학력
- Ph.D., Economics, University of California, San Diego, 1999.
- 경제학석사, 서울대학교, 1990.
- 경제학사, 서울대학교, 1988.
주요 경력
- 2024.03~현재서울시립대 정경대학장
- 2002.03~현재서울시립대 경제학부, 조교수/부교수/교수
- 2000.02~2002.02Tinbergen Institute, Erasmus University Rotterdam, Postdoc
대표 논문
- Different demands for almost the same assets Demographic structure's different effect on direct and indirect equity purchase (with Seiwan Kim), International Review of Finance, 24, 2024, pp.104-127.
- Simulating and calibrating diversification against black swans (with Casper de Vries), Journal of Economic Dynamics & Control, 36, 2012, pp.1162-1175.
- Portfolio Selection with Heavy Tails (with Casper de Vries), Journal of Empirical Finance, 14, 2007, pp.383-400.
- Introduction to M-M Processes (with Clive W.J. Granger), Journal of Econometrics, 130, 2006, pp.143-164.
- Occasional Structural Breaks and Long Memory with an application to the S&P 500 absolute stock returns (with Clive W.J. Granger), Journal of Empirical Finance, 11, 2004, pp.399-421.