Seokkeun Ha

Seokkeun Ha

Seokkeun Ha

Adjunct Faculty

Asset pricing, optimal portfolio selection, asset allocation, factor investing, retirement investing, human capital, macroeconomy

Dr. Seokkeun Ha is an adjunct professor at George Mason University in Korea and serves as a managing director at WWG asset management where he is responsible for managing a global hedge fund. Prior to this, he worked at UBS Hana asset management as a portfolio manager, at Dimensional Fund Advisors in both Singapore and US as a global equity portfolio manager, at Korea Investment Corporation as a senior investment manager, at Morgan Stanly, and at KB Securities. His research focuses on asset pricing, optimal portfolio selection, asset allocation, factor investing, retirement investing, and human capital. He has published in leading journals such as Journal of Portfolio Management. Professor Ha received his Ph.D. from EDHEC Business School in 2020 under the supervision of Prof. Frank  J. Fabozzi. He is a CFA charterholder.

 

 

Current Research

Ha, S., and F. J. Fabozzi. “The Global Human Capital Portfolio: Implications for Asset Pricing.” Working paper, 2020a.

Ha, S., and F. J. Fabozzi.  “A Lifetime Allocation with Human Capital: Implications for Target Date Fund.” Working paper, 2020b.

Selected Publications

Ha, S., and F. J. Fabozzi. “Dual Momentum: Testing the Dual Momentum Strategy and Implications for Lifetime Allocations.” Journal of Portfolio Management

Courses Taught

FNAN 303: Financial Management

Education

Ph.D., Finance, EDHEC Business School, France, 2020

M.S., Operations Research, Columbia University, NY, US, 2012

B.A., Business Administration, Hankuk University of Foreign Studies, Korea, 2002

Recent Presentations

Factor Investing, Citi APEC 2016 Annual Investor Conference, HK, 2016

ABC of Hedge Funds, Alternative Investment Seminar, Korea Investment Corporation, Korea, 2021