교수소개

강형구 교수

연구분야
금융공학, 파생상품, 기업재무, 다국적 기업정책, 파생상품/국제투자와 자본시장

연락처 : 02-2220-2883

■ ABSTRACT

Hyoung-Goo Kang is an assistant professor of the department of finance at Hanyang University Business School in Seoul, Korea. His research focuses on financial innovations, innovative institutions, non-technological innovation, strategic process and asset allocation. He received his PhD and MA from the Fuqua School of Business at Duke University, his MA from the economics department at University of Virginia and his BA from the economics department at Seoul National University. He has worked at Lehman Brothers Quantitative Research, Samsung Asset Management, International Monetary Fund, Accenture Management Consulting and Republic of Korea Air Force. He was also a non-resident research fellow of the Edmond J. Safra Center for Ethics at Harvard University.


강형구 교수는 현재 한양대학교 경영대학 파이낸스 경영학과 소속이다. 서울대 경제학과를 졸업하고 버지니아주립대에서 경제학 박사과정을 수료했으며 듀크대 푸쿠아 경영대학에서 박사 학위를 받았다. 공군장교 근무 후 리먼브러더스 아시아본부 퀀트전략팀, 삼성자산운용, 국제통화기금, 액센츄어 등에서 재무와 금융에 관한 교육 및 프로젝트를 수행했다. 하버드대 Edmond J. Safra Center for Ethics의 리서치 펠로우를 역임하기도 하였다. 주 연구 분야는 금융 혁신, 비기술적 혁신, 자원배분과 전략에 대한 프로세스, 행동재무 등이다.

 


■ EMPLOYMENT


3/2010 - Present

Assistant Professor, Hanyang University Business School

•Chair of Undergraduate Studies for the Department of Finance (2011-2012)


•Director of Graduate Studies for Finance Area (2011-2012)

 

2/2009 - 2/2010

Full-time lecturer, Ewha Womans University

•Director of Global Career Management Center


•Teaching (English): corporate finance, multinational business policy, derivatives/ international investments and capital markets, advanced statistics., professional leadership workshop

 

2006 - 2008

Senior Associate. Lehman Brothers (Asia Headquarters at Tokyo, Japan)

•Quantitative strategist/ analyst


•Services for hedge fund, mutual funds, pension, insurance and commercial banks in Asia; Strategies upon dynamics of market liquidity, index arbitrage, price discovery in intraday trading, portfolio construction, risk management, optimal hedging, derivatives strategy & structuring, etc.


•Developed risk and transaction models for Japan and Asian countries

 

Other Employment

2015 Summer

Visiting Scholar in Residence at Queen’s School of Business at Kingston, ON, Canada


6/2012 - 6/2013

Nonresident Research fellow at the Edmond J. Safra Center for Ethics at Harvard University

•124 Mt. Auburn Street Suite 520N Cambridge, MA 02138


•During his fellowship, he undertakes empirical and theoretical research about how economic relations affect the judgement of judges and the function of judicial system. This research attempts to contribute to the historic, but still active debate about the interaction between legal and economic system.

 

2005, Summer

MBA Associate Intern. Samsung Asset Management Co., Ltd.

•Developed global asset allocation strategies


•Implemented the strategies computationally and produced research reports

 

2003, Summer

Research Paid Intern. International Monetary Fund

•Policy Development and Review Department


•Conducted original research about how tax incentives influence the flow of foreign direct investments


•co-authored IMF research paper

 

1998 - 2001

Consultant. Accenture Management Consulting (Strategy)


1995 - 1998

Republic of Korea Air Force: Lieutenant


■ TEACHING

I focus on teaching Asian business and financial markets

http://sites.google.com/site/hyoungkang/teaching


■ EDUCATION


2002 - 01/2009

The Fuqua School of Business at Duke University

PHD in Business Administration (Focus: Financial Economics and Strategic Management)

Advisors: Vish Viswanathan (CoChair), Rich Burton (CoChair), Will Mitchell and William W. Damon

MA in Business Administration by passing finance PhD qualifier


2000 - 2002

Economic Department at University of Virginia

MA (Economics; ABD; 박사수료)

Best performance in PhD qualifier exam (DuPont scholarship)

Passed field exam (major: econometrics)


1991 - 1994

Seoul National University

BA in Economics with magna cum laude

 


■ PUBLICATIONS

 

SSCI Publications


1.Kang, H. G., Burton, R. M., & Mitchell, W. (2011). How potential knowledge spillovers between venture capitalists' entrepreneurial projects affect the specialization and diversification of VC funds when VC effort has value. Strategic Entrepreneurship Journal, 5(3), 227-246. (correspondence)


2.Hossain MD, Moon J, Kang H, Lee SC, Choe YC. 2011. Mapping the Dynamics of Knowledge Base of Innovations of R&D in Bangladesh: Triple Helix Perspective. Scientometrics. 90(1): 57-83. (correspondence)


3.Hong Y, Kim SH and Kang H. 2012. Does pair trading work in Korean market? Actual Problems of Economics, January, 127(1): 454-462. (correspondence)


4.Hossain MD, Moon J, Kang H, Shin JS. 2012.An Analysis of Agricultural Informatization in Korea: The Government’s Role in Bridging the Digital Gap. Information Development. (correspondence). One of the most downloaded paper as of Dec 2012.


5.Kang H, Jeong J, Moon J. 2013.5. How to undertake apparently unrelated diversification and build an empire. Actual Problems of Economics. 143(5): 275-286. This work was supported by the research fund of Hanyang University (HY-2012-N).  (correspondence).


6.Baik B, Kang H, Kim Y. 2013. Volatility Arbitrage around Earnings Announcements: Evidence from the Korean Equity Linked Warrants Market. Pacific-Basin Finance Journal. 29:109-130. (correspondence)


7.Joo HY, Moon JJ, Kang H. 2012. The Effect of Rain on the Decision to Visit a Theme Park, Asia Pacific Journal of Tourism Research. 19(1):61-85.


8.Jun H, Woo W, Kang H. 2013-06. Hynix Semiconductor: Global Pioneer. Asia Case Research Journal. 17(1). 145-160. This work was supported by the research fund of Hanyang University (HY-2012-N).  (correspondence).


9.Kang, H. Holyoke T. 2013-12. No Exaggeration: Truthfulness in the Lobbying of Government Agencies by Competing Interest Groups. Japanese Journal of Political Science. 14(4): 499-520.


10.Aslam F, Kang H. 2013. How different terrorist attacks affect stock markets. Defence and Peace Economics. (ahead-of-print), 1-15. DOI:10.1080/10242694.2013.832555


11.Eom CY, Kang H, Kim SH. 2013. Tactical Asset Allocation and Stock Issuance in the Korean Stock Market. Emerging Market Finance and Trade. 49(4): 93-103.


12.Kang H, Joo HY, Cho J. 2014. Brand-Size Complementarity in the Choice of Retail Stores. Applied Economics Letters. 21(6): 413-416. This research was financially supported by the Rural Development Administration (RDA) of Korea (Grant NO. PJ008729).


13.Kim SH, Kang H. 2014. A New Strategy using Term-structure Dynamics of Commodity Futures. Financial Research Letters. 11(3): 282-288. (Corresponding author).


14.Lee D, Moon J, Cho J, Kang HG, Jeong J. 2014. From Corporate Social Responsibility to Creating Shared Value with Suppliers through Mutual Firm Foundation in the Korean Bakery Industry: A Case Study of the SPC Group. Asia Pacific Business Review. 20(3): 461-483. (Corresponding author).


15.Han BS, Kang HG, Jun SK. 2015. Student Loan and Credit Risk in Korea. Economics Letters. 135(C): 121-125.


16.Aslam F, Kang HG, Rafique A. 2015. The Impact of Terrorism on Financial Markets: Evidence from Asia. The Singapore Economic Review. Forthcoming.


17.Kim SH, Kang HG. 2015. Tactical asset allocation using investors’ sentiment. Hitotsubashi Journal of Economics. 56 (2): 177-196. Forthcoming. Corresponding author. 

 

■ SCOPUS

1.Kwark NK, Jun SG, Kang HG. 2015. Can Derivatives Information Predict Stock Price Jumps? Journal of Applied Business Research. 31(3): 845-860.


2.YS Yi, Jun H, Kang HG. 2016. Build to Last, Discount or Defer?: Examining Lotte’s Entry into the Beer Industry. Asia Case Research Journal. Forthcoming.


3.Rhee DW, Kang HG, Kim SH. 2015. Strategic Asset Allocation of Credit Guarantors Journal of Applied Business Research. 31(5): 1823-1834. Corresponding author.

 

 

■ NRF Publications


1.Kang, H. & Kang, C. 2009. The effect of credit risk on stock returns. Journal of Economic Research. 14 (2). 49 -- 67. (correspondence)


2.Kang, H. 2009. Time-varying macroeconomic exposures in the Indian stock market. Journal of South Asian Studies. 15 (1). 209 -- 238. (single)


3.Kang, H. 2010. Dynamic asset allocation under mispricing, predictability and portable alpha. International Studies Review. 11 (1). 75 -- 102. (single)


4.Lee, C. & Kang, H. 2010. The joint dynamics of stock and bond risk-returns in Japan. International Studies Review. 11 (2). 93 -- 100. (correspondence)


5.Seo, J & Kang, H. 2011. The history of the firm theory in economics: what is the origin of firm theory. The Review of Business History, 26 (1). 113-132. (서정일, 강형구. 2011. 經濟學에서 會社理論의 歷史: 會社理論의 起源은 무엇인가? 경영사학 26 (1): 113-132) (correspondence)


6.Lee, C. & Kang, H. 2011. The history of passive funds in Korean market and perspectives. The Review of Business History, 26 (2). 75-93. (이창민, 강형구. 2011. 국내 패시브펀드 시장 분석 및 전망: 주식형 인덱스펀드 및 ETF를 중심으로, 경영사학 26 (2): 75-93. (correspondence)


7.Lee C. Cho H & Kang H. 2011. A Debate on Corporate Governance of Family Firms and Business Groups. International Studies Review, 12(2): 33-53. (correspondence). This work was supported by the Korea Research Foundation Grant funded by  the Korean Government (NRF-2010-1-B00110)


8.Lee C. & Kang H. 2011. Success Strategies for ETF and the Case of Barclays Global Investors, POSRI Business and Economic Review. 11(3): 215-230. (correspondence) ETF 성공 전략과 Barclays Global Investors의 사례, POSRI 경영경제연구.


9.Lee C. & Kang H. 2011. Analysis of the boards in U.S. firms, Journal of British and American Studies. 25: 283-311. (correspondence)


10.Kang, H. & Jun, S. 2011.Empirical analysis of Korean corporate giving: past and present. The Review of Business History. 26(4): 209-228. (first author) 기업기부의 과거와 현재: 한국기업의 기부금 추세분석. 경영사학.


11.Cho H. Kang H. & Lee C. 2012. The Historical Background on the Emergence of the U.S. Health Specialized Insurance Companies and Their Development. The Review of Business History. 27(3): 73-95. 미국 건강보험 전업사 등장의 역사적 배경과 발전 과정. 경영사학.


12.Lee C, Lee SY & Kang H. 2012. The Real Estate Investment Strategy of Global Leading Companies. Journal of British and American Studies. 27(2): 333-365. (correspondence) 영미 선진기업의 부동산투자 사업전략.


13.Moon J, Jeong H, Jeong J, Kang H, Kim N, Lee S. 2012. CJ Cheiljedang’s global bio business success and its business diversification strategy through the market creation. The Review of Business History. 27(3): 203-232. CJ제일제당 글로벌 바이오 사업 성공과 창조형 사업 다각화 전략. 경영사학


14.Cho JH, Joo HH, Kang H. 2013. Analysis of consumer buying behavior: price discounts through consumption patterns of instant ramen. Journal of Economic Research. 18(1): 35-54.


15.Kim HJ, Woo WS, Kang H. 2013. What explains the failure of Google in the Korean market? The Impact of Multicultural PR Strategy. Asia Marketing Journal. 14(4): 35-56.


16.Jeong J, Jeong H, Ko K, Moon J, Kang H. 2013. July. Success Factors of Paris Baguette’s Bakery Franchise Business: Industry Competition and Core Competence Analysis. Asia Marketing Journal. 15(2): 1-27. Correspondence. 


17.Lee C, Kim S, Kang H, Seok W, Oh S. 2013. Lesson from the history of mutual fund industry in U.S. Journal of British and American Studies. 28(2 June): 325-342. 미국펀드산업 지배구조 발전의 역사 및 한국 펀드산업에의 교훈. 공동저자. 


18.Yi D, Kang H, Kim S, Lee C. 2013. Autocorrelation Analysis of the Sentiment with Stock Information Appearing on Big-Data. The Korean Journal of Financial Engineering. 12(2): 79-96. 금융공학연구. 빅데이터에 나타난 감성 분석. 공동저자.


19.Han B, Kang H. 2013. History of Financial Support for Human Capital with Emphasis on Student Aid Policy. The Review of Business History. 28(3):45-80. (한병석, 강형구. 2013. 인적자본에 대한 금융지원의 역사- 학자금지원정책을 중심으로. 경영사학. (correspondence)


20.Jun H, Woo W, Kang H. 2013. How to succeed in the presence of financial and technological gaps: from the perspective of governance innovation. International Studies Review. 14(2):1-16.


21.Lee C, Kang H, Yi YS. 2013. Growth Strategies at Foreign-Invested Enterprises through Stabilizing Industrial Relations - A Case Study on Oriental Brewery. International Studies Review. 14(2): 35-58. (Correspondence) This work was supported by the National Research  Foundation of Korea Grant funded by the Korean Government (NRF-2013S1A5A8021046)


22.Jun H, Oh J, Kang H, Woo W. 2014. Against the Odds: Korea’s National Pension Service Success in a Slower-Growth Era. Korea Business Review. 18(2): 147-175.


23.Faheem A, Eom C, Kang, H. 2014. How Terrorist Attacks Affect the Volatility of the Pakistani Stock Market?. Journal of South Asian Studies. 19(3):151-181. Correspondence. 테러 사건 뉴스가 주식시장 변동성에 미치는 영향. 남아시아연구. This work was supported by the research fund of Hanyang University(HY-2013).


24.강형구, 이창민, 최한수, 한민연. 2014. 개별 주식 수익률 변동성의 결정요인. 재무관리연구. 31(1):145-172. The Determinants of Heterogeneous Volatility Process. The Korean Journal of Financial Management. This work was supported by the research fund of Hanyang University (HY-2013).


25.Jaeseok Jeong, Nam Jung Kim, Hyunjoo Lim, Hyoung Goo Kang, Junghoon Moon. 2014.  Diversification Strategy through Market Creation: The Case of CJ Group. Asia Marketing Journal. 15(4):1-32.


26.강형구. 이창민. 2014. 각국 상속법 비교 연구 및 국내 상속법에의 함의. 법경제학연구. 11(1): 19-51.


27.강형구, 최한수, 이창민. 2014. 소수주식의 전부취득제에서 지배주주와 소수주주의 상대적 이익 (The stock premium for minority shareholders during freeze out process. 경영법률. 24(3):115-140. 


28.이창민, 강형구, 김동균. 2014. 환율변동성이 기업성과에 미치는 영향에 관한 실증연구. 무역통상학회지. 14(2): 3-34. An Empirical Research of the Impact of Exchange Rate Volatility on Corporate Performance. Journal of Korea Research Association of International Commerce.


29.이창민, 강형구, 김동균. 2014.환위험 관리 사례연구: 수출전략산업 기업을 중심으로.  무역통상학회지. 14(3): 3-33. Review of Advanced Studies Regarding Exchange Risk Management. Journal of Korea Research Association of International Commerce.


30.Lee DG, Kim JB, Kang HG. 2014. Do larger brokerage firms enjoy larger economies of scale and scope? Seoul Journal of Economics. 27(4): 445-467.


31.Jeong JS, Moon JH, Kang HG. CJ Bibigo’s Market Expansion Strategy: Should It Go West or East?  Korea Business Review. 18(4): 183-201.


32.* 이창민, 김대식, 강형구. 2014. How can the Volcker Rule limit the strategies of small banks and benefit large banks with market power? 금융지식연구. 12(3): 61-85. Forthcoming. Correspondence. This work was supported by the research fund of Hanyang University (HY-2014).


33.우제문, 강형구, 김동환, 김대식. 2014. 발생액의  질과  위험요인에  대한  연구  -  한국주식시장을  중심으로. Journal of the Korean Data  Analysis Society (October  2014) Vol. 16, No. 5 (B), pp. 2547-2561.


34.Jeong HJ, Kang HG. 2015. No Low Volatility Effect In Low Volatility Market? Journal of the Korean Data Analysis Society. 17(3): 1225-1233. This work was supported by the research fund of Hanyang University (HY-2014).


35.한병석, 강형구. 2015. 파생계약부 소득연대출의 역사. 경영사학. 30(2): 163-183.


36.Kim SH, Lee K, Kang HG. 2015. Leveraged/Inverse ETFs and Volatility in the Korean Market. Korean Journal of Futures and Options. 23(3): 323-336. Forthcoming. This work was supported by the research fund of Hanyang University (HY-2014).

 

 

■ A favorite working paper

•How Firms' Capital Budgeting Methods Differ as Knightian Uncertainty and Controversy Vary (with Will Mitchell and Rich Burton), 2009.

 


■ OTHER WORKS

한양대학교 티칭 모듈 개발: 전략적 지식 큐레이션과 대학 교육

조직설계 단계적 접근법 (번역)


■ ACADEMIC SERVICE


Committee

•한국원자력환경공단 기금관리센터 위험관리위원 (20141226-20161225)


•한강수계관리기금 리스크성과평가위원회 위원


•Investment Policy Committee for National Pension Service (2011.06.01-2013.05.31; 2013.06.01 - 2015.05.31 (연임). 국민연금기금 투자심의위원회 투자정책전문위원)


•우정사업본부


•건설근로자공제회 수탁은행 선정위원회


•국민연금 선정위원회 (해외주식, 해외채권, 해외 credit, etc.)

 

■ Editorial board

•Strategic Management Journal (2013/07/01~2016/06/30)


•Asian Review of Financial Research (2012.1-Present)


•동아일보 미래전략연구소 (동아비즈니스리뷰) 제 6기 객원편집위원 (2012.07.23 - 2012.12.31)

 

■ Board member

•Director at Korea Money and Finance Association (금융학회 이사; 2012.08 - )


•Director at The Korean Academy of Business Ethics (2014 - )


•Organization Chair, The 10th Conference of Asia-Pacific Association of Derivatives, Novotel Hotel, AUG 21-22, 2014, ssrn link.


•Director, The 8th Conference of Asia-Pacific Association of Derivatives, Grand Hotel, AUG 25-26, 2011, ssrn link.


•Director of Korean Money and Finance Association (한국금융학회: 2011)


•Director of Korea Derivatives Association (한국파생상품학회: 2011)


•Korea Racing Authority (한국마사회) CSR committee (2012.01 - 2013.12)

 

■ PRESENTATIONS

* 5th International Conference of the Financial Engineering and Banking Society. June 13. Audencia Nantes School of Management Campus. “Network structure and stability of financial systems: An analysis of bipartite network”

* EFMA 2015 Annual Conference. June 24 – 27, 2015. Nyenrode Business Universiteit  Breukelen, The Netherlands. “How Board Quality Affects CEO and Executive Team Pay“

* 한국자료분석학회 춘계학술대회 20140425 1130-1700 No Low Volatility Effect in Low Volatility Market? 동국대학교 응용통계학과

* 한국윤리경영학회 춘계학술대회 20140424 1130-1700 전남대학교 경영관 1호관 3층 CBA홀. “Business Group, Nonmarket-Driven Diversification and Nonmarket Corporate Strategy.”

* 2015 제 1차 한국증권학회 정기학술발표회.금융투자협회 금융투자교육원. A Derivative Approach to Military Service. 2015/02/27. 

* 2014 KIEA Annual Meeting 한국국제경제학회 제 37차 동계학술대회. 동덕여자대학교 숭인관. 20141219.  “Passion of Executives and Financial Salvation.”

* 2014년 한국파생상품학회 추계학술대회. 2014/11/21. “Passion of Executives and Financial Salvation.” 금융투자협회 교육원. 

* 2014년 한국파생상품학회 추계학술대회. 2014/11/21. “한국 주식시장 내에서 환위험을 고려한 분산투자 효과 측정” 금융투자협회 교육원.

* 2014년 한국전략경영학회 추계학술대회. 2014/11/15. “Business Group, Nonmarket-Driven Diversification and Nonmarket Corporate Strategy.” 숙명여자대학교 100주년 기념관. 

* 2014년 한국재무학회 추계학술대회. 2014/11/14. “Passion of Executives and Financial Salvation.” 금융투자교육원

* 2014년 10월 21일(화) 14:00~18:00. 2014년 한국재무학회-국민연금연구원-한국금융연구원 공동 심포지엄. “한국 주식시장 내에서 환위험을 고려한 분산투자 효과 측정”

* 2014/08/22 the 10th conference of Asia Pacific Association of Derivatives. “Order Imbalance and Return Predictability: Evidence from Korean Index Future”

* 2014/06/19 Ulsan National Institute of Science and Technology (UNIST). “Nonmarket Driven Diversification.”

* 2014/04/17. The Korean Academy of Business Ethics in Jeju Techno Park. “A General Theory of CSR”

* 2013/08. The 9th Annual Conference of Asia-Pacific Association of Derivatives (APAD) held by Korean Derivatives Association (KDA) in Busan, Korea on August 22-23, 2013. “A New Strategy using Term-structure Dynamics of Commodity Futures”.

* 2013/08. The 9th Annual Conference of Asia-Pacific Association of Derivatives (APAD) held by Korean Derivatives Association (KDA) in Busan, Korea on August 22-23, 2013. “A Study on Information Contents in the Volatility Spread in KOSPI market”.

* 2013/08. 경영학회. “A Study on Information Contents in the Volatility Spread in KOSPI market”.

* 2012/12/08 The Seventh International Conference on Asia-Pacific Financial Markets (CAFM) held by Korean Securities Association (KSA) “Can derivatives information predict stock price jumps?”

* APAD 2012 The 8th conference of Asia-Pacific Association of Derivatives (2012.08.24 @Westin Chosun Hotel, Busan, Korea) "Can derivatives information predict stock price jumps?"

* 2012 한국금융학회 학술대회, Korea Money and Finance Association Annual Conference (8th June 2012@Oak Valley). Presented "How the impact of terrorist attacks to stock market differs as the tactics of terrorist vary?"

* 2011 Asia-Pacific Association of Derivatives Annual Conference, August 25-26 in Busan, Korea. “Volatility Arbitrage around Earnings Announcements: Evidence from the Korean Equity Linked Warrants Market.”

* The Third International Conference on Corporate Governance in Emerging Markets (Korea University Business School). “Organizational Capital Budgeting Model for Green Investing”

* The Seventh Asia Academy of Management Conference (AAoM) at Macau, SAR, (China, 2010/12/12 -- 14) “Up-to-Date Case Studies of Post-Merger Integration and Corporate Culture : Acquisition of Lehman Brothers by Nomura and Barclays”

* 2010 사이버켜뮤니케이션 학회 추계 학술대회 (서울, 명지대, 2010/11/12). “What explains the failure of Google in the Korean market? The Impact of Multicultural PR Strategy”

* 2010 12회 경영관련학회 통합학술대회 (인천, 송도, 2010/08/18). “How to succeed in the presence of financial and technological gaps: from the perspective of governance innovation”

* 2010 Academy of Management Annual Meeting (AoM) at Montreal (Canada, 2010/08/06 --10). “Not All Rains are Equal: How a Strategic Definition of Precipitation Emerges”

* 2010 European Financial Management Association (EFMA) conference at Aarhus School of Business (Denmark, 2010/06/23 -- 26). “Discount or Premium? Diversification, Firm Value, and Capital Budgeting Efficiency”

* 2010 Marketing Science Conference at University of Cologne (Germany, 2010/06/17 - 19). “The Effect of Rain on the Decision to Visit a Theme Park, Asia Pacific Journal of Tourism Research”

* 2009 Strategic Management Society Conference (Washington D.C., 2009/10/12) -- Honorable mention (for best paper award) (Note at Ewha News) “How Capital Budgeting Differs as Uncertainty and Controversy Vary: Bridging Bower and Brealey & Myers”

* Management Innovation Conference at Copenhagen Business School (Copenhagen, 2009/09/03)

* Korea Academic Society of Business Administration Annual Meeting (Yongpyong, 2009/08/19). “How Capital Budgeting Differs as Uncertainty and Controversy Vary: Bridging Bower and Brealey & Myers”

* Capability Conference, Rotterdam School of Management (Rotterdam, Netherlands, 2009/06/13). “How Capital Budgeting Differs as Uncertainty and Controversy Vary: Bridging Bower and Brealey & Myers”

* 2009 DoGo Finance Conference, Korea Financial Associations (2009/05/23). “The effect of credit risk on stock returns”

* EIASM (Brussels, Belgium, 2009/04/21) program. “OPTIMAL DIVERSIFICATION AND BOUNDARY OF THE FIRM”

* WCSS-08 (Washington DC, 2008/07/16). “Corporate relatedness: Relatedness in information trumps relatedness in production”

* CCC (Carnegie Mellon University, 2008/04). “How Capital Budgeting Differs as Uncertainty and Controversy Vary: Bridging Bower and Brealey & Myers”

* Trans-Atlantic doctoral consortium (London Business School, 2005/05). “Disclosure risk premium”

 

■ Invited, but not attended

* (forthcoming) 2011 Strategic Management Society Conference, November 6-9 in Miami, Florida

* (forthcoming) 2011 Academy of Management Annual Meeting, August 12-16, in San Antonio, Texas

* (forthcoming) 18th annual multinational finance conference, Rome, Italy, June 26 - 29, 2011

* (forthcoming) 2011 CK Prahalad special conference by Strategic Management Society (San Diego, US, 2011/06/10 - 06/12)

 

■ AWARDS AND HONORS


* The first new scholar award in Hanyang University (20140922). 한양대학교 제1회 신진연구자상.

* Outstanding paper award: Sixth Annual ARCS Research Conference, Samuel Curtis Johnson Graduate School of Management, Cornell University, Ithaca, New York, May 7-9, 2014

* 2013 농업경영연구사업 유공자

* Best Paper Award (2nd place, The Asia-Pacific Association of Derivatives 2011 conference, 25th August): "Volatility Arbitrage around Earnings Announcements: Evidence from the Korean Equity Linked Warrants Market"

* 2010 Teaching Award and Incentive (Class A, Hanyang University)

* Honorable Mention for the Best Conference Award: 2009 Strategic Management Society Conference (Washington D.C., 2009/10/12)

* DuPont Fellowship (University of Virginia, 2001, performance based)

* ‘EXCEPTIONAL’ (accenture, 1999- 2000, Best evaluation in accenture, Awarded to consultants who exceed their seniors in performance and contribution)

* Leadership Award (Republic of Korea Airforce, 1998, Awarded to two officers per base)

* Department Fellowship (Seoul National University, based on Korean SAT)


■ SKILLS


* Advanced level: R, Matlab, SAS, SPSS, GAUSS, SimVision, Powersim, etc.

* Intermediate level: C++, JAVA

* Data services: FactSet, Bloomberg, etc.


■ CONSULTING EXPERIENCES

* 유가변동으로 인한 석탄 및 천연가스의 상대가격 변동 분석 (2015.07-)

* 정부의 공기업 보증에서 발생한 보조금 규모의 추정 (2015.07-)

* 연기금 운용규조의 실태 분석과 정책방안 도출 (2015.08-)

* 스톡옵션 행사가 규정의 해외사례 분석과 적용방안 (2015.06-)

* Global investment benchmarking and organization design (One of the largest asset management firms in Seoul) (2014.12-)

* Alternative investment benchmarking and organization design (One of the largest asset management firms in Seoul) (2014.12-)

* 해외환자 유치산업의 실태 파악 및 발전방안 도출 (기획재정부) (2014.12-)

* 한국 레버리지 및 인버스 ETF가 주식시장 안정성에 미치는 영향 (삼성자산운용, 2014.7-12)

* 한국장학재단 (KOSAF) 대손율 추정, 수지분석 & 중장기 전략 수립 (2014.06-12)

* 중소기업 정책금융에 관한 프로젝트 (조세제정 연구원. 2014 상반기)

* 에너지개발과 Market Making and Risk Management (2014 상반기)

* 상속법 개정의 경제적 효과에 관한 프로젝트

* 중남미 국가 에너지/자원 개발 진출 사례 및 전략연구. (정부지원연구. 에너지경제연구원). 2013.05.09~2013.08.15.

* 중남미 국가 에너지/자원 개발 진출 사례 및 전략연구. (정부지원연구. 에너지경제연구원). 2012.05.09~2012.08.15.

* Optimal service design project (2013.07.01-2013.09.01). Global benchmarking trip includes Bronx zoo, Six Flags New Jersey, Busch Garden Williamsburg, San Diego Zoo, San Diego Safari, Sea World San Diego, Disneyland, Universal Studio Hollywood.

* Equity Risk Model Design for FnGuide (2012.12 -2013.03.31)

* Resource, capability and nonmarket strategy for a food group (2012.12-2013.3)