Yonsei School of Business

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Faculty
  • Auh, Jun Kyung
    Associate Professor
  • Division   Finance
    Ph.D. Columbia University
  • Lab   School of Business 504
  • Email   junkyung.auh@yonsei.ac.kr
  • Homepage   Personal Homepage

EDUCATION

  • Ph.D. in Finance and Economics, Columbia University (New York, NY)
  • MA in Mathematics, Columbia University (New York, NY)
  • BBA and BS in Economics, Korea University (Seoul, Korea)

ACADEMIC AND PROFESSIONAL EXPERIENCE

  • Associate Professor in Artificial Intelligence, Yonsei University (Seoul, Korea)
  • Assistant Professor in Finance, Georgetown University (Washington DC)
  • Alpha Researcher, Cubist Systematic Strategies (New York, NY)
  • Vice President, Quantitative Trading, Deutsche Bank (New York, NY) 

TEACHING INTERESTS

  • Derivatives Theory (Ph.D. and MS)
  • Derivatives Markets (MBA)
  • Fixed Income Markets (MBA)
  • Corporate Finance (Undergrads)

RESEARCH INTERESTS

  • Fixed Income and Derivatives Markets
  • Portfolio Theory and Application
  • Systematic Investments

SELECTED PUBLICATION

  • Loan Terms and Collateral: Evidence from the Bilateral Repo Market (2022), Journal of Finance
  • Liquidation Cascade and Anticipatory Trading (2023), Review of Asset Pricing Studies
  • Repo Priority Right and the Bankruptcy Code (2020), Critical Finance Review
  • Factor-Based Portfolio Optimization (2023), Economics Letters
  • Reaching-for-Income Behavior in the Mutual Fund Market (2023), Asian Review of Financial Research
  • Real Effect of Credit Rating (2023), Korean Management Review

PROFESSIONAL ACTIVITIES AND AWARDS

  • Korean Derivatives Association Best Paper Award, 2020
  • Best Paper Award at Summer Finance Round Table, 2020
  • Korean Finance Association Best Paper Award, 2020
  • CAFM Best Paper Award, 2016
  • McGraw-Hill Distinguished Paper Award, 2015
  • Cubist Systematic Strategies Ph.D. Candidate Award for Outstanding Research, 2014
  • Olin Business School Best Finance Ph.D. Dissertation Award, 2013
  • KAFA Best Doctoral Dissertation Award, 2013
  • W. Edwards Deming Doctoral Fellowship, 2013

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