Donghan Kim (김동한)

Donghan Kim is an Assistant Professor in the Department of Mathematics at the Korea Advanced Institute of Science and Technology (KAIST). He is affiliated with the Graduate School of AI for Math at KAIST. Before joining KAIST, he was a Byrne Research Assistant Professor of Mathematics at the University of Michigan, where he worked with Erhan Bayraktar. Kim earned his Ph.D. in Mathematics from Columbia University under the supervision of Ioannis Karatzas. His research focuses on stochastic analysis and its applications to mathematical finance. His work is supported by the National Research Foundation of Korea (NRF) grant funded by the Ministry of Science and ICT (MSIT) of the Korean government, RS-2025-00513609, for the period 2025–2030.

Donghan Kim is a finance researcher at the Korea Advanced Institute of Science and Technology. His work focuses on financial markets, particularly the behavior of institutional investors and their impact on market price dynamics. Kim's research explores how investment horizon and portfolio concentration influence market outcomes, as seen in his study on institutional investor heterogeneity. He also investigates options trading strategies in the context of seasoned equity offerings, examining whether informed investors manipulate markets using options prior to equity offerings. His research contributes to understanding market efficiency and investor behavior in financial markets.