교수
장봉규 교수
- Science Building Ⅳ #421
- bonggyujang@postech.ac.kr
- +82-(0)54-279-2372
- 박사학위한국과학기술원 (수학)
- 연구분야투자/위험관리, 금융공학, 금융AI
- 연구실Financial Investment and Risk Management (FIRM) Lab. 금융투자 및 위험관리 연구실
소개
학력
- 한국과학기술원 (박사-수학)
- 서울대학교 (석사-수학)
- 서울대학교 (학사-수학교육)
주요경력
- 금융감독원 총괄조정국 복합금융감독실
- 한국과학기술원 금융공학연구센터
전문분야
- 금융공학
- 투자론
- 금융위험관리
- 금융수학
Key Papers
- A Bensoussan, ■BG Jang■, S Park, "Unemployment Risks and Optimal Retirement in an Incomplete Market," Operations Research, vol. 64(4), p. 1015-1032, 2016. doi: 10.1287/OPRE.2016.1503
- ■BG Jang■, H KEUN KOO, H Liu, Mark Loewenstein, "Liquidity Premia and Transaction Costs," Journal of Finance, vol. 62(5), p. 2329-2366, 2007. doi: 10.1111/j.1540-6261.2007.01277.x
- ■BG Jang■, S Park, Y Rhee, "Optimal Retirement with Unemployment Risks," Journal of Banking & Finance, vol 37(9), p. 3585-3604, 2013. doi: 10.1016/J.JBANKFIN.2013.05.017
- C Choi, ■BG Jang■, C Kim, S Roh, "Net Contribution, Liquidity, and Optimal Pension Management," Journal of Risk and Insurance, vol. 83(4), p. 913-948, 2016. doi: 10.1111/JORI.12072
- T Kim, H Jo, W Choi, ■BG Jang■, "Bitcoin Price Direction Forecasting and Market Variables," Journal of Futures Markets, 2025. doi: 10.1002/fut.70010