Kim, Hwagyun
individual record
Associate Professor
Positions:
- Associate Professor, Finance, Mays Business School
overview
My research focuses on asset pricing theory, portfolio management, fixed income, and interactions among investors, policy makers, and corporate managers.
education and training
- Ph.D. in Economics, University of Chicago - (Chicago, Illinois, United States)
- M.A. in Economics, University of Chicago - (Chicago, Illinois, United States)
- B.A. in Economics, Seoul National University - (Seoul, South Korea)
selected publications
Academic Articles33
- Kang, L. L., Kim, H., Kim, J. H., Kim, S. J., & Sorescu, S. M. (2023). How to (Properly) Compute Credit Default Swap Returns.
Conference Papers1
- Hwang, Y., Min, H., McDonald, J. A., Kim, H., & Kim, B. (2010). Using the credit spread as an option-risk factor: Size and value effects in CAPM. Journal of Banking and Finance. 34(12), 2995-3009.
recent teaching activities
- FINC428 Fixed Income Analysis Instructor
- FINC484 Finance Internship: In-ab Instructor
- FINC485 Directed Studies Instructor
- FINC489 Sptp: Quant Resc. Meth In Finc Instructor
- FINC489 Sptp: Quant Rsch Meth. In Finc Instructor
chaired theses and dissertations
- Yeo, Hyosung (2016-05). Three Essays in Macroeconomics and Empirical Finance. (Doctoral Dissertation)
- Jhang, Ho Gyu (2014-05). Value or Growth? Pricing of Idiosyncratic Cash Flow Risk with Heterogeneous Beliefs. (Doctoral Dissertation)
Email
hagenkim@tamu.edu
First Name
Hwagyun
Last Name
Kim
mailing address
Texas A&M University; Finance; 4218 TAMU
College Station, TX 77843-4218
USA
UN Sustainable Development Goals:
UN Sustainable Development Goals: