교원

대표 논문 및 프로젝트

• JANG, BG; Jiwon Chae; Taeyoon Kim, "The Effect of Regime-Switching Transaction Costs and Cash Dividends on Liquidity Premia" ,International Review of Financial Analysis, vol.93, - (2024).
• Jang, B.-G.; Koo, H.K., "American put options with regime-switching volatility" ,선물연구, vol.32,86 -115 (2024).
• Park, J.; Jang, B.-G., "Optimal Asset Allocation of Pension Funds with a Portfolio Constraint Change" ,한국증권학회지, vol.53,489 -524 (2024).
• Chae, J; Jang, BG; Park, S, "Analytic approach for models of optimal retirement with disability risk" ,Mathematical Social Science, vol.126,68 -75 (2023).
• JANG, BG; KIM, KT; LEE, HT, "Optimal Reinsurance and Portfolio Selection: Comparison between Partial and Complete Information Models" ,European Financial Management, vol.28,208 -232 (2022).