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Open Access Publications from the University of California

Center for Risk Management Research Working Papers

The Center for Risk Management Research was established on July 1, 2013 as the successor to the Coleman Fung Risk Management Research Center. We are grateful for the generous support of Coleman Fung, founder of Open Link Financial, Inc. over the period 2007-2013, which permitted the establishment of the Center.

The Center focuses on the management of risk within the context of financial markets, including equity, commodity and fixed income markets, and derivatives on those markets. The Center's goal is to address the most important and pressing issues in risk management and portfolio management. This means fostering outstanding research, drawing on the best ideas and practices from the academic and practitioner communities, and collaborating with top individuals from both backgrounds. Research at the Center will be an interdisciplinary effort involving graduate students and researchers from a broad array of disciplines, including economics, statistics, finance, engineering, computer science and mathematics. It will seek to publish in the leading academic and practitioner journals, and to elevate the practice of risk management.