25-2, Sungkyunkwan-ro Jongno-Gu Seoul (03063) South Korea Email: shwang@skku.edu Tel: +82 (0)2 760 0489 Fax: +82 (0)2 760 0946 |
Research Interests Asset Pricing, Portfolio Optimization, Behavioral Finance, Fund Performance, Real Estate Finance, Financial Econometrics, Machine Learning
Teaching Asset Pricing, Financial Theory, Fixed Income and Credit Risk, Derivatives, Risk Management. Financial Econometrics, Financial Forecasting, Introduction to Statistics and Matrix Algebra. |
► Academic Career
Δ Professor in Financial Economics, School of Economics, SKKU, 2009-present.
Δ Lecturer - Reader in Finance, Cass Business School, 1999-2007.
Δ Senior Research Associate, Faculty of Economics, Cambridge University, 1996-1999.
Δ Lecturer, Business School, Yonsei University, 1986-1987.
► Academic Qualifications
Δ Ph.D, Faculty of Economics, University of Cambridge, 1997.
Δ MSc, London School of Economics, 1994.
Δ Master of Business Administration, Yonsei University, Seoul, Korea, 1986.
Δ Bachelor of Business Administration, Yonsei University, Seoul, Korea, 1984.
► Other Qualifications
Δ General Securities Registered Representative (The Series 7 Test), NYSD, 1990.
Δ Certified Public Accountant (CPA), Korea, 1987.
► Work Experience in Practice
Δ Senior Fund Manager, GSA Capital (Hedge Fund), London, 2007-2009.
Δ Research Fellow, Korean Securities Research Institute, 1992-1993.
Δ Fund Manager, Dongsuh Investment Management, 1988-1992.
Δ Auditor, Arthur Young International, 1984-1987.
* Other various consulting experience for hedge funds and investment banks in London, 1997-
► Editorial Board
Δ European Journal of Finance (현)
Δ Korean Economic Review (전)
Δ 경제학연구 (편집위원장) (전)