Bong-Gyu Jang
Head, Research Institute of Finance & Risk Management (ReFiRM), POSTECH
Head, Hana-POSTECH TechFin Collaboration Center
Professor, Dept. Industrial & Management Engineering (IME), POSTECH
4th Engineering Building office No.421, POSTECH
77 Cheongam-Ro, Nam-gu, Pohang, Gyungbuk, Korea (37673)
Research Interests
- Asset Pricing, Portfolio Theory, Life-Cycle Asset Management (Pensions), Credit Risk, Interest Rates, and Derivatives
- Financial Engineering, Mathematical Finance, and Fintech
Publications(selected)
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Economic Theory, Vol 62, Issue 3, 2016, 587-633.
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Journal of Banking & Finance, Vol 56, 2015, 37-47.
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Journal of Banking & Finance, Vol 34, Issue 9, 2010, 2132-2145.
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Journal of Banking & Finance, Vol 32, Issue 12, 2008, 2617-2627.
Working Papers(selected)
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"Does It Pay to Go Outside Your Comfort Zone?" (with Phillip H. Dybvig and Hyeng Keun Koo)
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"Optimal Reinsurance and Asset Allocation with Correlation Risks" (with Alain Bensoussan and Jin-Gi Kim)
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