직원안내

성명
조용환
직위
연구위원
전화번호
051-663-8150
이메일
yhjo@hf.go.kr
주요경력
-한국주택금융공사 주택금융연구원 (2025~) - 중국 요녕대학교 이안민경제연구원 조교수 (2018~2024) - KAIST 기술경영학부 박사 금융학 전공 (2018)
주요연구실적
- "Sample Splitting Choices Matter: Evidence from Machine Learning in Empirical Asset Pricing", R&R at Journal of Financial Econometrics - "Rethinking Variable Importance in Machine Learning: An Economic Perspective on Empirical Asset Pricing" R&R at Financial Analysts Journal - "Stock Return Predictability and Machine Learning: Incorporating Transaction Costs", working paper - "Forecasting Chinese Firm Growth: A Comparative Machine Learning Study", work in progress - "Margin Call Risk and Leverage Constraints: Exploring Investment Horizons and Low-Risk Anomalies in Futures Markets", Journal of Derivatives and Quantitative Studies, (2025) 33, 2-22 - "The Impact of Liquidity Risk in the Chinese Banking System on Global Commodity Markets", Journal of Empirical Finance (2022) 66, 23-50 - "Revisiting the Time Series Momentum Anomaly", Annals of Economics and Finance, (2019) 20-2, 767-782