¿¬¼¼´ëÇб³ °æ¿µÀü¹®´ëÇпø
±³¼öÁø
±³¼öÁø
- ¾îÁØ°æ
ºÎ±³¼ö
- Àü°ø À繫
Ph.D. Columbia University - ¿¬±¸½Ç School of Business 504
- À̸ÞÀÏ junkyung.auh@yonsei.ac.kr
- ȨÆäÀÌÁö Personal Homepage
ÇзÂ
- 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)
ÁÖ¿ä°æ·Â
- 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)
°ÀÇ°ü½ÉºÐ¾ß
- Derivatives Theory (Ph.D. and MS)
- Derivatives Markets (MBA)
- Fixed Income Markets (MBA)
- Economic Analysis (MBA)
- Corporate Finance (Undergraduate)
¿¬±¸°ü½ÉºÐ¾ß
- Fixed Income and Derivatives Markets
- Portfolio Theory and Application
- Systematic Investments
- Machine Learning Application in Financial Markets
ÁÖ¿ä ¿¬±¸ ³í¹® ¹× Àú¼
- 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
ÁÖ¿ä ÇмúÈ°µ¿ ¹× ¼ö»ó
- 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
¸ñ·Ï
ÆäÀÌÁö ·Îµù À̹ÌÁö Ç¥½Ã
ÆäÀÌÁö ·ÎµùÁß ...