FBE Ph.D. Students

Suk won Lee is a Ph.D. student in Finance and Business Economics. Prior to joining the program, Suk worked as Junior Economist at the Bank of Korea, dealing with open market operations and foreign reserve management. He holds a B.A. in Economics from Yonsei University and MSc in Finance and Economics from London School of Economics and Political Science (LSE).

Yuan Li is a PhD student of Finance and Business Economics. His research interests include corporate governance, media and financial market, and equity issuance. Prior to PhD study, Yuan got his bachelor’s degree in Economics from Tsinghua University, China.

Georgios Magkotsios is a Ph.D. student in finance. His research interests include theoretical and empirical asset pricing. Prior to entering the Ph.D. Program at Marshall, he worked on research projects related to the term structure of interest rates, the distribution of returns from growth and value stocks and market microstructure. He has a strong background in mathematical modeling and computational methods. Georgios holds a Ph.D. in Physics from Notre Dame. His transition from astrophysics to finance stems from the differences in scope between natural and social sciences and the aftermath of the recent global financial crisis.

Roman in a Ph.D. student in Finance and Business Economics. His ongoing research uses analysts' price targets for stocks to compute expected abnormal returns. Using these expectations, he forms portfolios and observes how they perform as compared to equally-weighted portfolios to conclude on the usefulness of analysts' recommendations.

Vuk Talijan is a Ph.D. student in finance & business economics. Prior to his Ph.D. studies, Vuk worked in investment banking at Piper Jaffray in Minneapolis and private equity at Granite Creek Partners in Chicago.

Yuan is a Ph.D. Student in Finance and Business Economics. Prior to coming to USC, he was a research assistant at Chicago Booth. His past research projects heavily relied on the abundance of high frequency security data and computational power from grid computing. His current research interest is empirical asset pricing and he has found exploring financial risks through a well-established discipline has many great values.