Loyola University Chicago

Quinlan School of Business

Faculty and Staff

Myung Lee

Title/s:  Clinical Professor

Office #:  Schreiber 218

Phone: 312.915.7251

E-mail:

About

Myung Lee is a Clinical Professor of Finance at Loyola University of Chicago.  He received his PhD from the Polytechnic University of New York in 1982. Previously, he taught finance and quantitative methods at SolBridge International School of Business. Prior to his academic career, he enjoyed a thirty-year career in the financial private sector.  His work experience includes trading model development, portfolio model development, and investment product development for hedge funds. His research interests lie in trading model development, particularly within the framework of integrating macroeconomic factors with technical analysis.

Degrees

  • PhD, Operations Research, Polytechnic University of New York, 1982
  • MS,  Industrial Engineering, Korea Advanced of Institute of Science, 1975
  • BS,   Industrial Engineering , Seoul National University, 1973

Research Interests

  • Stock valuation modeling
  • Trading model development

Professional & Community Affiliations

  • American Financial Association

Courses Taught

  • Investments
  • Portfolio Management
  • Financial Math & Modeling

Selected Publications

Refereed Articles

Myung K Lee, “A Comparative Study on the relationship between Oil price and Real Effective Exchange Rate: Evidence from Four APEC Economies”, Journal of APEC Studies, January 2017

Myung K Lee, “ Korea Electric Sector Investment”, Journal of Economics Development, Vol. 7, No. 1, July 1982

Presentation of Referred Papers

Myung K Lee, “Trading S&P 500 Stock Index Futures Using a Neural Network”, Artificial Application on Wall Street, June 1995, New York.