Hwagyun (hagen) Kim
Finance
Texas A and M University
United States of America
Biography
Hwagyun (Hagen) Kim is J. Rogers Rainey and Annie Bob Rainey Associate Professor of Finance with Tenure at the Mays Business School at Texas A&M University. He received his B.A. from Seoul National University and his Ph.D. in Economics from University of Chicago. His research focuses on asset pricing theory, portfolio management, fixed income, and interactions among investors, policy makers, and corporate managers. His papers are published or accepted in the Journal of Money, Credit, and Banking, Journal of Financial and Quantitative Analysis, Management Science, Journal of Financial Economics, and Quantitative Economics: Journal of the Econometric Society.
Research Interest
Asset Pricing Theory, Portfolio Management, Macroeconomics, Corporate Finance, Econometrics
Publications
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Does Ambiguity Matter? Estimating Asset Pricing Models with a Multiple-Priors Recursive Utility