Econmics & Finance
College of Business
Start Year at LSUS
Terminal Degree/Yr
Office Location
Business Education Room 325


Dr. Sung Ik Kim is an applied mathematician and financial economist. He is currently an assistant professor of finance and accounting at Louisiana State University in Shreveport. He earned Ph.D. in Quantitative Finance (Applied Mathematics and Statistics) from State University of New York at Stony Brook, M.A. in Economics from State University of New York at Buffalo, and M.S. in Accounting from University of Texas at Arlington. He also finished M.B.A. (specialized in financial accounting) and B.S in Business Administration at Kyung Hee University in Seoul, South Korea. Dr. Kim previously worked as a Chief Financial Officer and Senior Quantitative Consultant for a consulting firm in Seoul, South Korea.


Research Interests

Current research interests include non-Gaussian processes and their applications to finance. Especially, he is interested in quantitative financial models with heavy-tails and volatility clustering and in financial issues related to credit risk, risk management, credit derivatives, multi-asset pricing, Levy processes, and Copula model.

Selected Publications

S. I. Kim and Y. S. Kim, Factor Copula Model for Portfolio Credit Risk, 2021, International Journal of Theoretical and Applied Finance, 24(4) S. I. Kim, New Stochastic Process with Long-Range Dependence, 2020, Journal of Statistical Theory and Applications, 19(3) S. I. Kim, Y. Shen, and C. Hsieh, International Equity Portfolio Performance – to Hedge or not to Hedge Foreign Currency Risk, 2020, The Empirical Economics Letters, 19(12) S. I. Kim and Y. S. Kim, Tempered Stable Structural Model in Pricing Credit Spread and Credit Default Swap, 2018, Review of Derivatives Research 21(1)

Teaching Assignments

ACCT 205 FIN 301 MBA 702 MBA 726 MBA 728

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