Kim, Jin Ho (김진호) 교수 상세 프로필

Kim, Jin Ho (김진호) 사진
Kim, Jin Ho (김진호)
Affiliation
Ewha Womans University
Areas of Interest
Risk management Investment Derivatives
Money and Financial Market
Financial Institution Time Series Analysis Forecasting
Courses
Risk Management
Education
Ph.D. Graduate School of Business, Columbia University, New York, NY, May 1992.
Concentration: Finance

M.Phil. Graduate School of Business, Columbia University, New York, NY, May 1991.
Concentration: Finance

M.A. Seoul National University, Seoul, Korea, February 1985.
Concentration: Economics

B.A. Seoul National University, Seoul, Korea, February 1983.
Concentration: Economics
Published Journals
Kim, J. and Kim, Y. 2010. “Analysis of the Risk Transfer among the Financial Sector, using CoVaR ,” Ewha Journal of Social Sciences. Ewha Womans University

Kim, J. and Kim, Y. 2009. “Optimal Asset Allocation of Korean Financial Assets using SRMs(spectral risk measures),” Journal of Economic Theory and Econometrics, The Korean Econometric Society.

Kim, J. and Yuh, Y. 2007. “Estimation of the Adequacy of Retirement Wealth Accumulation using Simulations,” Journal of Money & Finance, Vol. 21, No. 2, Korea Institute of Finance.

Kim, J. 2007. “Financial Environment Changes Require Restructuring The Financial Safety Net,” Financial Stability Studies, Vol. 8, Korea Deposit Insurance Corporation.

Kim, J. 2005. “An Investor Protection from Mis-selling,” Financial Risk Review, Vol. 6, Korea Deposit Insurance Corporation.

Kim, J. and Kim, Y. 2003. “ Conditional Value-at-Risk Approach in the Portfolio Optimization,” Asia-Pacific Journal of Financial Studies, Vol. 32, No. 3, Korean Securities Association.

Kim, J. and Whang, Y. 2003. “A Multiple Variance Ratio Test using Subsampling,” Economic Letters, Vol. 79, No. 2, 225-230.

Kim, J. and Hahm, J. 2003. “Cost-at-Risk and Benchmark Government Debt Portfolio in Korea,” International Economic Journal, Vol. 17, No. 2, 79-103.

Kim, J. 2003. “The Impact of the Basel 2 on the Financial Risk Management,” Ewha Management Review, Vol. 21, No.2, Management Research Center, Ewha University.

Kim, J. 2002. “Difference between Mean-Variance and VaR Approach in the Optimal Risky Portfolio,” The Korean Journal of Finance, Vol. 15, No. 2.

Kim, J. 2002. “A Study on the University Endowment Management Principles,” Ewha Management Review, Vol. 20, No.2, Management Research Center, Ewha University.

Kim, J. 2001. “An Essay on the Optimal Portfolio Strategy based on the Integrated Risk Measure,” Ewha Management Review, Vol. 19, No.2, Management Research Center, Ewha University.
Authored Books
Kim, J. 2007, Finance Story in ChamYeo Government, Ewha University Press, Seoul, Korea
Kim, J. 2005. Understanding Risk, Kyeong-Mun-Sa, Seoul, Korea.
Kim, J. 2003. Finance story, Ewha University Press, Seoul, Korea
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