김명직

김명직은 서울캠퍼스 경제금융대학 경제금융학부 교수이자 금융퀀트빅데이터 전문인력교육 사업단장, 교무처장을 겸임하고 있다.

경제금융학부 홈페이지 참고(2019.10.)

학력

• Ph. D. in Economics, University of Washington, Seattle, 1989.
• M.A. in Economics, University of Washington, Seattle, 1985.
• B.A. in Economics, Hanyang University, 1982.

경력

• Professor, Hanyang University (March 1995 - To present)
• Director, Hanyang Economic Research Institute (HERi) (September 2008 – August 2010)
• Senator, Faculty Senate, Hanyang University (July 2007 – June 2009)
• Assistant/Associate Professor, Department of Economics, Finance and Legal Studies,University of Alabama (August 1989-December 1996)
• Visiting Professor, Department of Economics, University of Washington (August2002 – July 2003)
• Nonexecutive Officer, KB Financial Group (March 2014 – To Present)
• Nonexecutive Officer, Meritz Financial Group (June 2011 – March 2014)
• President, Korean Securities Association (March 2012 – February 2013)
• Chair, Capital Market Efficiency Committee, Financial Services Commission(August 2010 – 2013)
• Editor, Asia-Pacific Journal of Financial Studies, Korean Securities Association (April 2008 – March 2011)
• Editor-in-Chief, Journal of Economic Research (April 2005 – March 2008)
• Member, Basel II Approval Committee, Financial Supervisory Service (June 2008 – 2013)
• Advisory Professor, Advisory Committee on Macro-prudential Analysis, Financial Supervisory Service (January 2007 – To present)
• Advisory Professor, Business Cycle Dating Committee, National Statistical Office(1999 - To present)
• Vice President, Korean Finance Association (March 2009–February 2010)
• Vice President, Korean Association of Derivatives (January 2008 – December 2008)
• Director, Korea Fixed Income Research Institute (October 2000 – October 2006)
• International Credit Information Specialist, Asian Development Bank, 2005-2007
• Editor, Korean Journal of Futures and Options, Korean Association of Futures and Options, 2000-2002.
• Advisory Professor, Bank of Korea, 2000-2002.

연구관심분야

조기경보시스템, 위험관리, 경기변동 신용위험 모델링

주요논문

• 김명직/주요논문 문서를 참고

저서

• Financial Modeling and Consulting, Choeunddang Publishing Co., 2008.
• Financial Time Series Analysis, (with Kook-Hyun Chang), Kyungmoon-sa, 1998 (in Korean).
• Principles of Economics, (with Ji-Sung Yoo and Dong-Soo Choi), Parkyoung-sa, 1997
• (in Korean).
• Financial IT, (with Sang-Heon Lee), Kyungmoon-sa, 2001 (in Korean).

수상

• Nominated for Smith-Breeden Award, American Finance Association, 1993 (with Charles R. Nelson).
• Best Paper Award, Korean Finance Association, 1998.
• Best Paper Award, Korean Association of Finance, 1999.
• Best Paper Award, Korean Association of Derivatives, 2009.
• Best Paper Award, Korean Securities Association, 2011.