53 Myeongnun-Dong 3-Ga
Tel: +82 (0)2 760 0489
Fax: +82 (0)2 760 0946
Asset Pricing, Portfolio Optimization, Behavioral Finance, Fund Performance, Real Estate Finance, Financial Econometrics, Machine Learning
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 Lecturer, Business School, Yonsei University, 1986-1987.
► Academic Qualifications
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
Δ Korean Economic Review