I am Professor Emeritus of Financial Engineering at Ajou University. I conduct independent research and provide consulting services, and serve as an external advisor to RootN Wealth Management.
My work brings together financial economics, mathematical finance, stochastic control, and computational methods. My current interests include agentic AI systems and their connections to constrained decision-making and human oversight.
Ph.D. in Economics, Princeton University, 1992.
Ph.D. in Mathematics, The University of Texas at Austin, 1988.
M.S. in Mathematics, Seoul National University, 1982.
B.S. in Mathematics, Seoul National University, 1980.
My academic career includes appointments at Washington University in St. Louis, POSTECH, and Ajou University. I became Professor Emeritus at Ajou University in 2023.
My industry experience includes founding Amain Software in 1998 and serving as CEO and subsequently director of FISTGlobal. This work involved the development of financial risk management systems.
I currently serve as an external advisor to RootN Wealth Management.
My research interests span investment, asset pricing, financial engineering, stochastic modeling, and financial history. I served as President of the Korean Association of Financial Engineering in 2014.
For research collaboration and consulting inquiries:
hkoo@ajou.ac.kr | hkoo@kooresearch.com