Chanaka Edirisinghe

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

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.
Education
  • 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
Research Focus
  • Quantitative Finance
Contact edirin@rpi.edu