Econmics & Finance
College of Business
Start Year at LSUS
Terminal Degree/Yr
Office Location
BE 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 a Ph.D. in Quantitative Finance (Applied Mathematics and Statistics) from the State University of New York at Stony Brook, an M.A. in Economics from the State University of New York at Buffalo, and an M.S. in Accounting from the University of Texas at Arlington. He also finished his M.B.A. (specialized in financial accounting) and B.S in Business Administration at Kyung Hee University in Seoul, South Korea. He previously worked as a Chief Financial Officer and Senior Quantitative Consultant for a consulting firm in Seoul, South Korea.


Research Interests

Dr. Kim's 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

- Kim, S. I. (2022). ARMA-GARCH Model with Fractional Generalized Hyperbolic Innovations, Financial Innovation 8(48)

- Kim, S. I. & Kim, Y. S. (2021). Factor Copula Model for Portfolio Credit Risk, International Journal of Theoretical and Applied Finance 24(4)

- Kim, S. I. & Kim, Y. S. (2020). New Stochastic Process with Long-Range Dependence, Journal of Statistical Theory and Applications 19(3)

- Kim, S. I., Shen, Y., & Hsieh, C. (2020). International Equity Portfolio Performance - to Hedge or not to Hedge Foreign Currency Risk, The Empirical Economics Letters 19(2)

- Kim, S. I. & Kim, Y. S. (2018). Tempered Stable Structural Model in Pricing Credit Spread and Credit Default Swap, Review of Derivatives Research 21(1)

Teaching Assignments

FIN 301 Managerial Finance
ACCT 205 Intro Financial Accounting
FIN 720 Contemporary Issues in Finance
MBA 702 Financial Management
MBA 728 Financial Analytics

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