EDUCATION
1. B.S. in Management Engineering (Dual major: Mathematics), KAIST
2. Ph.D. in Management Engineering, College of Business, Korea Advanced Institute of Science and Technology (KAIST)
- Dissertation Title: “Essays on Time-Varying Risk Premiums in Stock and Options Market” (Committee: Suk-Joon Byun, Tong-Suk Kim, Jangkoo Kang, Jung-Soon Hyun and Kyu-Seok Lee)
WORK EXPERIENCE
1. Visiting Scholar, Institute of Financial Analysis, University of Neuchatel, Switzerland (2013.2~2013.6)
2. Post-Doctoral Research Fellow, Department of Economics, College of Social Sciences, Seoul National University, Korea (2015.9~2016.8)
3. Post-Doctoral Research Fellow, Department of Finance, Auckland University of Technology, New Zealand (2016.9~2018.9)
4. Assistant Professor of Finance, Li Anmin Advanced Institute of Finance and Economics, Liaoning University, China (2018.10~)
ACADEMIC PRESENTATION
1. 2012 Financial Management Association (FMA2012) Annual Meeting, “Time-Varying Expected Momentum Profits”, Atlanta, USA, 10/2012
2. 2014 Financial Management Association (FMA2014) Annual Meeting, “A Comprehensive Look at the Return Predictability of Variance Risk Premium”, Nashville, USA, 10/2014
3. Queens University Belfast, “Time-Varying Expected Momentum Profits”, Belfast, UK, 01/2015
4. 2016 New Zealand Finance Meeting (NZFM2016), “A Comprehensive Look at the Return Predictability of Variance Risk Premium”, Auckland, New Zealand, 12/2016
5. 2017 New Zealand Finance Colloquium (NZFC2017), “A Comprehensive Look at the Return Predictability of Variance Risk Premium”, Auckland, New Zealand, 02/2017
6. 2017 Asian Finance Association Meeting (AsianFA2017), “A Comprehensive Look at the Return Predictability of Variance Risk Premium”, Seoul, Korea, 07/2017
7. 2017 Asia-Pacific Association of Derivatives Conference (APAD2017), “A Comprehensive Look at the Return Predictability of Variance Risk Premium”, Busan, Korea, 07/2017
8. 2017 New Zealand Finance Meeting (NZFM2017), “What Drives Dispersion Anomaly?”, Queenstown, New Zealand, 12/2017
9. University of Liverpool, “What Drives Dispersion Anomaly?”, Liverpool, UK, 01/2018
10. University College Dublin, “What Drives Dispersion Anomaly?”, Dublin, Ireland, 01/2018
11. Auckland University of Technology, “What Drives Dispersion Anomaly?”, Auckland, New Zealand, 04/2018
12. 2018 Asian Finance Association Meeting (AsianFA2018), “What Drives Dispersion Anomaly?”, Tokyo, Japan, 06/2018
13. 2019 International Conference on Futures and Other Derivatives (ICFOD2019), "An Examination of Ex Ante Risk and Return in the Cross-Section Using Option-Implied Information", Hangzhou, China, 10/2019
14. 2019 New Zealand Finance Meeting (NZFM2019), "An Examination of Ex Ante Risk and Return in the Cross-Section Using Option-Implied Information", Auckland, New Zealand, 12/2019
PROFESSIONAL ACTIVITIES
1. Ad-hoc Referee: Journal of Futures Markets (3), Applied Finance Letters (2), Journal of International Money and Finance, International Review of Financial Analysis, Investment Analyst Journal, Finance Research Letters
2. Conference Session Chair: 2017 New Zealand Finance Meeting (NZFM2017), 2019 New Zealand Finance Meeting (NZFM2019)
HONORS AND AWARDS
1. Research Project Grant from the Institute of Finance and Banking in Seoul National University
2. National Research Foundation of Korea Grant funded by the Korean Government (NRF- 2016-S1A5B5A01023251)
3. Outstanding Paper Award, 7th International Conference on Asia-Pacific Financial Markets in 2012
4. Summa Cum Laude, B.S. in Financial Engineering, KAIST (Dean’s List)