Current Faculty

• Research Area: Financial Economics
• Education: Ph.D., Finance, New York University, Stern School of Business, 1996.
• Office: Room 616 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.