个人简历

最高学历：
牛津大学 金融经济学博士
教学
应用随机过程，宏观经济学，数值方法，定量金融学
Appointments
Assistant Professor of Finance, HSBC Business School, Peking University, 2013 - Present Visiting Scientist, Computational Science Centre, KIST, 2014 - Present Visiting Scholar, Sa¨ıd Business School, University of Oxford, 2013 - 2015
Education
Sa¨ıd Business School, University of Oxford DPhil/MSc in Financial Economics (PhD in Finance), 2009 - 2013/2007 - 2008 Thesis: Dynamic stochastic general equilibrium models with money, default and collateral School of Engineering, Massachusetts Institute of Technology (MIT) PhD (incomplete) in Nuclear Science & Engineering, 2005 - 2007 Graduate School of Arts and Sciences, Harvard University AM in Statistics, 2004 - 2005 College of Engineering, Seoul National University BS in Nuclear Engineering, 1996 - 2000
Research Interests
Primary: Asset Pricing, Computational Economics, Macroeconomics, Systemic Risk Secondary: Bayesian Inference, Econophysics, Reliability Analysis, Strategic Management
Work in Progress
Forecasting insolvency risk with Heston model The role of financial structure in systemic risk among Chinese Banks Modeling stock return distribution with quantum harmonic oscillator The origin of collective behavior in the Chinese stock market Monetary uncertainty and international business cycle What determines the price discovery of multi-listed stocks? A dynamic model of closed-end fund discounts with noise trader risk Notes on Black-Scholes PDE (Book) Optimal security design under asymmetric information
Teaching Experience Instructor HSBC Business School, Peking University Stochastic Processes for Finance Fall 2015 (4.8/5.0), Fall 2014 (5.0/5.0), Fall 2013 (5.0/5.0) Numerical Methods and Analysis Fall 2015 (4.8/5.0), Spring 2015 (4.8/5.0), Spring 2014 (5.0/5.0) Business Mathematics Fall 2013 (3.3/5.0) Magdalene College, Cambridge Fixed Income and Derivatives Summer 2013 (4.8/5.0) Tutor St. Catherine’s College, University of Oxford, 2009 - 2013 Financial Mathematics, Fixed Income and Derivatives, Mathematical Economics Introduction to Econometrics, Financial Econometrics, Quantitative Economics
Worcester College, University of Oxford, Michaelmas 2012 Investment Theory Oxford Programme, University of Georgia, Michaelmas 2012 Financial Management Doctoral Teaching Fellow Sa¨ıd Business School, University of Oxford, 2009 - 2013 Fixed Income and Derivatives, Continuous-Time Finance, Financial Risk Management Finance I, Derivatives, Remedial Mathematics and Statics Course Assistant Department of Statistics, Harvard University, Summer 2006 Recent Advances in Computational Finance Teaching Fellow Department of Statistics, Harvard University, Fall 2004 Introduction to Quantitative Methods Teaching Assistant Department of Nuclear Engineering, Seoul National University, 2000 - 2001 Nuclear Reactor Physics I, Nuclear Reactor Physics II
Seminar/ Conference Presentations
15th China Economics Annual Conference, Shanghai, China, Nov. 2015 15th SAET Conference on Current Trends in Economics, Cambridge, UK, July 2015 8th China Finance Review International Conference, Shanghai, China, July 2015 14th China Economics Annual Conference, Shenzhen, China, Dec. 2014 Workshop in Financial Economics, Higher School of Economics, Moscow, Russia, Nov. 2014 Alumni Seminar, ILJU Foundation, Seoul, Korea, Aug. 2014 Summer Workshop in Economic Theory, Paris School of Economics, France, July 2013 13th SAET Conference on Current Trends in Economics, MINES Paris Tech, France, July 2013 Manchester Workshop on Economic Theory, Manchester, UK, June 2013 XXII European Workshop on General Equilibrium Theory, Vienna, Austria, May 2013 Department of Management Science, KAIST, Daejon, Korea, Feb. 2013 ICEF, Higher School of Economics, Moscow, Russia, Feb. 2013 Winter Doctoral Conference, Sa¨ıd Business School, Oxford, UK, Jan. 2013 Economics and Joint Schools, Somerville College, Oxford, UK, June 2012 3rd Global Conference on Economic Geography, Seoul, Korea, June 2011 11th SAET Conference, Ancao (Faro), Portugal, May 2011 Computational Science Centre, KIST, Seoul, Korea, Feb. 2011 Winter Doctoral Conference, Sa¨ıd Business School, Oxford, UK, Dec. 2010 Internal Finance Seminar, Sa¨ıd Business School, Oxford, UK, Oct. 2009
Honors and Awards
Bridge Trust Asset Management Fund, HSBC Business School, Peking University, 2015 - 2016 Final Year Scholarship, Sa¨ıd Foundation, University of Oxford, 2012 - 2013 Research Funds, Sa¨ıd Foundation, University of Oxford, 2010 - 2012 SEIB Research Funds, Sa¨ıd Business School, University of Oxford, 2011 Millman Foundation Funds, New College, University of Oxford, 2011 Doctorate Sponsorship, SCIEMUS Ltd., 2009 - 2010 Graduate Scholarship, Korean American Scholarship Foundation, 2006 Overseas Scholarship, ILJU Foundation, 2004 - 2009
Overseas Scholarship, Korean Government, 2004 - 2005
Research Experience
University of Oxford Research Assistant, Dr. Basak Yakis-Doughlas, 2009 - 2013 Research Assistant, Prof. Dimitrios Tsomocos, 2010, 2012 Research Assistant, Prof. Richard Whittington, 2010 - 2013 MIT Research Assistant, Prof. Mujid Kazimi, 2005 - 2007 Visiting Engineer, Prof. Michael Golay, Winter 2001 Korea Atomic Energy Research Institute Research Student, Integrated Safety Assessment Group, 2000 - 2001
Other Employment
Consultant, Korea Nuclear Safety Foundation, 2013 - 2014 Quantitative Analyst, Research Division, SCIEMUS Ltd., 2008 - 2009 Internship, Global Investment Division, Korea Life Insurance, Summer 2005 Software Engineer (Military Service), WOORI Tech Inc., 2002 - 2004
Skills
Languages Korean, Fluent in English Computer Languages and Statistical Packages C/C++, MATLAB, STATA, SAS, R Database CRSP, COMPUSTAT, WIND Editing Skills HTML, Lyx, Origin, Tex
References
Dimitrios Tsomocos Reader in Finance, Sa¨ıd Business School, University of Oxford dimitios.tsomocos@sbs.ox.ac.uk; +44-186-528-8932 Richard Whittington Professor of Strategic Management, Sa¨ıd Business School, University of Oxford richard.whittington@sbs.ox.ac.uk; +44-186-528-8931 Moo Young Choi Professor of Physics, Department of Physics, Seoul National University mychoi@phya.snu.ac.kr; +82-2-880-6615

近期论文

Publications
Opening M&A strategy to investors (w) Yakis-Douglas, B., Angwin, D., Meadows, M. Long Range Planning, Conditional Acceptance Cheap talk? Strategy presentations as a form of CEO impression management (w) Whittington, R., Yakis-Douglas, B. Strategic Management Journal, Forthcoming Strategic planners in more turbulent times (w) Whittington, R., Yakis-Douglas, B., Cailluet, L. Long Range Planning, Article in Press Wall Street rewards CEOs who talk about their strategies (w) Whittington, R., Yakis-Douglas, B. Harvard Business Review, December 28, 2015 Voluntary disclosures as a form of impression management to reduce uncertainty during M&A (w) Yakis-Douglas, B., Angwin, D., Meadows, M. Academy of Management Best Paper Proceedings, 15879, 2014 Assessment of Silicon Carbide cladding for high performance light water reactors (w) Carpenter, D., Kao, S., Hejzlar, P., Kazimi, M. Nuclear Fuel Cycle Program (book series), MIT-NFC-TR-098, MIT CANES, 2007 A comparison of Passive vs. Active systems for advanced light water reactors (w) Eul, R., Kao, S., Hejzlar, P., Kazimi, M. Advanced Nuclear Power Program (book series), MIT-ANP-TR-111, MIT CANES, 2006
Working Papers Measuring financial fragility in China (w) Dai, J., Kim, C., Tsomocos, D. (R&R) Dynamics of analyst forecasts and information disparity (w) Choi, M., Kim, C., Kim, D., Lin, A. (Submitted) Monetary uncertainty and default (w) Kim, C., Tsomocos, D., Wang, L. (PHBS Working Paper) What does investor sentiment reflect animal spirits or risk? (w) Sohn, S. Combating the ’Uniqueness Paradox’ in strategy (w) Yakis-Douglas, B., Angwin, D., Meadows, M. (Submitted) Cash-in-advance framework against the Quantity Theory of Money (w) Dai, J., Lee, D. (Submitted) Review of agent-based models in financial market studies (w) Kim, C., Wang, L., Yakis-Douglas, B. (Submitted) The cost of default in a cash-in-advance economy (w) Lee, D., Li, L. Infinite variance and self-similarity in option prices (w) Tarzia, D., Muliere, P.
Services
Research Committee Peking University HSBC Business School, 2013-Present Referee Service Journal of Economic Policy Reform