Education:
Ph.D., University of Massachusetts Amherst - 2007 (Finance)
M.S., Seoul National University - 1994 (Engineering)
B.S., Seoul National University - 1992 (Engineering)
Areas of Expertise:
Empirical Asset Pricing, Hedge Funds, Risk Management, Value Investing, Intangible Assets, Financing for Energy Efficiency and Renewable Energy, Sustainability
Books and Publications
Hyuna Park, An Intangible-adjusted Book-to-market Ratio Still Predicts Stock Returns, Critical Finance Review, forthcoming (Books and Publications: Peer Reviewed Article) 2019
Hyuna Park, Intangible Assets and the Book-to-Market Effect, European Financial Management, 25(1), Jan 2019, 207-236. (Books and Publications: Peer Reviewed Article) 2019
Hyuna Park, Manager Characteristics and Hedge Fund Returns, Liquidity, and Survival, Journal of Alternative Investments, forthcoming (Books and Publications: Peer Reviewed Article) 2019
Hyuna Park, Emerging Market Hedge Funds in the United States, Emerging Markets Review, 22, Mar 2015, 25-42 (Books and Publications: Peer Reviewed Article) 2015
George Aragon, Bing Liang, and Hyuna Park, Onshore and Offshore Hedge Funds: Are They Twins?, Management Science, 60(1), 2014, 74-91 (Books and Publications: Peer Reviewed Article) 2014
Hyuna Park, Does Factor Timing Explain Hedge Fund Alpha? Journal of Investment Management, 12(2), 2014, 40-64 (Books and Publications: Peer Reviewed Article) 2014
Bing Liang and Hyuna Park, Predicting Hedge Fund Failure: A Comparison of Risk Measures,
Journal of Financial and Quantitative Analysis, 45(1), 2010, 199-222
(Books and Publications: Peer Reviewed Article) 2010
Bing Liang and Hyuna Park, Risk Measures for Hedge Funds: A Cross-Sectional Approach,
European Financial Management, 13(2), 2007, 333-370
(Books and Publications: Peer Reviewed Article) 2007
Ben Branch and Hyuna Park, Bankruptcy Practice in Korea, Annual Survey of Bankruptcy Law 2003,
651-672
(Books and Publications: Peer Reviewed Article) 2003
Jyoti P Painuly, Hyuna Park, Myung Kyoon Lee, and Jong Whan Noh, Promoting Energy Efficiency Financing and ESCOs in Developing Countries: Mechanisms and Barriers, Journal of Cleaner Production, 2003, 11(6), 659-665 (Books and Publications: Peer Reviewed Article) 2003
Myung Kyoon Lee, Hyuna Park, Jong Whan Noh, and Jyoti P Painuly, Promoting Energy Efficiency Financing and ESCOs in Developing Countries: Experiences from Korean ESCO Business, Journal of Cleaner Production, 2003, 11(6), 651-657 (Books and Publications: Peer Reviewed Article) 2003
Conferences, Seminars and Symposiums
The Intangible-adjusted Book-to-market Ratio, Presentation at the European Financial Management Association 2019 Annual Meeting (Conferences, Seminars and Symposiums: Conference Presentation) 2019
Hyuna Park, Does Manager Education Affect Hedge Fund Performance and Survival?, Presentation at the Global Finance Conference in May 2017. (Conferences, Seminars and Symposiums: Conference Presentation) 2017
Hyuna Park, Intangible Assets and the Book-to-Market Effect, Presentation at the European Financial Management Symposium in April 2017 and Applied Finance Conference of Financial Management Association in May 2017. (Conferences, Seminars and Symposiums: Conference Presentation) 2017
Hyuna Park, Intangible Assets and the Book-to-Market Effect, Presentation at the Korea-America Finance Association (KAFA) Conference in June 2016. Semifinalist for the Best Paper Award in Investments at the Financial Management Association Annual Meeting in October 2015 (Conferences, Seminars and Symposiums: Conference Presentation) 2016
Panelist, Special Session on Hedge Funds in Asia, Financial Management Association (FMA) Annual Meeting 2014 (Conferences, Seminars and Symposiums: Invited Talk) 2014
