Raymond C. W. Leung is currently a third year Ph.D. Finance student in the Haas School of Business and an M.A. Statistics student in the Department of Statistics at UC Berkeley. His research interests are in asset pricing and financial econometric theory. In asset pricing, he is studying how principal-agent models can be incorporated into financial security design problems. In financial econometrics, he is studying how to extend current univariate continuous-time stochastic volatility estimation techniques to the multivariate case.
Raymond holds a BCom in Finance and Accounting from the University of British Columbia, and a Graduate Diploma and a MSc in Econometrics and Mathematical Economics from the London School of Economics and Political Science. In his free time, he enjoys travelling, photography and watching movies.