About Sang Byung
Prior to joining the faculty at UW-Madison, Seo was an Assistant Professor of Finance at the Bauer College of Business at the University of Houston.
Professor Seo’s research interests include asset pricing, credit risk, derivatives markets, and financial econometrics.
Professor Seo earned his B.S in Management Engineering & Mathematics from the Korea Advanced Institute of Science and Technology and his M.A. and Ph.D. in Finance from the Wharton School at the University of Pennsylvania.
Selected Published Journal Articles
Doshi, H. & Ericsson, J. & Fournier, M. & Seo, S. (2024). The Risk and Return of Equity and Credit Index Options Journal of Financial Economics
Ghaderi, M. & Kilic, M. & Seo, S. (2024). Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation Journal of Monetary Economics
Chen, S. & Doshi, H. & Seo, S. (2023). Synthetic Options and Implied Volatility for the Corporate Bond Market Journal of Financial and Quantitative Analysis
Hu, G. & Jacobs, K. & Seo, S. (2022). Characterizing the Variance Risk Premium: The Role of the Leverage Effect Review of Asset Pricing Studies
Ghaderi, M. & Kilic, M. & Seo, S. (2022). Learning, Slowly Unfolding Disasters, and Asset Prices Journal of Financial Economics
Seo, S. & Wachter, J. (2019). Option Prices in a Model with Stochastic Disaster Risk Management Science
Seo, S. & Wachter, J. (2018). Do Rare Events Explain CDX Tranche Spreads? Journal of Finance
WSB Stories
- Wisconsin School of Business Announces John and Anne Oros Professorship - November 3, 2023
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