학부소개
교수진
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아주대학교 경영학 박사(2012)
아주대학교 경영학사(2007)
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한국주택금융공사 주택금융연구원 연구위원(2015~2019)
포항공과대학교 연구교수, 박사후연구원(2014~2015)
NICE피앤아이(주) 금융공학연구소(2014)
University of Calgary 박사후연구원(2012~2013)
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투자최적화(Portfolio Optimization), 자산가격결정(Asset Pricing)
금융파생상품(Financial Derivatives), 주택금융(Housing Finance)
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재무·금융 전반
- 주요 논문
"Optimal Chonsei to Monthly Rent Conversion Choice Given Borrowing Constraints'', The Quarterly Review of Economics and Finance, 2024, vol. 93, 28-42, with D. Ryu
"Optimal Consumption-Portfolio Strategy and Housing Choice Problem with a Loan-to-Value Ratio'', Japan Journal of Industrial and Applied Mathematics, 2024, vol. 41, issue 1, 421-446, with Q. Li and J.-H. Yoon"An Analysis of the Evolution of Global Financial Network of the Coordinated Portfolio Investment Survey'', International Review of Finance, 2023, vol. 23, 437-459, with S. J. Ahn, J. W. Jung, and H. K. Koo
"Penalty Interest rates, LTV Constraints, and Screening Laxity in Mortgage Markets'', Journal of Banking and Finance, 2022, vol. 138, 106407, with J. Hong
"Optimal Consumption, Investment, and Housing Choice: A Dynamic Programming Approach", Axioms, 2022, vol. 11, no 3, with Q. Li
"Optimal Consumption and Investment under Time-Varying Liquidity Constraints", Journal of Financial and Quantitative Analysis, 2019, vol. 54, no. 4, pp. 1643-1681, with K. J. Choi and B. H. Lim
"Optimal Consumption and Portfolio Selection with Quadratic Utility and a Subsistence Consumption Constraint", Stochastic Analysis and Applications, 2016, vol. 34, no 1, pp. 165-177, with J. L. Koo, B. L. Koo, H. K. Koo, and Y. H. Shin
"A Simple Asset Pricing Model with Heterogeneous Agents, Uninsurable Labor Income and Limited Stock Market Participation", Journal of Banking and Finance, 2015, vol. 55, pp. 9-22, with K. J. Choi and H. K. Koo
"A Survey on American Options: Old Approaches and New Trends", Bulletin of the Korean Mathematical Society, 2011, vol. 48, no. 4, pp. 791-812, with H-O Bae, H. K. Koo, and K.-J. Lee
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인문사회경영관(C25) 704호