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Rensselaer Polytechnic Institute (RPI)

Chanaka Edirisinghe, Ph.D., appointed Acting Dean of the Lally School of Management

From the President's Desk

To: The Rensselaer Community
Re: Chanaka Edirisinghe, Ph.D., appointed Acting Dean of the Lally School of Management

I am pleased to announce the appointment of Chanaka Edirisinghe, Ph.D., for the position of Acting Dean of the Lally School of Management. The appointment of Dr. Edirisinghe is effective July 1, 2019, and he will serve as the Acting Dean until a Dean of the Lally School of Management is named. Dr. Edirisinghe will also serve as a member of the Deans’ Council.

Dr. Edirisinghe currently serves as the Associate Dean for Academic Affairs, Kay and Jackson Tai ’72 Chair, and a Professor of Quantitative Finance. Dr. Edirisinghe is a recognized leader in the areas of finance, quantitative finance, and management science. He joined the Rensselaer faculty in August 2014 from the University of Tennessee Knoxville, where he served as professor, Ph.D. director of the management science program, and director of the Financial Engineering Research Laboratory at the College of Business.  

His research interests include financial portfolio optimization theory, models, and applications. Specific areas of his investigations include arbitrage-free pricing of options and derivatives, risk management, supply chain contracting and coordination, and large-scale quadratic optimization algorithms. His findings have been published in leading operations research and finance journals.

In addition, Dr. Edirisinghe is the developer of the financial trading strategy optimizer and simulator software Mi$OFT, and he often collaborates with industry partners on developing and implementing models for financial asset allocation and fundamental strength analysis of public firms for investments.

Dr. Edirisinghe is the recipient of several honors, including the Citation of Excellence Award by Emerald Management Reviews in 2009 for writing one of the most prominent 50 articles in the world in management research. In addition, he was recognized as a Distinguished Scholar at the School of Management at the Chinese University of Mining and Technology in Beijing in 2007.

In 2008, Dr. Edirisinghe served as a visiting research scholar at the Kansai University Faculty of Informatics in Osaka, Japan; and in 2010 a Visiting Erskine Fellow at the College of Business and Economics at the University of Canterbury in Christchurch, New Zealand. In 2014, he also served as a visiting professor of financial engineering at the Nanyang Business School of Nanyang Technical University in Singapore.

Dr. Edirisinghe received his Ph.D. in Management Science from the University of British Columbia, a Master’s Degree in Industrial Engineering and Management from the Asian Institute of Technology, and a Bachelor’s Degree in Mechanical Engineering from the University of Peradeniya in Sri Lanka.