Chanaka Edirisinghe

Acting Dean, Kay and Jackson Tai '72 Chaired Professor in Quantitative Finance

About

Professor Chanaka Edirisinghe has published extensively in management science and finance, focusing on portfolio optimization, risk management, derivative pricing, and firm fundamental strength analysis, as well as stochastic and quadratic programming theory and practice for large-scale applications. His research appears in journals such as Management Science, Operations Research, Mathematical Programming, Mathematics of Operations Research, Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, and Quantitative Finance, among others. Emerald Management Reviews awarded the Citation of Excellence for his research in 2009, recognizing his work as one of the top 50 articles in management research in the world.
 
Edirisinghe was an Erskine Fellow at the College of Business and Economics at University of Canterbury in New Zealand, and, a visiting scholar at several universities. He served as the general chair of the 2016 INFORMS annual conference, which was attended by over 5,000 researchers. In July 2018, he chaired a panel discussion titled, “Potential for the Development of Fintech in Mauritius: Opportunities and Challenges,” in Mauritius, and, in July 2019, he served on the program committee for a panel titled, “Future of Financial Services: Deeper Digitization, Data-driven Decision Intelligence, and New Business Models,” held in Milan, Italy.

Research

Other Focus Areas

Quantitative Finance

Publications

The following is a selection of recent publications in Scopus. Chanaka Edirisinghe has 32 indexed publications in the subjects of Decision Sciences, Mathematics, Economics, and Econometrics and Finance.

Chanaka Edirisinghe, Julia Sawicki, Yonggan Zhao, Jun Zhou
Finance Research Letters
, 47
, 2022
.
Brian Clark, Chanaka Edirisinghe, Majeed Simaan
Quantitative Finance
, 22
, 2022
, pp.303-319
.
Chanaka Edirisinghe, Jaehwan Jeong
Journal of Risk and Financial Management
, 15
, 2022
.
Chanaka Edirisinghe, Jaehwan Jeong, Jingnan Chen
European Journal of Operational Research
, 294
, 2021
, pp.746-759
.
Chanaka Edirisinghe, Yonggan Zhao
Applied Mathematical Finance
, 27
, 2020
, pp.422-456
.
Chanaka Edirisinghe, Jaehwan Jeong
European Journal of Operational Research
, 278
, 2019
, pp.49-63
.
Chanaka Edirisinghe, William Ziemba
International Journal of Mathematics in Operational Research
, 15
, 2019
, pp.310-337
.
Chanaka Edirisinghe, Jaehwan Jeong
Mathematical Programming
, 164
, 2017
, pp.193-227
.
Chanaka Edirisinghe, Derek Atkins
International Journal of Production Economics
, 187
, 2017
, pp.159-167
.
Chanaka Edirisinghe, Jaehwan Jeong
Mathematical Programming
, 158
, 2016
, pp.143-173
.

View All Scopus Publications

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