Seungho Baek
Assistant Professor
Finance
Location: 501A Whitehead Hall
Phone: 718.951.5000 x2093
Fax: 718.951.5358
Email:
Seungho Baek joined Brooklyn College in fall 2015 as an assistant professor. Prior to joining Brooklyn College, he taught graduate and undergraduate courses in AACSB accredited business schools (University of North Dakota, Illinois Institute of Technology, and Loyola University Chicago). He has taught courses in finance such as fixed income securities, derivatives pricing, financial markets and institutions, financial modeling, financial econometrics, and corporate finance. He published articles in peer reviewed journals, including the Journal of Banking and Finance, Journal of Futures Markets, Journal of Fixed Income, Journal of Alternative Investments, Asia-Pacific Journal of Financial Studies, Intelligent Data Analysis, and others. His research papers have been selected for various research awards and grants. He is a member in the Beta Gamma Sigma honor society and the chapter adviser of the Beta Gamma Sigma at Brooklyn College of the CUNY.
Education:
Ph.D., Illinois Institute of Technology - 2013 (Finance)
M.S., University of Chicago - 2011 (Financial Mathematics)
Areas of Expertise:
Empirical Asset Pricing, Risk management, Portfolio management and Investment, Financial Engineering.
Books and Publications
Baek, Seungho and Kwan Y. Lee, "The Risk Transmission of COVID-19 In the US Stock Market," Applied Economics, forthcoming. (Books and Publications: Article (Peer-reviewed)) 2021
Peterburgsky, Stanley, and Seungho Baek,"Is Average Correlation Related to Expected Returns: Evidence from Global Markets," Applied Economics Letters, forthcoming. (Books and Publications: Article (Peer-reviewed)) 2021
Y. T., Pae, and Seungho Baek,"Does Leveraged Stock Buyback Improve Firm's Profitability?," Applied Economics Letters, forthcoming. (Books and Publications: Article (Peer-reviewed)) 2021
Baek Seungho, Mina Glambosky, Seok H. Oh, and Jeong Lee, "Machine Learning and Algorithmic Pairs Trading in Futures Markets", Sustainability, 12, 6791. (Books and Publications: Article (Peer-reviewed)) 2020
Baek, Seungho, Jeong W. Lee, Kyong J. Oh, and Myoungji Lee, "Yield Curve Risks in Currency Carry Forwards," Journal of Futures Markets, 40, 651-670. (Books and Publications: Article (Peer-reviewed)) 2020
Baek, Seungho, Kwan Y. Lee, Merih Uctum, and Seok H. Oh, "Robo-Advisors: Machine Learning in Trend-Following ETF Investments", Sustainability, 12, 6399. (Books and Publications: Article (Peer-reviewed)) 2020
Baek, Seungho, Sunil Mohanty, and Mina Glambosky, "COVID-19 and Stock Market Volatility: An Industry Level Analysis," Finance Research Letters, forthcoming. (Books and Publications: Article (Peer-reviewed)) 2020
Park, Jeong W., Seungho Baek, Mina Glambosky, and S. H. Oh, "Market Coupling: An Empirical Study of the Sino-Korean Game Industry," Investment Management and Financial Innovation, 17, 291-303. (Books and Publications: Article (Peer-reviewed)) 2020
Baek, Seungho, Kwan Y. Lee, and Mina Glambosky, "Dynamic Risk Factors in Carry Trades," Journal of Fixed Income, 29, 55-75. (Books and Publications: Article (Peer-reviewed)) 2019
Baek, Seungho, Kwan Y. Lee, Jeong W. Lee, and Sunil Mohanty, "Diversification in Korean Banking Business: Is Noninterest Income a Financial Savior?," Journal of Emerging Market Finance, 17, 299 - 326. (Books and Publications: Article (Peer-reviewed)) 2018
Molyboga, Marat, Seungho Baek, and John F.O. Bilson, "Assessing Hedge Fund Performance with Institutional Constraints: Evidence from the CTA funds," Journal of Asset Management, 18, 547-565. (Books and Publications: Article (Peer-reviewed)) 2017
Baek, Seungho and John F.O. Bilson, "Size and Value Risk in Financial Firms," Journal of Banking and Finance, 55, 295-326. (Books and Publications: Article (Peer-reviewed)) 2015
Baek, Seungho, Joseph D. Cursio, and Seung. Y. Cha, "Nonparametric Factor Analytic Risk Measurement in Common Stocks in Financial Firms: Evidence from Korean Firms," Asia-Pacific Journal of Financial Studies, 44, 497-536. (Books and Publications: Article (Peer-reviewed)) 2015
Baek, Seungho, Kwan Y. Lee, and Siva Balasubramanian, "Capital Structure and Monitoring Performance for Banking Failure," Journal of Accounting and Finance, 15(4), 95-107. (Books and Publications: Article (Peer-reviewed)) 2015
Baek, Seungho, Nam H. Lee, and Seung Y. Cha, "The Effect of the Diversification in Korean Banks: The Impact on Profit and Risk," Journal of Accounting and Finance, 15(2), 51-69. (Books and Publications: Article (Peer-reviewed)) 2015
Byun, Hyun W., Seungho Baek, Jae J. Ahn, Kyoung J. Oh, and Tae Y. Kim, "Using a Principal Component Analysis to develop Multi-Currencies-Trading algorithms in the FX market," Intelligent Data Analysis, 19, 683-697. (Books and Publications: Article (Peer-reviewed)) 2015
Molyboga, Marat, Seungho Baek, and John F.O. Bilson, "CTA Performance Persistence: 1994-2010," Journal of Alternative Investments, 16, 61-70. (Books and Publications: Article (Peer-reviewed)) 2014
Baek, Seungho, Seung Y Baek, and Seung Y. Cha, "A Study on Risk Management for the Growth of Non-Interest Revenue Structure in Banks," Journal of Finance and Accounting Information, 13, 1-29. (Books and Publications: Article (Peer-reviewed)) 2013
Baek, Seungho, Seung Y. Baek, and Seung Y. Cha, "A Study on Common Risk Factors in Korean Bank Stocks," The Korean Journal of Management Research, 28, 147-171. (Books and Publications: Article (Peer-reviewed)) 2011
Lim, Chae Y., Seung I. Chung, Kwang H. Lee, Jong S. Kim, Jong Y. Lee, Seungho Baek, and Kyung H. Na, A Study on Venture Capitalists' Ability to Measure Technical Value for Investment, The Korean Ministry of Education, Science and Technology Press. (Books and Publications: Book (Authored)) 2005
Awards, Honors and Fellowships
PSC-CUNY Research Award # 62056-00 50 (Grants and Fellowships) 2019
CUNY/RFCUNY Faculty Travel for Research Program (Grants and Fellowships) 2018
Koppelman School of Business Faculty Teaching Excellence Award (Awards and Honors) 2018
Koppelman School of Business Faculty Development Research Grant (Grants and Fellowships) 2016
Koppelman School of Business Faculty Research Excellence Award (Awards and Honors) 2016
PSC-CUNY Research Award # 69050-00 47 (Grants and Fellowships) 2016
Beta Gamma Sigma, the international honor society for collegiate schools of business (Awards and Honors) 2014
Conferences, Seminars and Symposiums
Session on FX Markets, 2019 Eastern Finance Association (EFA) Annual Meeting, Miami. (Conferences, Seminars and Symposiums: Conference Presentation) 2019
Session on Life-Cycle Models Considerations, 2019 Eastern Finance Association (EFA) Annual Meeting, Miami. (Conferences, Seminars and Symposiums: Invited Talk) 2019
Session on Foreign Exchange Considerations, 2017 Financial Management Association (FMA) Applied Finance, New York. (Conferences, Seminars and Symposiums: Invited Talk) 2017
Session on Capital Structure and Policy, 2016 Eastern Finance Association (EFA) Annual Meeting, Baltimore. (Conferences, Seminars and Symposiums: Conference Presentation) 2016
Session on Housing and Finance, 44th Illinois Economic Association Annual Meeting, Chicago. (Conferences, Seminars and Symposiums: Conference Presentation) 2014
Session on What Affects Valuation, 2014 Financial Management Association (FMA) Annual Meeting, Nashville. (Conferences, Seminars and Symposiums: Invited Talk) 2014
Session on Advances in Volatility Modeling: Theory and Price, 2013 Financial Management Association (FMA) Annual Meeting, Chicago. (Conferences, Seminars and Symposiums: Conference Presentation) 2013
Professional Leadership
AOL Committee, Koppelman School of Business (Professional Leadership: Committee Service) 2019
Committee on Library (Professional Leadership: Committee Service) 2019
Committee on Research, Brooklyn College (Professional Leadership: Committee Service) 2019
Appointment Committee, Department of Finance (Professional Leadership: Committee Service) 2016
Curriculum Committee, Department of Finance (Professional Leadership: Committee Service) 2016
Other Professional Activities
Reviewer, International Journal of the Economics of Business. 2020
Reviewer, Journal of Commodity Markets. 2020
Editor-in-Chief, American Economics and Social Review. 2019
Editorial Board Member, International Journal of Financial Research. 2019
Reviewer, Emerging Markets Finance and Trade. 2019
Reviewer, Finance Research Letters. 2019
Reviewer, Investment Analysts Journal. 2019
Reviewer, Journal of Commodity Markets. 2019
Reviewer, Research in International Business and Finance. 2019
Reviewer, Risks. 2019
Reviewer, Singapore Economic Review. 2019
Reviewer, Economies. 2018
Reviewer, Journal of Behavioral and Experimental Finance 2018
Reviewer, Managerial Finance. 2018
Reviewer, Sustainability. 2018
Reviewer, International Journal of Financial Studies. 2017
Reviewer, Journal of Asset Management. 2017
Reviewer, European Journal of Finance. 2016
Reviewer, Journal of Commodity Markets. 2016
Reviewer, Pacific-Basin Finance Journal. 2015
Reviewer, Review of Economics and Finance. 2015
