For detailed faculty profile, please log on to the Portal System.
Only the information which the faculty allows to make public is available.
■ Education
- Seoul National University(Bachelor's Degree)/Economics
- (Master's Degree)/Finance
- Univ. of Alabama(Doctor's Degree)/Finance
■ Career
- 1988.07 ~ 1991.04 (주)SK 재무회계원
- 2001.06 ~ 2001.08 University of Alabama Instructor
- 2001.06 ~ 2001.08 University of Alabama Instructor
- 2001.09 ~ 2004.05 University of Southern Mississippi Assistant Professor
- 2001.09 ~ 2004.05 University of Southern Mississippi Assistant Professor of
Finance
■ Research
- Journal Articles
ㆍTHE ESTIMATION AND DECOMPOSITION OF VALUE-AT-RISK FOR NON-NORMAL PORTFOLIO
RETURNS , JOURNAL OF BUSINESS ECONOMICS AND MANAGEMENT , Vol.14 No.Special SI ,
pp213~226 , 2013
ㆍThe Role of the Stock Market in the Sustainable Growth of the Mongolian Economy ,
Journal of Commodity Science & Technology , Vol.30 No.6 , pp79~87 , 2012
ㆍA Comparative Study between the Islamic and Conventional Banking Systems and Its
Implications , SCHOLARLY JOURNAL OF BUSINESS ADMINISTRATION , Vol.2 No.5 ,
pp48~54 , 2012
ㆍA Directional Distance Function Approach on the Efficiency of Chinese Commercial
Banks , Journal of the Korea Society Industrial Information System , Vol.17 No.2
, pp81~94 , 2012
ㆍAn Analysis of the Impacts of Corporate Governance on the Financial Performance
of the Chinese Banks , INTERNATIONAL JOURNAL OF REVENUE MANAGEMENT , Vol.2 No.1 ,
pp107~125 , 2008
ㆍA Comparison of Distance Function Estimation Methods for Analyzing Production
Characteristics and Efficiency , 생산성논집 , Vol.22 No.1 , pp93~117 , 2008
ㆍForeign Exchange Market Efficiency and the Noise Trader Model , 재무관리논총 ,
Vol.14 No.1 , pp1~14 , 2008
ㆍOn the Cointegrating Relationship between Stock Prices and Earnings , 산학경영연
구 , Vol.20 No.2 , pp1~13 , 2007
ㆍMarket Microstructure: An Analysis of Bank-Specific Factors in the Retail CD
Pricing , INTERNATIONAL JOURNAL OF REVENUE MANAGEMENT , Vol.1 No.3 , pp262~275 ,
2007
ㆍThe Financial Performance of Retailers Owning Credit Card Banks , INTERNATIONAL
JOURNAL OF REVENUE MANAGEMENT , Vol. 1, No. 2 , pp129~140 , 2007
ㆍDo Foreign Investors Cause Noise in an Emerging Stock Market? , JOURNAL OF
EMERGING MARKET FINANCE , Vol. 3 , pp21~36 , 2004
ㆍA Quantile-Fitting Approach to Value at Risk for Options , JOURNAL OF RISK
FINANCE , Vol. 5, No. 1 , pp40~50 , 2003
ㆍStock Buybacks, Corporate Performance and EVA , JOURNAL OF APPLIED CORPORATE
FINANCE , Vol. 14, No. 1 , pp99~110 , 2001
- Books
ㆍVaR(Value at Risk)과 금융기관의 리스크관리, 한경사, 2008 , 200804
- Book Chapters
ㆍAn Analysis of the Ripple Effects of the Global Financial Crisis on the South
Korean Economy and the Recovery, The Financial and Economic Crises, Eward Elgar,
pp105-119, 2010 , 201011
ㆍCorporate Governance in Korean Banks , Corporate Governance in Banking: A Global
Perspective, Edward Elgar, pp279-293, 2007 , 200711
ㆍImproving Value at Risk for Non-Normal Return Distributions, Financial Risk and
Financial Risk Management, Elsevier Science, pp91-116, 2002 , 200210