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:
Analyzing Digitalized Financial Statements, Textual Analysis and Machine Learning using Python, 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, 11(2), 265-297. (Books and Publications: Article (Peer-reviewed)) 2022
Hyuna Park, Warrants in the Financial Management Decisions of Innovative Firms, Journal of Futures Markets, 42(2), 276-295. (Books and Publications: Article (Peer-reviewed)) 2022
Hyuna Park, Manager Characteristics and Hedge Fund Returns, Liquidity, and Survival, Journal of Alternative Investments, 23(2), 67-83 (Books and Publications: Article (Peer-reviewed)) 2020
Hyuna Park, Intangible Assets and the Book-to-Market Effect, European Financial Management, 25(1), Jan 2019, 207-236. (Books and Publications: Article (Peer-reviewed)) 2019
Hyuna Park, Emerging Market Hedge Funds in the United States, Emerging Markets Review, 22, Mar 2015, 25-42 (Books and Publications: Article (Peer-reviewed)) 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: Article (Peer-reviewed)) 2014
Hyuna Park, Does Factor Timing Explain Hedge Fund Alpha? Journal of Investment Management, 12(2), 2014, 40-64 (Books and Publications: Article (Peer-reviewed)) 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: Article (Peer-reviewed)) 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: Article (Peer-reviewed)) 2007
Ben Branch and Hyuna Park, Bankruptcy Practice in Korea, Annual Survey of Bankruptcy Law 2003,
651-672
(Books and Publications: Article (Peer-reviewed)) 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: Article (Peer-reviewed)) 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: Article (Peer-reviewed)) 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
