Bio
Dr. Buckley has been teaching actuarial and mathematical sciences for over 30 years in Jamaica and the USA. He earned a PhD in financial mathematics from Florida Atlantic University in 2009 and was a Fulbright Scholar at University of North Carolina at Chapel Hill and a British Foreign Office Scholar at CASS Business School, City University, London.
Professional Memberships
Western Finance Association 2013-11-01 - PresentAmerican Finance Association 2012-12-01 - PresentAmerican Mathematical Society 2002-09-01 - PresentMathematical Association of America 1984-09-01 - PresentAmerican Risk and Insurance Association 2015-08-01 - 2016-08-31Awards and Honors
Outstanding Reviewer Award, European Journal of Operational ResearchBentley Summer Grant, Bentley UniversityBentley Summer Grant, Bentley UniversityBentley Summer Grant, Bentley UniversityLeanne & Spyros Magliveras Graduate Fellowship, Florida Atlantic UniversityGraduate Teaching Assistanship, Florida Atlantic UniversityL.A.C.C.E.I. Scholar, Florida Atlantic University /L.A.C.C.E.I.British Foreign Office Scholar, British High Commission, UKFulbright Scholar, Institute of International Education, USAAlcan (Jamaica) Scholar, AlcanScholarly Contributions and Creative Productions
Journal Articles
Buckley, W. S., Harris, O. (2020). Expected returns and the global minimum-variance portfolio in the zero-beta CAPM. Journal of Quantitative Finance and Economics Perera, S., Gupta, V., Buckley, W. S. (2020). Management of online server congestion using optimal demand throttling. European Journal of Operational Research Buckley, W. S., Long, H., Perera, S. (2020). m-Double Poisson Levy markets. Quantitative Finance Harris, O., Glegg, C., Buckley, W. S. (2019). Do co-opted boards enhance or reduce R & D productivity?. North American Journal of Economics and Finance Buckley, W. S., Perera, S. (2019). Optimal demand in a mispriced asymmetric Carr-Geman-Madan-Yor (CGMY) economy. Annals of Finance, (15) 3 337 - 368. Perera, S., Buckley, W., Long, H. (2018). Market adjusted optimal central bank intervention policy in a Forex market with jumps. Annals of Operations Research, (262) 213-238. Perera, S., Buckley, W. S. (2017). On the existence and uniqueness of the optimal central bank intervention policy in a Forex market with jumps. Journal of Operation Research Society, (68) 8 877-885. Buckley, I., Buckley, W. (2017). Teaching Software Testing using Data Structures. International Journal of Advanced Computer Science and Applications, (8) 4 4-Jan. Buckley, W. S., Brown, G. O. (2016). An application of MCMC to continuous-type IBNYR events. Annals of Actuarial Science, (10) 02 270-284. Buckley, W. S., Long, H., Marshall, M. (2016). Numerical approximations of optimal portfolios in mispriced asymmetric Levy markets. European Journal of Operational Research, (252) 2 676-686. Buckley, W. S., Long, H. (2015). A discontinuous mispricing model under asymmetric information. European Journal of Operational Research, (243) 3 944-955. Buckley, W. S., Brown, G. O. (2015). Experience rating with Poisson mixtures. Annals of Actuarial Science, (9) 2 304-321. Buckley, W. S., Long, H., Perera, S. (2015). The link between asymmetric and symmetric optimal portfolios in Fads models. Mathematical Finance Latters, (2015) ID 6Buckley, W. S. (2015). The long-run excess optimal power utility of an informed investor and its approximation. International Journal Of Operational Research, (23) 2 131-144. Buckley, W. S., Long, H., Perera, S. (2014). A jump model for fads in asset prices under asymmetric information. European Journal of Operational Research, (236) 1 200-208. Buckley, W. S. (2013). Combinatorial identities derived from the Kou jump diffusion model. Missouri Journal of Mathematical Sciences, (25) 1 37-47. Buckley, W. S., Brown, G. O. (2013). Discrimination for two-way models with insurance applications. Journal of Risk and Decision Analysis, (4) 4 267-290. Buckley, W. S., Harris, O., Perera, S. (2013). On the sensitivity of Black CAPM to the market portfolio. Journal of Risk and Decision Analysis, (4) 3 177-189. Buckley, W. S., Brown, G., Marshall, M. (2012). A mispricing model of stocks under asymmetric information. European Journal of Operational Research, (221) 3 584-592. Buckley, W. S. (2012). A note on the area and volume of right-angled triangles with integer sides. Notes on Number Theory and Discrete Mathematics, (18) 1 8-Jun. Buckley, W. S., Glegg, C., Harris, O. (2010). When does diversification add value: Evidence of corporate governance and abnormal long-term stock performance. Journal of Corporate Ownership and Control, (7) 3 325-342. Buckley, W. S. Is the Black CAPM a one-factor model?. (In Progress)Presentations
Buckley, W. S. (2017). “Numerical approximation of optimal portfolios in mispriced Levy markets” Presented at the Georgia State University The 52nd Actuarial Research Conference Atlanta Buckley, W. S. (2017). “2017 Actuarial Teaching Conference” Presented at the Society of Actuaries Actuarial Teaching Conference Pittsburgh, PA Buckley, W. S. (2017). Presented at the Volatility Institute, NYU, Stern Derivatives and Volatility: The State of the Art New York Buckley, W. S. (2017). “Numerical approximation of optimal portfolios in mispriced Levy markets” Presented at the SUNY-Farmindale The 2nd Biennial Conference on Financial Mathematics Farmingdale, New York Buckley, W. S. (2016). Presented at the University of Havana The 12th International Conference on Approximation and Optimization Havana, Cuba Service
Service: Department
Committee Chair for Research Committee 2021-09-01 - PresentCommittee Member for Search Commitee 2021-08-01 - PresentCommittee Chair for Research Committee 2020-09-01 - PresentCommittee Chair for Research Committee 2019-09-01 - PresentCommittee Chair for Research Committee 2018-09-01 - PresentCommittee Member for PhD Committee 2018-01-01 - PresentMentor (Student) for LSM 2016-08-01 - PresentService: Public
Guest Speaker for Immaculate High School for Girls 2021-11-23 - PresentService: University
Committee Member for Bentley Research Council 2016-08-01 - Present
