Graduate School of Business

EDUCATION

2017 Ph.D. in Business Administration (Finance and Business Economics)
          Marshall School of Business, University of Southern California
2010 M.S. in Statistics, Stanford University
2008 B.B.A, B.A. Applied Statistics, Yonsei University

ACADEMIC AND PROFESSIONAL EXPERIENCE

2017-2023 Assistant Professor of Finance, NUS Business School, National University of Singapore
2019-2023 Assistant Professor, Risk Management Institute, National University of Singapore 

TEACHING INTERESTS

Investments
Asset Pricing

RESEARCH INTERESTS

Empirical asset pricing
Macrofinance asset pricing
Financial econometrics

SELECTED PUBLICATION

Variance risk in aggregate stock returns and time-varying return predictability, Journal of Financial Economics, 2019
Consumption growth persistence and stock-bond correlation, Journal of Financial and Quantitative Analysis, Forthcoming (with Christopher Jones)