연세대학교 경영전문대학원

교수진

교수진
  • 최재원
    Joint Appointment
  • 전공   재무
    Ph.D. New York University
  • 이메일   jaewchoi@yonsei.ac.kr

학력

2010 박사 뉴욕대학교 스턴스쿨 
2004 석사 프린스턴대학교
1999 학사 서울대학교

주요경력

부교수, 연세대학교 경영대학 
부교수, 일리노이대학교 경영대학
조교수, 펜실베니아주립대학교 경영대학

강의관심분야

자산가격 결정론
포트폴리오 매니지먼트

연구관심분야

Asset Pricing
Institutional Investors (Mutual Funds, Hedge Funds, Broker Dealers)
Credit Markets
Capital Structure
Macroeconomy and Financial Markets

주요 연구 논문 및 저서

“Mutual Fund Flows and Fluctuation in Credit and Business Cycles”with Azi Ben-Rephale and Itay GoldsteinJournal of Financial Economics, forthcoming.
“Corporate Bond Mutual Funds and Asset Fire Sales” with Saeid HoseinzadeSean Seunghun Shin, and Hassan TehranianJournal of Financial Economics, forthcoming.
Granularity of Corporate Debt” with Dirk Hackbarth and Josef ZechnerJournal of Financial and Quantitative Analysis, forthcoming. 
“Dealer Liquidity Provision and the Breakdown of the Law of One Price: Evidence from the CDS-Bond Basis” with Or Shashar and Sean Seunghun ShinManagement Science, 65(9), September2019, pp. 4100-4122.
“Asymmetric Learning from Price and Post-Earnings Announcement Drift” with Linh Le and Jared WilliamsContemporary Accounting Research, 36(3),Fall 2019, pp. 1724-1750.
“Reaching for Yield in Corporate Bond Mutual Funds” with Mathias KronlundReview of Financial Studies31(5), May 2018, pp. 1930-1965. 
Corporate Debt Maturity Profiles” with Dirk Hackbarth and Josef ZechnerJournal of Financial Economics, 130(3), December 2018, pp. 484-502.
Anomalies and Market (Dis)Integration” with Yongjun KimJournal of Monetary Economics, 100, December 2018, pp. 16-34.
"The Volatility of a Firm's Assets and the Leverage Effect" with Matthew Richardson.Journal of Financial Economics, 121(2), August 2016, pp. 254-277.
"What Drives the Value Premium?: The Role of Asset Risk and Leverage" (solo-authored), Review of Financial Studies26(11), November 2013, pp. 2845-2875.
"Credit Risk Model with Lagged Information"(solo-authored), Journal of DerivativesWinter 2008, pp. 85-93 

주요 학술활동 및 수상

편집위원장, Journal of Banking and Finance

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