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Current Faculty

DONG-HYUN AHN

Professor

DONG-HYUN AHN (안동현)

  • Research Area: Financial Economics
  • Education: Ph.D., Finance, New York University, Stern School of Business, 1996.
  • Office: Room 623 Building #16
  • Phone: 02-880-2690
  • Email: ahnd@snu.ac.kr

Selected Publication

  • Basis Assets (with Robert F.Dittmar and Jennifer Conrad). Review of Financial Studies. 2009.
  • Purebred or Hybrid?: Reproducing Volatility in Term Structure Dynamics (with Robert Dittmar, A. Ronald Gallant and Bin Gao). Journal of Econometrics. 2003.
  • Optimal Risk Management Using Options (with Jacob Boudoukh, Matthew Richardson and Robert Whitelaw). Journal of Finance. 1999.
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