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Thomas Rhee

Email: tara@csulb.edu

MA from the University of Chicago, and Ph.D. from Wayne State University. Outside the realm of academia, Dr. Rhee holds principal licenses in general securities and is a member of NASD. Has traded government bonds for banks and developed software applications for brokerages. Also active in consulting.

Teaching Interests: Investment and Portfolio Management; Derivatives; International Finance; Financial Engineering; Quantitative Finance

Research Interests: Multifactor model, Arbitrage Pricing Theory, Fractal Mathematics, Algorithmic Trading, Global Bond Arbitrage, Capital Market Indices, Systemic Risk Forecast, etc.

Education

  • Ph D, Wayne State University, 1981
    Major: Financial Economics, Corporate Finance
  • MA, University of Chicago, 1975
    Major: Managerial Economics, Economic Theory, and Econometrics
  • BA, Hankuk University of Foreign Studies, 1969
    Major: French Literature and Business Administration

Past Experience

  • Professor, California State University, Long Beach (1992 - Present)
  • Visiting Professor, St. John's University, Queens, New York (2005 - 2005)
  • Adjunct Professor, Pepperdine University, Culver City, CA (1998 - 1998)
  • Associate Professor , California State University, Long Beach (1988 - 1992)
  • Assistant Professor, University of Nebraska, Omaha (1986 - 1988)
  • Adjunct Assistant Professor, University of Michigan, Ann Arbor (1986 - 1986)
  • Assistant Professor, Eastern Michigan University, Ypsilanti (1980 - 1986)
  • Visiting Assistant Professor, University of Hawaii, Manoa, Honolulu (1985 - 1985)
  • Visiting Instructor, Cleveland State University, Cleveland, Ohio (1979 - 1980)

Research and Scholarly Activities

Journal Article, Public or Trade Journal
  • "Intertemporal Enterprise Valuation for Closely Held Firms" (2005), The Cambridge Business Review.
Journal Article, Academic Journal
  • "On Valuing Employee Stock Options with the Requisite Service Period Requirement" (2006), Journal of Entrepreneurial Finance & Business Ventures.
  • "Portfolios Theories and the Management of Customized Domestic Equity Funds: Pedagogy" (2006), Journal of Business and Management.
Conference Proceeding
  • "On Valuing Employee Stock Options" (2006), Annual Conference of the Entrepreneurial Finance.
  • "Toward a Theory of Securities Trading" (2006), Western Decision Sciences Institute.
  • "Portfolio Theories and the Management of Customized Domestic Equity Funds: Pedagogy" (2004), Proceedings of the 33rd Western Decision Science Institute Conference, Manzanillo, Mexico.
  • "Managing Preference Based Separate Accounts: Pedagogy" (2004), Western Decision Sciences Institute.
  • "On Technology and Economics of Securities Trading" (2004), Journal of Accounting and Finance Research.

Presentations

  • 58th Mid-Western Finance Association Annual Conference, "Multifactor Risk Models and Capital Market Indices," , Chicago, Illinois (March 03, 2009)