Leonard MacLean
Professor Emeritus
Related Information
Email: L.C.MacLean@dal.ca
Phone: 902-494-2972
Fax: 902-494-1107
Mailing Address:
Kenneth C. Rowe Management Building
6100 University Ave, PO Box 15000
Halifax, Nova Scotia, Canada B3H 4R2
6100 University Ave, PO Box 15000
Halifax, Nova Scotia, Canada B3H 4R2
Education
- PhD, MA (Dalhousie)
- BEd, BA (St. Francis Xavier)
Current Teaching
- BUSI 5503 Quantitative Decision Making (MBA FS)
Research Interests
Professor MacLean’s research focuses on stochastic models in finance, and models for repairable systems in aviation.
Selected Publications
- Handbook of the Fundamentals of Financial Decision Making. Parts I & II. MacLean, L.C. & Ziemba, W. Singapore: World Scientific Publishing (2013)
- Currency returns, market regiimes and behavioral biases. MacLean, L., Zhao, Y. & Ziemba, W. Annals of Finance 9(2), 249-269 (2012)
- Aggregate risk measures for dynamic systems from operational data. MacLean, L. & Richman, A. International Journal of Risk, Quality and Safety Engineering 19(4), 1-23 (2012)
- The bond-stock yield differential as a risk indicator in financial markets. Consigli, G., MacLean, L., Zhao, Y. & Ziemba, W. Journal of Risk 11(3),1-22 (2009)
- Covariance complexity and rates of return on assets. MacLean, L., Foster, M. & Ziemba, W.T. Journal of Banking and Finance 31(11), 3503-3523 (2007)
Selected Awards and Honours
- 2014 Rowe Business School Researcher of the Year award