Hyuna Park, Ph.D.
Assistant Professor, Finance
Contact Information
Academic Background:
- Ph.D. University of Massachusetts, Amherst, MA, Finance, 2007
- M.S. Seoul National University, Seoul, Korea, Chemical Engineering, 1994
- B.S. Seoul National University, Seoul, Korea, Chemical Engineering, 1992
Work Experience:
Academic Experience
- Isenberg School of Management-Instructor, University of Massachusetts (September, 2005 - May, 2005).
- Isenberg School of Management-Teaching Assistant, University of Massachusetts (September, 2002 - May, 2003).
Non-Academic Experience
- Researcher, department of project evaluation, Korea Energy Management Corporation (KEMCO) (May, 1994 - August, 2000).
Courses Taught:
Intellectual Contributions:
Refereed Articles
- Park, H. & Liang, B. (2007). Risk Measures for Hedge Funds: A Cross-Sectional Approach. European Financial Managment, 13 (2), 317-354.
Book Chapters
Refereed
- Park, H., (2007). KMV and Credit Grades Models for Estimating Default Probabilities. In Sanjay Nawalkha, John Wiley & Sons (Ed.) Credit Risk Modeling.
Working Papers
- Park, H., (2006). "Predicting Hedge Fund Failure: A Comparison of Risk Measures" targeted for FMA Annual Meeting.