Jim Kyung-Soo Lieu, PhD

Jim Kyung-Soo Liew, PhD

Assistant Professor

The Johns Hopkins Carey Business School
100 International Drive
Baltimore, MD 21202
Phone: (410) 234-9401

Jim Kyung-Soo Liew CV

Jim Kyung-Soo Liew, Ph.D. (Finance, Columbia Business School; BA University of Chicago) joined the Johns Hopkins Carey Business School in 2012. He is an Assistant Professor with expertise in the areas of finance, quantitative finance, and hedge funds.

Honors and Distinctions

  • Editorial Advisory Board Journal of Portfolio Management
  • Chairman of NYU Stern Hedge Fund Association
  • Outstanding Teaching Assistant Award, Columbia Business School, 1996

Selected Publications

  • “Institutional-Grade Risk Management Policy: Is it Possible in Practice?,” Invited Editorial Journal of Portfolio Management, Spring 2012.
  • “Quantitative Topics in Hedge Fund Investing,” Journal of Portfolio Management, 2005.
  • “Hedge Fund Index Investing Examined,” Journal of Portfolio Management, 2003.
  • “Bifurcated Fund Analysis Model,” MFA Reporter, November 2002.
  • “Can Book-to-Market, Size and Momentum Be Risk Factors That Predict Economic Growth?,” Journal of Financial Economics, Volume 57, Issue 2, August 2000.
  • “Hedge Funds versus Managed Futures as Asset Classes,” Journal of Derivatives, Summer 1999.
  • “Managed Commodity Funds,” Journal of Futures Markets, Volume 19, No. 4, 1999.

Teaching Interests

  • Derivatives
  • Entrepreneurial Finance
  • Fixed Income
  • Hedge Fund Strategies
  • Wealth Management