Tony Wirjanto
Professor
Accounting and Finance
University of Waterloo
Canada
Biography
Prof/Dr Tony Wirjanto, completed his PhD (Queen's University). Currently he is working as Professor of Finance in university of waterloo. He awarded as University Research Chair, 2009-2016, Senior Fellow (in Financial Econometrics), Rimini Centre for Economic Analysis (RCEA), Rimini, Italy, since 2008, Senior Guest Professor (in Finance), Department of Finance, School of Economics, Zhejiang University, Hangzhou, Zhejiang, China, since 2005 (a life-time award). He serves in Editorial Boards as a Member of Editorial Board, Austin Statistics, since 2014, Associate Editor-in-Chief, Journal of Mathematical Finance, since 2012, Editorial Board, Mathematical Finance Letters, since 2013, Editorial Board, Econometrics, since 2012, Associate Editor, International Journal of Finance and Accounting Studies (IJFAS), since 2013.
Research Interest
Developing statistical methodology for applications in finance and finance-related areas, The use of finite mixtures of distributions and ultra-high frequency data for volatility forecasting, portfolio choice and financial risk management,
Publications
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Memartoluie A, Saunders D, Wirjanto TS. Worst-Case Copulas, Mass Transportation and Wrong-Way Risk in Counterparty Credit Risk Management.
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Hofert M, Memartoluie A, Saunders D, Wirjanto T. Improved algorithms for computing worst Value-at-Risk. Statistics & Risk Modeling. 2017 Jun 1;34(1-2):13-31.
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Tompkins RG. Implied volatility surfaces: uncovering regularities for options on financial futures. The European Journal of Finance. 2001 Sep 1;7(3):198-230.
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Higgins M. Demography, national savings, and international capital flows. International Economic Review. 1998 May 1:343-69.
