연세대학교 경영대학 상남경영원

학력

• Ph.D. in Finance and Economics, Columbia University (New York, NY)
• MA in Mathematics, Columbia University (New York, NY)
• BBA and BS in Economics, Korea University (Seoul, Korea)

주요경력

• Associate Professor in Artificial Intelligence, Yonsei University (Seoul, Korea)
• Assistant Professor in Finance, Georgetown University (Washington DC)
• Alpha Researcher, Cubist Systematic Strategies (New York, NY)
• Vice President, Quantitative Trading, Deutsche Bank (New York, NY) 

강의관심분야

• Derivatives Theory (Ph.D. and MS)
• Derivatives Markets (MBA)
• Fixed Income Markets (MBA)
• Economic Analysis (MBA)
• Corporate Finance (Undergraduate)

연구관심분야

• Fixed Income and Derivatives Markets
• Portfolio Theory and Application
• Systematic Investments
• Machine Learning Application in Financial Markets 

주요 연구 논문 및 저서

• Understanding Corporate Bond Default using Machine Learning Models, Forthcoming at Asian Journal of Financial Studies 
• Loan Terms and Collateral: Evidence from the Bilateral Repo Market (2022), Journal of Finance
• Liquidation Cascade and Anticipatory Trading (2023), Review of Asset Pricing Studies
• Procyclical Credit Rating Policy (2023), Asian Journal of Financial Studies
• Repo Priority Right and the Bankruptcy Code (2020), Critical Finance Review
• Factor-Based Portfolio Optimization (2023), Economics Letters
• Reaching-for-Income Behavior in the Mutual Fund Market (2023), Asian Review of Financial Research
• Real Effect of Credit Rating (2023), Korean Management Review

주요 학술활동 및 수상

• AJFS Best Paper Award, 2023
• ARFR Outstanding Paper Award, 2023
• Korean Derivatives Association Best Paper Award, 2020
• Best Paper Award at Summer Finance Round Table, 2020
• Korean Finance Association Best Paper Award, 2020
• CAFM Best Paper Award, 2016
• McGraw-Hill Distinguished Paper Award, 2015
• Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research, 2014
• Olin Business School Best Finance Ph.D. Dissertation Award, 2013
• KAFA Best Doctoral Dissertation Award, 2013
• W. Edwards Deming Doctoral Fellowship, 2013