Dong-Seok Kim

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Professor

Prof. 김동석

About

금융공학, 위험관리, 가격모형, 투자론을 연구하는 명예교수입니다. 국내 최초의 금융전문대학원과 금융공학 MBA 설립을 주도하였으며, KAIST 경영대학 학장과 금융전문대학원장을 역임했습니다. 옵션·파생상품 가격결정과 위험관리 모형을 중심으로 한 연구 업적을 남겼습니다.

Research keywords

InvestmentsBehavioral Finance

Selected publications

Are Good-News Firms Riskier than Bad-News Firms?Journal of Banking and Finance · 2012
Macroeconomic Risk and the Cross-Section of Stock ReturnsJournal of Banking and Finance · 2011
The Information Content of Changes in Index CompositionAsia-Pacific Journal of Financial Studies · 2011
Future labor income growth and the cross-section of equity returnsJournal of Banking and Finance · 2011
The Effect of Changes in Index Constitution: The Evidence from the Korean Stock MarketInternational Review of Financial Analysis · 2010
A Longer Look at the Asymmetric Dependence between Hedge Funds and the Equity MarketJournal of Financial and Quantitative Analysis · 2010

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