Dr. Chanaka Edirisinghe
Professor
Selected Invited Presentations:
Academic (Non-conference) Presentations:
- "Analysis of Market Efficiency using Relative Fundamental Strengths: Case of U.S. and Japan", College of Business and Economics, University of Canterbury, Christchurch, New Zealand, May 24, 2010.
- "Generalized Options Pricing: Stochastic Programming Approach", Department of Management, University of Canterbury, Christchurch, New Zealand, May 12, 2010.
- "Arbitrage-free Pricing of Contingent Claims via Moment Problems", Electric Power Optimization Centre, Department of Engineering Sciences, University of Auckland, Auckland, New Zealand, April 16, 2010.
- "DEA-based Fundamental Analysis of Public Firms and Evaluation of Market Efficiency", College of Business, Dalhousie University, Halifax, Canada, Nov 06, 2009
- ."Stochastic Programming Approximations and Applications to Asset Allocation," College of Business, University of Cincinnati, Ohio, October 19, 2007.
- "Integrated Risk Control in Fund Management", China University of Mining and Technology, Beijing, China, May 22, 2007.
- "Arbitrage Pricing of Options in Incomplete Markets," Ohio State University, Columbus, OH, Nov 3, 2006.
- "SPSST: Stochastic Programming System for Stock Trading," University of British Columbia, College of Business, Vancouver, Canada, March 04, 2002
- "MiSOFT: Multiperiod Interactive Stochastic Optimization for Financial Trading," University of Florida, Gainesville, March, 2001
Selected (Practitioner) Presentations:
- "Optimal Technical Trading Rules and Risk Control in Managing Stock Portfolios," Invited lecture at 4th Annual CARISMA Conference: Risk Control Strategies for Hedge Funds and Program Trading, OptiRisk Systems, London, United Kingdom, 1-2 July 2008
- ."Stock Allocator Design and Implementation Using Multistage Decision Modeling", Market Research Inc., Nassau, Bahamas, December 2005
- ."MiSOFT: Multiperiod Interactive Stochastic Optimization for Financial Trading," Operational Research Systems Inc., Alba, Italy, November 12, 2002
- "AAM2Smart: A Computer Code for Asset Allocation Financial Models", Frank Russell Company, Tacoma, WA, January 1996.
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