Jihye Park

Jihye Park is a PhD student in finance at Hongik University, College of Business. She received her M.A. from Indiana University, major in Mathematics in 2016 and received her M.A. from Hongik University, major in Culture and Art Management in 2019. Her previous research experience includes ‘Art Collateral Loan’ with Ministry of Culture, Sports and Tourism of the Republic of Korea and ‘The weight of aesthetic and art historical values reflected in the economic market value between the U.S. and Korea’ with Hongik University and Sotheby’s New York. Jihye’s research interest is in risk management, alternative investment, and arts finance.

Articles by Jihye Park

Original research

The value-at-risk of time-series momentum and contrarian trading strategies

This paper not only provides a theoretical model for the value-at-risk of active and passive trading strategies but also discusses the substantial implications relevant to risk management.

04 Oct 2021

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