Bong-Gyu Jang

Director, Research Institute of Finance & Risk Management (ReFiRM), POSTECH
Professor, Dept. Industrial & Management Engineering (IME), POSTECH
4th Engineering Building office No.421, POSTECH
77 Cheongam-Ro, Nam-gu, Pohang, Gyungbuk, Korea (37673)
Telephone: 82-54-279-2372, Fax: 82-54-279-2870, E-mail: bonggyujang@postech.ac.kr

 
 

 
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)
 

 
Working Papers(selected)
  • "Does It Pay to Go Outside Your Comfort Zone?" (with Phillip H. Dybvig and Hyeng Keun Koo) 
  • "Optimal Reinsurance and Asset Allocation with Correlation Risks" (with  Alain Bensoussan and Jin-Gi Kim) 
  • "Annuitization and Asset Allocation with Borrowing Constraint" (with Jin-Gi Kim and Seyoung Park) 
    submitted.

  

 
 
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