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Sang Byung Seo

Sang Byung Seo

Assistant Professor | Finance
John and Anne Oros Term Professor
5253 Grainger Hall

About Sang Byung

Sang Byung Seo joined the Wisconsin School of Business in July 2020 as an Assistant Professor in the Department of Finance, Investment and Banking.

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 Accepted Journal Articles

Ghaderi, M. & Kilic, M. & Seo, S. (2023). Why Do Rational Investors Like Variance at the Peak of a Crisis? A Learning-Based Explanation Journal of Monetary Economics

Selected Published Journal Articles

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

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Wisconsin School of Business Announces John and Anne Oros Professorship

The Wisconsin School of Business announces the John and Anne Oros Professorship, new awards that will advance the school’s strategic priorities and support faculty in research, teaching, curriculum development, and...

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