Yoonjung Lee
Statistics at Harvard University

Yoonjung Lee Assistant Professor Department of Statistics Harvard University 605 Science Center One Oxford Street Cambridge, MA 02138-2901 (617) 496-1505(office) (617) 496-8057 (fax) ylee@stat.harvard.edu Joint Ph.D. in Statistics and Finance, University of Wisconsin-Madison (2004) M.S. in Quantitative Finance, UW-Madison (2002) M.S. in Statistics, Florida State University (1997)

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Research Interests

My research interests focus mainly on the applications of stochastic processes in financial modeling. In particular, I am interested in modeling liquidity risk from a micro economic perspective and developing an asymmetric information modeling framework for asset pricing via non-linear filtering.