M.S., Financial Engineering, University of Illinois Urbana-Champaign, 2016
M.A., Applied Statistics, Yonsei University, 2014
B.S., Electronic Engineering, Sogang University, 2011
- Single-authored. Documenting the Post-2000 Decline in the Idiosyncratic Volatility Effect. Critical Finance Review, forthcoming.
Joseph H. T. Kim, Jiwook Jang, and Chaehyun Pyun. Capital Allocation for a Sum of Dependent Compound Mixed Poisson Variables: A Recursive Algorithm Approach. North American Actuarial Journal, 2019. 23:1, 82-97.