국립부경대학교 일반대학원 데이터공학과

· 아주대학교 경영학 박사(2012)

· 아주대학교 경영학사(2007)

· 한국주택금융공사 주택금융연구원 연구위원(2015~2019)

· 포항공과대학교 연구교수, 박사후연구원(2014~2015)

· NICE피앤아이(주) 금융공학연구소(2014)

· University of Calgary 박사후연구원(2012~2013)

· 투자최적화(Portfolio Optimization), 자산가격결정(Asset Pricing)

· 금융파생상품(Financial Derivatives), 주택금융(Housing Finance)

재무 · 금융 전반

주요 논문

· "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

대연캠퍼스 인문사회경영관(C25) 704호