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Chanaka Edirisinghe

Fri, 2015-08-28 08:04 -- admin

Kay and Jackson Tai ’72 Chair, Professor of Quantitative Finance, Director of the Center for Financial Studies

Ph.D. in Management Science, University of British Columbia
Master of Engineering in Industrial Engineering and Management, Asian Institute of Technology
BSc in Mechanical Engineering, University of Peradeniya, Sri Lanka

Professor Chanaka's research interests include: Financial portfolio optimization theory, models, and applications; arbitrage-free pricing of options and derivatives; financial engineering; fundamental strength analysis of public firms using DEA-based techniques; financial risk measures and risk management; stochastic programming theory, approximations, and applications; supply chain contracting and coordination via game theoretic analysis; real options-based capacity and manufacturing flexibility evaluation; and models of fleet routing and vendor-managed inventory systems.