-
-
-
조재호 (CHO, JAEHO)
- · Office : 58동 206호
- · Phone :
- · Email : jaehocho@snu.ac.kr
-
Jaeho Cho, a professor emeritus, was on the faculty of finance at the College of Business Administration and the Graduate School of Business, Seoul National University (SNU) from 1995 to 2020. He also used to serve as Director of SNU Foundation. Before joining SNU, he had been a faculty member of the Department of Economics and Finance at Baruch College, the City University of New York (CUNY) since 1988. In 2006, he visited Wharton School of the University of Pennsylvania as a visiting scholar, and in 2007 he taught at the University of Tokyo as a visiting professor. Professor Cho received both MBA and Ph.D. degrees (in finance) from Wharton, and BA (in business administration) from SNU. He is a Chartered Financial Analyst, and a co-author of the two books, each entitled ‘Modern Corporate Finance’ and ‘Futures, Options, and Swaps,’ respectively (written in Korean).
Professor Jaeho Cho is primarily interested in theoretical analyses of asset pricing in general equilibrium. His representative research work includes exploring implications of non-standard intertemporal preferences (e.g., non-expected recursive utility function, habit formation) for stock and bond prices, the equity premium, the term premium, etc., and analyzing the effects of heterogeneous beliefs on asset pricing. His current research agenda includes such issues as asset allocations at different life-cycle stages, their implications for asset pricing, and comparing and characterizing international capital markets in terms of investors’ preferences. In addition, he is interested in valuing OTC derivative products.
Professor Jaeho Cho is primarily interested in theoretical analyses of asset pricing in general equilibrium. His representative research work includes exploring implications of non-standard intertemporal preferences (e.g., non-expected recursive utility function, habit formation) for stock and bond prices, the equity premium, the term premium, etc., and analyzing the effects of heterogeneous beliefs on asset pricing. His current research agenda includes such issues as asset allocations at different life-cycle stages, their implications for asset pricing, and comparing and characterizing international capital markets in terms of investors’ preferences. In addition, he is interested in valuing OTC derivative products.
