Electronic Journal. 5 indexed citations

15.

Zhang, Hongzhong, Tim Leung, & Olympia Hadjiliadis. (2013). Stochastic Modeling and Fair Valuation of Drawdown Insurance. SSRN Electronic Journal. 1 indexed citations

16.

Leung, Tim, Qingshuo Song, & Jie Yang. (2013). Outperformance Portfolio Optimization via the\nEquivalence of Pure and Randomized Hypothesis\nTesting. arXiv (Cornell University). 3 indexed citations

17.

Egami, Masahiko, Tim Leung, & Kazutoshi Yamazaki. (2012). Default swap games driven by spectrally negative Lévy processes. Stochastic Processes and their Applications. 123(2). 347–384. 14 indexed citations

18.

Leung, Tim & Ronnie Sircar. (2012). Implied Volatility of Leveraged ETF Options. SSRN Electronic Journal. 6 indexed citations

19.

Leung, Tim & Michael Ludkovski. (2012). Accounting for risk aversion in derivatives purchase timing. Mathematics and Financial Economics. 6(4). 363–386. 9 indexed citations

20.

Leung, Tim & Ronnie Sircar. (2008). Exponential Hedging with Optimal Stopping and Application to ESO Valuation. SSRN Electronic Journal. 13 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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