Kyoungwon Seo


  1. Self-Fulfilling Arbitrages Necessitate Crash Risk, Journal of Financial Markets, forthcoming, with Dong-Hyun Ahn and Soohun Kim
  2. Fund Runs and Market Frictions, Asian Review of Financial Research, 2020
  3. Common Ownership and Product Market Competition: Evidence from the U.S. Airline Industry, Korean Journal of Financial Studies, 2019, with Alex Haerang Park
  4. Symmetry Axioms and Perceived Ambiguity, Mathematics and Financial Economics, 2018, with Peter Klibanoff and Sujoy Mukerji
  5. Testing the Nested Fixed-Point Algorithm in BLP Random Coefficients Demand Estimation, Journal of Economic Theory and Econometrics, 2017, with Jinhyuk Lee
  6. Revisiting the Nested Fixed-Point Algorithm in BLP Random Coefficients Demand Estimation, Economics Letters, 2016, with Jinhyuk Lee
  7. Robust Confidence Regions for Incomplete Models, Econometrica, 2016, with Larry Epstein and Hiro Kaido (supplement, MATLAB code)
  8. Bayesian Analysis of Entry Games: A Simulated Likelihood Approach Without Simulation Errors, Global Economic Review, 2016, with Jinhee Jo
  9. Constrained Optimization Approaches to Estimation of Structural Models: Comment, Econometrica, 2016, with Fedor Iskhakov, Jinhyuk Lee, John Rust and Bertel Schjerning (MATLAB code)
  10. Exchangeable Capacities, Parameters and Incomplete Theories, Journal of Economic Theory, 2015, with Larry Epstein
  11. A Computationally Fast Estimator for Random Coefficients Logit Demand Models Using Aggregate Data, Rand Journal of Economics, 2015, with Jinhyuk Lee (MATLAB code)
  12. Perceived Ambiguity and Relevant Measures, Econometrica, 2014, with Peter Klibanoff and Sujoy Mukerji
  13. De Finetti Meets Ellsberg, Research in Economics, 2014, with Larry Epstein
  14. Symmetry or Dynamic Consistency?, B.E. Journal of Theoretical Economics (Advances), 2011, with Larry Epstein
  15. Symmetry of Evidence without Evidence of Symmetry, Theoretical Economics, 2010, with Larry Epstein
  16. Ambiguity and Second-Order Belief, Econometrica, 2009
  17. Subjective States : A More Robust Model, Games and Economic Behavior, 2009, with Larry Epstein
  18. Bundling, Information Aggregation and Entry Deterrence, Economics Letters, 2008, with Jongchool Park
  19. Coarse Contingencies and Ambiguity, Theoretical Economics, 2007, with Larry Epstein and Massimo Marinacci

 Working Papers

  1. Accelerating the EM algorithm for fast estimation of ideal points, with Jinhee Jo and Lawrence S. Rothenberg (Supplementary Appendices)
  2. The More Efficient, the More Vulnerable, with Dong-Hyun Ahn and Soohun Kim
  3. Foundations of Ambiguity Models under Symmetry, with Peter Klibanoff, Sujoy Mukerji and Lorenzo Stanca
  4. Does Apple Anchor a Shopping Mall? The Effect of the Technology Stores on the Formation of Market Structure, with Doug J. Chung and Reo Song

Business School (Finance)

Seoul National University

email : seo8240 at

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