Tim Leung
Impact in
- Finance top 2%
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Financial Risk and Volatility Modeling
-
- Risk and Portfolio Optimization
Papers in ⓘ
- Finance 74
- Stochastic processes and financial applications 59
- Financial Markets and Investment Strategies 37
- Capital Investment and Risk Analysis 22
- Financial Risk and Volatility Modeling 12
- Credit Risk and Financial Regulations 12
-
- Economic theories and models 15
- Complex Systems and Time Series Analysis 12
- Co-authors
- Ronnie Sircar (7 shared papers)Michael Ludkovski (3 shared papers)Hongzhong Zhang (6 shared papers)Xin Li (1 shared paper)Kazutoshi Yamazaki (7 shared papers)Olympia Hadjiliadis (2 shared papers)Xin Li (3 shared papers)Longbing Cao (2 shared papers)
- Journals
- Annals of Finance (4 papers)International Journal of Theoretical and Applied Finance (3 papers)Mathematical Finance (2 papers)Applied Mathematical Finance (2 papers)IEEE Intelligent Systems (2 papers)
- Partner nations
- United StatesJapanHong Kong
In The Last Decade
Tim Leung
79 papers receiving 476 citations
Peers
Comparison fields: 5 of 50
- Finance 388
- Management Science and Operations Research 123
- Economics and Econometrics 235
- Management Information Systems 41
- Demography 42
Countries citing papers authored by Tim Leung
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
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-authors
The 25 scholars most cited alongside Tim Leung, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 88 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2009 | 63 | |
| 2 | 2019 | 28 | |
| 3 | 2013 | 20 | |
| 4 | 2009 | 19 | |
| 5 | 2021 | 18 | |
| 6 | 2015 | 18 | |
| 7 | 2014 | 17 | |
| 8 | 2012 | 14 | |
| 9 | Exponential Hedging with Optimal Stopping and Application to ESO Valuation | 2008 | 13 |
| 10 | 2015 | 13 | |
| 11 | 2020 | 12 | |
| 12 | 2020 | 12 | |
| 13 | 2019 | 11 | |
| 14 | 2016 | 10 | |
| 15 | 2012 | 10 | |
| 16 | 2012 | 10 | |
| 17 | 2012 | 9 | |
| 18 | 2017 | 8 | |
| 19 | 2014 | 7 | |
| 20 | 2012 | 6 |
About Tim Leung
Tim Leung is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting and Management Information Systems, having authored 88 papers that have together received 498 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (59 papers), Financial Markets and Investment Strategies (37 papers), Capital Investment and Risk Analysis (22 papers), Economic theories and models (15 papers), Financial Risk and Volatility Modeling (12 papers), Complex Systems and Time Series Analysis (12 papers), Credit Risk and Financial Regulations (12 papers) and Risk and Portfolio Optimization (11 papers). The work is most often cited by research in Finance (388 citations), Management Science and Operations Research (123 citations), Economics and Econometrics (235 citations), Management Information Systems (41 citations) and Demography (42 citations). Tim Leung has collaborated with scholars based in United States, Japan and Hong Kong. Frequent co-authors include Ronnie Sircar, Michael Ludkovski, Hongzhong Zhang, Xin Li, Kazutoshi Yamazaki, Olympia Hadjiliadis, Xin Li, Longbing Cao, George Xianzhi Yuan and Masahiko Egami. Their work appears in journals such as Annals of Finance, International Journal of Theoretical and Applied Finance, Mathematical Finance, Applied Mathematical Finance and IEEE Intelligent Systems.
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.