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Sang Byung Seo

Sang Byung Seo
Assistant Professor | Finance
608-262-9777
5253 Grainger Hall

Biography

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.

Research

Selected Accepted Journal Articles

Hu, G. & Jacobs, K. & Seo, S. (2021). Characterizing the Variance Risk Premium: The Role of the Leverage Effect Review of Asset Pricing Studies

Ghaderi, M. & Kilic, M. & Seo, S. (2021). Learning, Slowly Unfolding Disasters, and Asset Prices Journal of Financial Economics

Selected Published Journal Articles

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