김우창(Kim Woo Chang)
Ph.D. Operations Research & Financial Engineering, Princeton University, 2009
wkim(at)kaist.ac.kr
Investment Design Lab (금융디자인 연구실) Tel. 042-350-3169
042.350.3129 (3107, B/D E2-2)
교수약력
  • 1995 - 1999
  • 1999 - 2001
  • 2005 – 2007
  • 2005 – 2009
  • 2009 -
  • B.S. Industrial Engineering, Seoul National University, Seoul,Korea
  • M.S., Industrial Engineering, Seoul National University, Seoul, Korea
  • M.A., Operations Research & Financial Engineering, Princeton University, Princeton, NJ
  • Ph.D. Candidate, Operations Research & Financial
    Engineering, Princeton University, Princeton, NJ
    – Degree expected: June 2009, Advisor:
    Professor John M. Mulvey
  • Assistant Professor, Dept of Industrial and Systems Engineering , KAIST
RESEARCH INTERESTS
  • Stochastic optimization and its applications to finance, industrial engineering and management science
TEACHING EXPERIENCE
  • Assistant in Instruction, Princeton University 9/2006 – Present
  • Assisted both graduate and undergraduate level courses for five semesters
  • Courses include: Optimization under Uncertainty (ORF311), Financial Engineering (ORF534),
  • General Computer Science (COS126), Fundamentals of Engineering Statistics (ORF245)
  • Full-Time Lecturer/Instructor, Management Science Department, Korean Naval Academy 7/2001 – 6/2004
  • Lectured three to four courses a semester for three academic years
  • Developed “mathematical theory for finance” and introduced it to Korean Naval Academy for the first time
  • Courses include: Mathematical Theory for Finance, Decision Making Theory, Operations Research I & II, Reliability Systems, Engineering Economy, Naval Operations Analysis
PUBLICATION
  • A. Refereed Journal Papers
  • [1] Kim, W.C., and Mulvey, J.M., Evaluating Style Investment, 2009,
  • tentatively accepted as a feature article to
  • Quantitative Finance
  • Honorable mention, best research paper competition, Financial Services
  • Section, INFORMS, 2008
  • [2] Mulvey, J.M., Kim, W.C., and Ma, Y., Duration-Enhancing Overlay
  • Strategies for Defined-Benefit Pension
  • Plans, 2008, submitted to Journal of Asset Management
  • [3] Mulvey, J.M., and Kim, W.C., Improving Equity Diversification via
  • Industry-Wide Market Segmentation,
  • 2008, Journal of Financial Transformation, 22, 59-65
  • [4] Mulvey, J.M., and Kim, W.C., Active Equity Managers in the U.S.: Do
  • the "Best" Follow Momentum
  • Strategies?, 2008, Journal of Portfolio Management, 34, 126-134
  • Best presentation award, Financial Services Section, INFORMS, 2007