- Ph.D, University of Cambridge
- Senior Hedge Fund Manager, GSA Capital, London
- Professor in Finance, Cass Business School, London
- Senior Research Associate, Department of Applied Economics, University of Cambridge
- Accountant, Arthur Young International
- Asset Pricing
Behavioral Finance : 투자가들의 투자의사결은 비합리적인 요소가 개재되어 있고 따라서 이들이 거래하는 자산가격도 심리적 요인에
Real Estate Finance
- Machine Learning
Machine Learning을 활용한 신용평가 분석
Big Data를 활용한 주식투자전략 및 최적 포트폴리오
Machine Learning을 통해 본 투자자의 비합리적 투자행위
- National Research Foundation of Korea, “Optimal Regulatory Reform for Sustainable Economic Growth in Korea”,
- "A Behavioral Explanation of the Value Anomaly Based on Time-varying Return Reversals" with Alexandre Rubesam, 2013, Journal of Banking and Finance 37, 2367-2377.
- "How Loss Averse Are Investors in Financial Markets?" with S. E. Satchell, 2010, Journal of Banking and Finance 34, 2425-2438.
- "Smoothing, Nonsynchronous Appraisal and Cross-Sectional Aggregation in Real Estate Price Index" with S. Bond, 2007, Real Estate Economics 35(3), 349-382.
- "Market Stress and Herding" with M. Salmon, 2004, Journal of Empirical Finance Vol. 11, 585-616.
- "Using Bayesian Variable Selection Methods to Choose Style Factors in Global Stock Return
Models" with A. Hall and S. E. Satchell, 2002, Journal of Banking and Finance Vol. 26, 2301-
- "Modelling Emerging Market Risk Premia Using Higher Moments" with S. E. Satchell, 1999, International Journal of Finance and Economics, Vol. 4, No. 4, 271-296.
- SKKU Fellow, Sungkyunkwan University, 2010-2011
- Best Paper awards (International Conference on Asia-Pacific Financial Markets, 2014)