Jim Kyung-Soo Liew, PhD

Jim Kyung-Soo Liew, PhD

Assistant Professor

Academic Discipline: Finance, Real Estate

Teaching Interests Include:
Derivatives,
Entrepreneurial Finance,
Fixed Income,
Hedge Fund Strategies,
Wealth Management


Office:
The Johns Hopkins Carey Business School
100 International Drive
Baltimore, MD 21202

Phone: (410) 234-9401

Email: kliew1@jhu.edu

Biography

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 & 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.