교원검색

Profile.
Name	Bong-Gyu Jang
Organization	Dept of Industrial & Management Enginrg
Telephone	054-279-2372
E-mail	bonggyujang@postech.ac.kr
Homepage	http://bgjang.postech.ac.kr

Journal Papers

International

Optimal Reinsurance and Portfolio Selection: Comparison between Partial and Complete Information Models, European Financial Management, , 28, 208-232 (2022)
Optimal retirement with borrowing constraints and forced unemployment risk, INSURANCE MATHEMATICS & ECONOMICS, , 94, 25-39 (2020)
Annuitization and asset allocation with borrowing constraint, OPERATIONS RESEARCH LETTERS, , 48, 549-551 (2020)
Optimal consumption and investment with insurer default risk, INSURANCE MATHEMATICS & ECONOMICS, , 88, 44-56 (2019)
Option Pricing with Regime Switching: Integrations over Simplexes Method, Finance Research Letters, , 24, 301-312 (2018)
Retirement with Risk Aversion Change and Borrowing Constraints, Finance Research Letters, , 16, 112-124 (2016)
Asset Demands and Consumption with Longevity Risk, Economic Theory, , 62, 587-633 (2016)
Net Contribution, Liquidity, and Optimal Pension Management, Journal of Risk and Insurance, , 83, 913-948 (2016)
Unemployment Risks and Optimal Retirement in an Incomplete Market, Operations Research, , 64, 1015-1032 (2016)
Ambiguity and Optimal Portfolio Choice with Value-at-Risk Constraint (accepted), Finance Research Letters, , 18, 158-176 (2016)
Robust Consumption and Portfolio Rules with Time-Varying Model Confidence (accepted), Finance Research Letters, , 18, 342-352 (2016)
Business Cycle and Credit Risk Modeling with Jump Risks, Journal of Empirical Finance, , 39, 15-36 (2016)
Psychological barriers and option pricing, Journal of Futures Markets, , 35, 52-74 (2015)
Optimal Reinsurance and Asset Allocation under Regime Switching, JOURNAL OF BANKING & FINANCE, , 56, 37-47 (2015)
Retirement with Risk Aversion Change and Borrowing Constraints, Finance Research Letter, , , - (2015)
Asset Demands and Consumption with Longevity Risk (Accepted), Economic Theory, , , - (2015)
Net Contribution, Liquidity, and Optimal Pension Management, Journal of Risk and Insurance, , , - (2015)
Optimal retirement strategy with a negative wealth constraint, Operations Research Letters, , 42, 208-212 (2014)
Optimal Retirement with Unemployment Risks, JOURNAL OF BANKING & FINANCE, , 37, 3585-3604 (2013)
A Simple Iterative Method for the Valuation of American Options, QUANTITATIVE FINANCE, , 13, - (2013)
Psychological barriers and option pricing, Journal of Futures Markets, , , - (2013)
An analytic valuation method for multivariate contingent claims with regime-switching volatilities, OPERATIONS RESEARCH LETTERS, , 39, 180-187 (2011)
Analytic Valuation Formulas for Range Notes and an Affine Term Structure Model with Jump Risks, JOURNAL OF BANKING & FINANCE, , 34, 2132-2145 (2010)
Valuing qualitative options with stochastic volatility, QUANTITATIVE FINANCE, , 9, 819-825 (2009)
A new interpolatory type quadrature rule for weighted Cauchy principal value integrals, JOURNAL OF COMPUTATIONAL ANALYSIS AND APPLICATIONS, , 10, 271-281 (2008)
A REFLECTED DIFFUSION PROCESS IN A REGIME-SWITCHING ENVIRONMENT, OPERATIONS RESEARCH LETTERS, , 36, 177-183 (2008)
A first-passage-time model under regime-switching market environment, JOURNAL OF BANKING & FINANCE, , 32, 2617-2627 (2008)
Optimal portfolio selection with transaction costs when an illiquid asset pays cash dividends, JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, , 44, 139-150 (2007)
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes, APPLIED MATHEMATICS AND COMPUTATION, , 191, 239-252 (2007)
LIQUIDITY PREMIA AND TRANSACTION COSTS, JOURNAL OF FINANCE, , 62, 2329-2366 (2007)

Domestic Journal Papers

Value-at-Risk 제약 하에서의 연기금의 자산배분, 한국증권학회지, , 50, 113-134 (2021)
Predicting Korea’s Business-Cycle Regimes using OnBid Acution Data, Journal of Derivatives and Quantitative Studies: 선물연구, , 29, 116-133 (2021)
주택연금을 고려한 개인의 생애주기 자산배분 연구, 보험학회지, , , 1-30 (2019)
DNS 모형을 통한 금리 충격 시나리오 산출 및 분석, 보험금융연구, , 30, 3-53 (2019)
의료 블록체인 비즈니스 활용 장벽 연구, 대한산업공학회지, , 45, 521-528 (2019)
보험부채 공정가치 평가목적 할인율에 관한 연구, 보험학회지, , , - (2017)
서울 아파트 매매가의 영구적·일시적 요인 분석, 부동산학연구, , 23, 19-37 (2017)
한국형 자동이체식 주택저당증권(Pass-Through MBS)에 대한 가치평가모형 개발, 선물연구, , 25, 305-337 (2017)
국민연금기금의 국내 주식시장에 대한 영향력을 고려한 최적 투자 전략, 한국증권학회지, , 46, 1033-1060 (2017)
인구변화를 고려한 자동차요율 최적화, 보험금융연구, , , - (2016)
서울아파트시장에서 영구적·일시적 가격충격의 시간에 따른 변화 분석, 금융공학연구, , 15, 1-27 (2016)
보험부채 공정가치 평가목적 할인율에 관한 연구, 보험학회지, , 107, 75-108 (2016)
금리기간구조 변화와 한국 금리연계 파생결합상품 투자자 보호에 대한 소고, 한국증권학회지, , 44, 947-995 (2015)
Portfolio Management with the Business Cycle and Bayesian Learning, 한국경영과학회지, , 39, - (2014)
An Iterative Method for American Put Option Pricing under a CEV Model, 대한산업공학회지, , 38, - (2012)
마코프 국면전환을 고려한 이자율 기간구조 연구, 대한산업공학회지, , 36, 203-211 (2010)
Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities, 선물연구, , 17, 51-75 (2009)
IDENTIFYING THE FACTORS THAT AFFECT INTEREST RATE SWAP SPREADS: EVIDENCE FROM KOREA, 산업경제연구, , 20, 1105-1129 (2007)
인구변화를 고려한 자동차보험 요율 최적화, 보험금융연구, , 27, 81-109 (0020)

General Journal Papers

When do the Unemployed Jump in the Workforce, Management Science & Financial Engineering, , 19, - (2013)
Stoch Returns and Market Making with Inventory, Management Science & Financial Engineering, , , - (2012)
The Behavior of the Term Structure of Interest Rates with the Markov Regime Switching Models, 대한산업공학회지, , 38, 203-211 (2010)
TRANSACTION COSTS AND ASSET VALUATION, REVIEW OF ACCOUNTING AND FINANCE, , 3, 99-111 (2004)

Conference Proceedings

Portfolio Optimization with Regime Switching Transaction Costs and Dividends, , 0, 0, - (2022)
A First-Passage -Time Model Under Regime-Switching Market Environment, , 0, 0, 771-806 (2008)
Liquidity Premia and Transaction Costs, Social Science Research Network, 0, 0, - (2007)
Valuing Qualitative Options with Stochastic Volatility, 재무관련 5개학회 공동학술연구발표회 논문집, 0, 0, - (0000)
A First-Passage -Time Model Under Regime-Switching Market Environment, 한국증권학회 발표논문집, 0, 0, - (0000)

Invited Talk or Presentations

레버리지 제약과 유동성을 고려한 펀드의 최적 투자 전략, , 0, 0, - (2021)
Optimal Asset Allocations with Leverage Constraints and Transaction Costs, , 0, 0, - (2021)
Semi covariances and Machine Learning Methods in Oil and Gold Futures Markets, 2021 재무금융 공동학술대회, 0, 0, - (2021)
Forecasting Uncertainty of the Oil Future Prices via Machine Learning, 2020 한국금융공학회 추계학술대회, 0, 0, - (2020)
기계학습을 이용한 온비드 공매지수의 경기판별 가능성 분석, 2020 한국경영과학회 추계학술대회, 0, 0, - (2020)
Longevity Externality from Medical Preventive Cost and Optimal Asset Allocation, 2019 한국재무관리학회 추계학술대회, 0, 0, - (2019)
Ambiguity Aversion and Optimal Investment with Transaction Costs, 2019 한국금융공학회 추계학술대회, 0, 0, - (2019)
Longevity Externality from Medical Preventive cost and Optimal Asset Allocation, 2019 한국경영과학회 추계학술대회, 0, 0, - (2019)
Stock Prices, Changes in Liquidity, and Liquidity Premia, 2019 Annual Conference of Asia-Pacific Association of Derivatives, 0, 0, - (2019)
Short-Term market Changes and Market Making with Inventory, 019 춘계공동학술대회, 0, 0, - (2019)
Annuitization and Asset Allocation with Borrowing Constraint, ., 0, 0, - (2019)
주택연금을 고려한 개인의 생애주기 자산배분 연구, ., 0, 0, - (2018)
DNS 모형을 통한 금리 충격 시나리오 산출 및 분석, ., 0, 0, - (2018)
주택연금을 고려한 개인의 생애주기 자산배분 연구, ., 0, 0, - (2018)
Optimal Reinsurance and Asset Allocation with Correlation Risks, ., 0, 0, - (2018)
Life-Cycle Asset Management with Tax-Deferred Accounts: Understanding the Impact of the Subsistence Level of Consumption, ., 0, 0, - (2018)
Market Capitalization, Corporate Payouts, and Expected Returns, ., 0, 0, - (2018)
Optimal Reinsurance and Asset Allocation with Correlation Risks, ., 0, 0, - (2017)
Does It Pay to Go Outside Your Comfort Zone?, ., 0, 0, - (2017)
주택연금을 고려한 개인의 생애주기 자산배분 연구, ., 0, 0, - (2017)
Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality, ., 0, 0, - (2017)
국민연금기금의 국내 주식시장에 대한 영향력을 고려한 최적 투자 전략, ., 0, 0, - (2017)
How Should Individuals Make a Retirement Plan in the Presence of Mortality Risks and Consumption Constraints?, ., 0, 0, - (2017)
How Should Individuals Make a Retirement Plan in the Presence of Mortality Risks and Consumption Constraints?, ., 0, 0, - (2017)
국민연금기금의 국내 주식시장에 대한 영향력을 고려한 최적 투자 전략, ., 0, 0, - (2016)
한국형 자동이체식 주택저당증권 가치평가 모형, ., 0, 0, - (2016)
Market Prices, Corporate Payouts, and Expected Returns, ., 0, 0, - (2016)
국민연금기금의 국내 주식시장에 대한 영향력을 고려한 최적 투자 전략, ., 0, 0, - (2016)
한국형 자동이체식 주택저당증권 가치평가 모형, ., 0, 0, - (2016)
보험부채 공정가치 평가목적 할인율에 관한 연구, ., 0, 0, - (2016)
How Should Individuals Make a Retirement Plan in the Presence of Mortality Risks and Consumption Constraints?, ., 0, 0, - (2016)
보험부채 공정가치 평가목적 할인율에 관한 연구, ., 0, 0, - (2016)
Unemployment Risks and Optimal Retirement in an Incomplete Market, ., 0, 0, - (2016)
Liquidity Premia, Transaction Costs, and Model Misspecification, ., 0, 0, - (2015)
A Unified Framework for Option Pricing with Regime Switching: A Simplex Approach, ., 0, 0, - (2015)
서울아파트시장에서 영구적 충격과 일시적 충격의 상대적 중요성에 대한 시간에 따른 변화 분석, ., 0, 0, - (2015)
How Annuity Demand is Affected by Insurer Default Risk, ., 0, 0, - (2015)
Consumption, Retirement, and Asset Allocation with Unemployment Risks and Borrowing Constraints, ., 0, 0, - (2015)
Robust Consumption and Portfolio Rules with Time-Varying Model Confidence, ., 0, 0, - (2015)
Optimal Reinsurance and Portfolio Selection with Time-Varying Expected Returns, ., 0, 0, - (2015)
Liquidation Shocks and Transaction Costs, ., 0, 0, - (2015)
Liquidation Shocks and Transaction Costs, ., 0, 0, - (2015)
Liquidation Shocks and Transaction Costs, ., 0, 0, - (2015)
Entrepreneurial Business Plan under Undiversifiable Idiosyncratic Risk, ., 0, 0, - (2015)
Total Payout-Ratio Model with VAR Approach, ., 0, 0, - (2015)
금리기간구조 변화와 한국 금리연계 파생결합상품 투자자 보호에 대한 소고, ., 0, 0, - (2015)
Optimal Reinsurance and Asset Allocation with Regime Switching, ., 0, 0, - (2015)
Unemployment Risks and Private Unemployment Insurance, ., 0, 0, - (2014)
Liquidity-Adjusted Price-Dividend Ratios and Expected Returns, ., 0, 0, - (2014)
실업위험과 합리적 은퇴설계, ., 0, 0, - (2014)
Stochastic Differential Utility and Transaction Costs, ., 0, 0, - (2014)
Liquidity Crashes and Robust Portfolio Management, ., 0, 0, - (2014)
Liquidity-Adjusted Price-Dividend Ratios and Expected Returns, ., 0, 0, - (2014)
A Utility Model of Learning How to Consume, ., 0, 0, - (2014)
Robust Portfolio Management with Risk Limits, ., 0, 0, - (2014)
Net Contribution, Liquidity, and Optimal Pension Management, ., 0, 0, - (2014)
금리기간구조 변화와 국내 금리연계 파생결합상품 투자자 보호에 대한 소고, ., 0, 0, - (2014)
Robust Portfolio Management with Risk Limits, ., 0, 0, - (2014)
Liquidity-Adjusted Price-Dividend Ratios and Expected Returns, ., 0, 0, - (2014)
Utility Model of Learning How to Consume, ., 0, 0, - (2013)
Stochastic Differential Utility and Transaction Costs, ., 0, 0, - (2013)
Business Cycle and Commodity Futures, ., 0, 0, - (2013)
Utility Model of Learning How to Consume, ., 0, 0, - (2013)
Liquidity Crashes and Robust Portfolio Management, ., 0, 0, - (2013)
경기주기와 베이지안 학습 기법을 고려한 개인의 자산관리 연구, ., 0, 0, - (2013)
Business Cycles and Optimal Reinsurance, ., 0, 0, - (2013)
Unemployment Risks and Optimal Retirement in an Incomplete Market, ., 0, 0, - (2013)
Liquidity Crashes and Robust Portfolio Management, ., 0, 0, - (2013)
Net Contribution, Liquidity, and Optimal Pension Management, ., 0, 0, - (2013)
Unemployment Risks and Optimal Retirement in an Incomplete Market, ., 0, 0, - (2013)
Utility of Learning How to Consume Effectively, ., 0, 0, - (2013)
A Business cycle and Credit Risk Modeling with Jump Risks, ., 0, 0, - (2012)
A Business Cycle and Credit Risk Modeling with Jump Risks, ., 0, 0, - (2012)
Psychological Barriers and Option Pricing, ., 0, 0, - (2012)
Psychological Barriers and Option Pricing, ., 0, 0, - (2012)
Psychological Barriers and Option Pricing, ., 0, 0, - (2012)
Optimal Retirement and Unemployment Risks, ., 0, 0, - (2012)
Short Term Market Changes and Market Making with Inventory, ., 0, 0, - (2012)
Robust Consumption and Portfolio Rules with a New State Variable, ., 0, 0, - (2011)
Robust Consumption and Portfolio Rules with a New State Variable, ., 0, 0, - (2011)
Robust Consumption and Portfolio Rules with a New State Variable, ., 0, 0, - (2011)
Optimal Retirement with Unemployment Risks and Market Completion, ., 0, 0, - (2011)
Optimal Retirement with Unemployment Risks and Market Completion, ., 0, 0, - (2011)
Optimal Retirement with Unemployment Risks and Market Completion, ., 0, 0, - (2011)
European Option Pricing with an Irreversible Self-Exciting Regime-Switching Model, ., 0, 0, - (2011)
Optimal Retirement with Unemployment Risk, ., 0, 0, - (2010)
A Simple Iterative Method for the Valuation of American Options, ., 0, 0, - (2010)
A Lattice Method for Lookback Options with Regime-Switching Volatilities, ., 0, 0, - (2010)
American Options: A Simple Approach, ., 0, 0, - (2010)
A Simple Iterative Method for the Valuation of American Options, ., 0, 0, - (2010)
Robust Portfolio Rules with a New State Variable, ., 0, 0, - (2010)
The Behavior of the term structure of Interest Rates with the Markov Regime Switching Models, ., 0, 0, - (2010)
Asset Demand and Consumption with Longevity Risk, ., 0, 0, - (2010)
An Analytic Valuation Method for Multivariate Contingent Claims with Regime-Switching Volatilities, ., 0, 0, - (2009)
Optimal Consumption and Investment and a Robust Control Problem, ., 0, 0, - (2009)
An Analytic Valuation Method for Multivariate Contingent Claims with Regime-Switching Volatilities, ., 0, 0, - (2009)
A New Lattice Method for Lookback Options with Regime-Switching Volatility, ., 0, 0, - (2009)
A Closed-Form Pricing Formula for Multivariate Contingent Claims with Stochastic Volatility, ., 0, 0, - (2009)
Default Risk of Life Annuity and the Annuity Puzzle, ., 0, 0, - (2009)
Default Risk and Life Annuity and the Annuity Puzzle, ., 0, 0, - (2009)
Optimal Consumption and Investment and a Robust Control Problem, ., 0, 0, - (2009)
The Valuation of Range Notes under Affine Term Structure Models, , 0, 0, - (2008)
Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities, , 0, 0, - (2008)
The Valuation of Range Notes under Affine Term Structure Models, , 0, 0, - (2008)
Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities, , 0, 0, - (2008)
The Valuation of Range Notes under Affine Term Structure Models, , 0, 0, - (2008)
A First-Passage -Time Model Under Regime-Switching Market Environment, , 0, 0, - (2008)
Valuing Qualitative Options with Stochastic Volatility, , 0, 0, - (2007)
Valuing Options on Two Assets under Regime Switching Environment, , 0, 0, - (2006)
Liquidity Premia and Transactions Costs, , 0, 0, - (2006)
Alternative Numerical Method to Value American Option : An Iteration Method, , 0, 0, - (2005)
American Put Options with Regime-Switching Volatility, , 0, 0, - (2005)
A Method of Ordering Scattered Points With a Good Reason in, , 0, 0, - (2005)
Portfolio Selection with Transaction Costs in a Dividend-Paying Asset, , 0, 0, - (2004)
A Natural Points Ordering Method for Arbitrarily Scattered Points, , 0, 0, - (2004)
On the Pricing of American Puts for KOSPI 200 Index Using Carr's Method, , 0, 0, - (2004)
Liquidity Premia in Finite Horizons, , 0, 0, - (2003)
Portfolio Selection with Linear Transaction Costs, , 0, 0, - (2002)
A First-Passage -Time Model Under Regime-Switching Market Environment, 2008 EASIAM annual Meetings, 0, 0, - (0000)
Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities, 2008 대한금융공학회 추계 정기학술대회, 0, 0, - (0000)
Stochastic Behavior of Commodity Prices: The Valuation of Derivative-Linked Securities, 2008 한국재무학회 추계 정기학술대회, 0, 0, - (0000)
The Valuation of Range Notes under Affine Term Structure Models, 2008 대한금융공학회 추계 정기학술대회, 0, 0, - (0000)
The Valuation of Range Notes under Affine Term Structure Models, 2008 한국경영과학회 추계 정기학술대회, 0, 0, - (0000)
The Valuation of Range Notes under Affine Term Structure Models, 2008 한국재무학회 추계 정기학술대회, 0, 0, - (0000)

Books

ALM 기반 자산운용, 미래에셋자산운용, 200, 장봉규(공동) (2019)

Research Activities

REGIME-SWITCHING MODEL AND ITS APPLICATIONS, 포항공과대학교 (2008-2009)
REGIME-SWITCHING MODEL AND ITS APPLICATIONS, 포항공과대학교 (2009-2010)
ELS가 현물 시장에 미치는 영향(학부생연구프로그램), 포항공과대학교 (2009-2010)
VALIDATION OF THE MARKET RISK SYSTEM, 주식회사 피스트글로벌 (2010-2010)
FINANCIAL RISK MANAGEMENT USING A MARKOV REGIME-SWITCHING MODEL, 재단법인한국연구재단 (2010-2011)
(학생)인건비풀링과제, 포항공대산학협력단 (2010-2040)
KIKO 상품 가치평가를 통한 KIKO 사태의 쟁점 분석 (학부생-정도욱), 포항공과대학교 (2010-2010)
국면전환모형 하에서 점프위험과 상관부도위험을 고려한 신용위험 관리, 포항공대산학협력단 (2011-2012)
FINANCIAL RISK MANAGEMENT USING A MARKOV REGIME-SWITCHING MODEL, 재단법인한국연구재단 (2011-2012)
연구개발과제, 포항공대산학협력단 (2011-2016)
4.5445_1차년도 이월과제, 재단법인한국연구재단 (2011-2012)
FINANCIAL RISK MANAGEMENT USING A MARKOV REGIME-SWITCHING MODEL, 재단법인한국연구재단 (2012-2013)
학부생연구프로그램-이준호,유성민(수학)-외환파생산품의 가치와 금융모험 위험, 포항공과대학교 (2012-2012)
학부생연구프로그램-오창협(산경)-금융위기와 국내외 은행의 금리조작 의혹, 포항공과대학교 (2012-2012)
4.7178_2차년도 이월과제, 재단법인한국연구재단 (2012-2013)
DEVELOPMENT OF ENTERPRISE RISK MANAGEMENT MODEL FOR INSURANCE COMPANY, 재단법인한국연구재단 (2012-2013)
학부학생연구프로그램, 포항공과대학교 (2013-2013)
DEVELOPMENT OF ENTERPRISE RISK MANAGEMENT MODEL FOR INSURANCE COMPANY, 재단법인한국연구재단 (2013-2014)
4.8810_1단계 1차년도 이월과제, 재단법인한국연구재단 (2013-2014)
OPTIMAL ASSET MANAGEMENT UTILIZING STOCHASTIC DIFFERENTIAL EQUATIONS FOR AN AGING SOCIETY, 재단법인한국연구재단 (2013-2014)
., 재단법인한국연구재단 (2014-2015)
Development of Integrated Risk Management Financial System for Welfare Society, 재단법인한국연구재단 (2014-2017)
., 재단법인한국연구재단 (2014-2015)
(오승환_수학과)비트코인의 통화 대체 가능성에 대한 고찰(학과), 포항공과대학교 (2014-2015)
(오승환_수학과)비트코인의 통화 대체 가능성에 대한 고찰(대학), 포항공과대학교 (2014-2015)
OPTIMAL ASSET MANAGEMENT UTILIZING STOCHASTIC DIFFERENTIAL EQUATIONS FOR AN AGING SOCIETY, 재단법인한국연구재단 (2014-2015)
연구개발과제[2015년 신설], 포항공과대학교 (2015-2040)
., 재단법인한국연구재단 (2015-2016)
4.11491_이월과제, 재단법인한국연구재단 (2015-2016)
., 재단법인한국연구재단 (2015-2016)
4.11682 이월과제, 재단법인한국연구재단 (2015-2016)
금융및위험관리연구센터 부서연구관리비, 포항공대산학협력단 (2016-2021)
., 재단법인한국연구재단 (2016-2017)
., 재단법인한국연구재단 (2016-2017)
4.12640/12860_이월과제, 재단법인한국연구재단 (2016-2017)
., 재단법인한국연구재단 (2017-2018)
ASSET MANAGEMENT USING STOCHASTIC MODELS DURING LOW ECONOMIC GROWTH PEROIDS, 재단법인한국연구재단 (2018-2019)
4.14777_이월과제, 재단법인한국연구재단 (2018-2019)
DEVELOPMENT OF A RETIREMENT ASSET MANAGEMENT MODEL, 한화투자증권주식회사 (2018-2019)
ASSET MANAGEMENT USING STOCHASTIC MODELS DURING LOW ECONOMIC GROWTH PERIODS, 재단법인한국연구재단 (2019-2020)
STUDIES ON INVESTMENT STRATEGIES FOR INDIVIDUALS, FINANCIAL INSTITUTIONS, AND PENSION FUNDS, 재단법인한국연구재단 (2019-2020)
CONSULTATION ON BASE INTEREST RATES SELECTION, 한국예탁결제원 (2019-2019)
DEVELOPMENT OF GOAL-BASED LONG-TERM ASSET MANAGEMENT SERVICE, (주)신한은행 (2019-2019)
DEVELOPMENT OF GOAL-BASED LONG-TERM ASSET MANAGEMENT SERVICE, 신한생명보험(주) (2019-2019)
ASSET MANAGEMENT USING STOCHASTIC MODELS DURING LOS ECONOMIC GROWTH PERIODS, 재단법인한국연구재단 (2020-2021)
2020 상반기 신한생명-포항공대 산학협력을 통한디지털 인재양성, 신한생명보험(주) (2020-2020)
STUDIES ON INVESTMENT STRATEGIES FOR INDIVIDUALS, FINANCIAL INSTITUTIONS, AND PENSION FUNDS, 재단법인한국연구재단 (2020-2021)
개인맞춤형 자산관리를 위한 목적기반 장기자산관리 방법론, (주)하나금융티아이 (2020-2021)
2020 하반기 신한생명-포항공대 산학협력을 통한 디지털 인재양성, 신한생명보험(주) (2020-2020)
개인자산관리를 위한 단기자산관리 서비스 개발, 주식회사 하나은행 (2020-2021)
ASSET MANAGEMENT USING STOCHASTIC MODELS DURING LOS ECONOMIC GROWTH PERIODS, 재단법인한국연구재단 (2021-2022)
4.0019832_이월과제, 재단법인한국연구재단 (2021-2022)
DEVELOPMENT OF INTEGRATED LIFE-CYCLE WEALTH MANAGEMENT MODELS, 재단법인한국연구재단 (2021-2022)
2021 하반기 신한라이프-포항공대 산학협력을 통한 디지털 인재양성, 신한생명보험(주) (2021-2021)
ASSET MANAGEMENT USING STOCHASTIC MODELS DURING LOW ECONOMIC GROWTH PERIODS, 재단법인한국연구재단 (2022-2023)
FY2022 임원/조직장 빅데이터 인사이트 과정, 교보생명보험(주) (2022-2022)
포트폴리오 구성 및 투자전략 시뮬레이션 솔루션 개발, (주)국민은행 (2022-2022)
RISKCRAFT 평가함수 개발, 주식회사 메타넷핀테크 (2022-2023)
DEVELOPMENT OF INTEGRATED LIFE-CYCLE WEALTH MANAGEMENT MODELS, 재단법인한국연구재단 (2022-2023)
4.0021672_이월과제, 재단법인한국연구재단 (2022-2023)
4.0022748_이월과제, 재단법인한국연구재단 (2022-2023)
2022 신한라이프-포항공대 산학협력을 통한 디지털 인재양성, 신한생명보험(주) (2022-2022)
퇴직연금 펀드 추천을 위한 섹터별 국면예측 모형 개발, 주식회사 하나은행 (2022-2022)
STUDY ON THE DEVELOPMENT OF AN INTEGRATED RISK MANAGEMENT IN THE POST COVID-19 ERA, 재단법인한국연구재단 (2022-2023)
맞춤형 자산관리를 위한 전략적 전술적 자산배분 솔루션 개발, (주)국민은행 (2023-2023)
ASSET MANAGEMENT USING STOCHASTIC MODEL IN THE AGE OF HIGH INFLATION, 재단법인한국연구재단 (2023-2024)
DEVELOPMENT OF INTEGRATED LIFE-CYCLE WEALTH MANAGEMENT MODELS, 재단법인한국연구재단 (2023-2024)
STUDY ON THE DEVELOPMENT OF AN INTEGRATED RISK MANAGEMENT IN THE POST COVID-19 ERA, 재단법인한국연구재단 (2023-2024)
4.0023983/4.0024407_이월과제, 재단법인한국연구재단 (2023-2024)
아이웰스 알고리즘 고도화를 위한 지수 예측 및 펀드 추천 모형 개발, 주식회사 하나은행 (2023-2024)
고객 맞춤형 자산관리를 위한 펀드 추천 솔루션 개발, (주)국민은행 (2023-2024)

IP

장봉규,안영주,박종호,박용헌, 토큰증권 기반 부동산 프로젝 트파이낸싱 자금조달 및 유동화 시스템 및 방법, 한국, 10-2023-0115623 (2023)
장봉규,안영주,전대영,김창은, 토큰증권 기반의 부동산 디지털 증권 거래 및 임대 계약 중개 시스템 및 방법, 한국, 10-2023-0115610 (2023)
장봉규,김민주,조현태,안영주, 블록체인 기반 온라인 전자상거래 플랫폼에서의 환불 보험의 보험료 및 보험금 산출 방법 및 장치, 한국, 10-2023-0001094 (2022)
장봉규,김명준,김창헌,조성진,김민주,조현태, 블록체인 기반 한국형 P2P 보험 보험료 및 보험금 산출 모델 생성 시스템, 장치 및 방법, 한국, 10-2021-0145688 (2021)
김명준,김도연,조성진,김창헌,장봉규, 블록체인 기반 보험 플랫폼 서비스 시스템 및 방법, 한국, 10-2021-0046364 (2020)
장봉규,김도연,김창헌,김명준, 점프 모델을 활용한 비지니스 모델의 가치 평가 방법 및 이의 장치, 한국, 10-2020-0068765 (2020)
장봉규,김도연,김창헌,김명준, 점프 모델을 활용한 비지니스 모델의 가치 평가 방법 및 이의 장치, 한국, 10-2020-0068765 (2020)
한성호,고영인,장봉규,곽지영,장혜지,김병준,채지원,정다운, 블록체인에 기반한 콘텐츠의 번역 지원 시스템, 방법 및 컴퓨터로 독출 가능한 기록 매체, 한국, 10-2019-0077136 (2019)
한성호,고영인,곽지영,장봉규,장혜지,김병준,채지원,박준성,김진기,서웅기,김태윤,정동영, 블록체인 기반의 자동차 보험금 자동 지급 방법 및 시스템, 한국, 10-2019-0041523 (2019)