교수진

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교수진소개

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심규철
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심규철
학력
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연구실 :
다산관 431호

연구실번호 :
1880

이메일 :
gshim@ajou.ac.kr

연구관심분야 :
투자론/최적소비투자이론, 파생상품 가격결정 및 헷징, 위험관리, 기업재무, 실물옵션, 재무경제학

홈페이지 :
학력
졸업연도/학교/학위
2003.08 포항공과대학교 박사
논문 및 연구활동
연구활동(주요논문)
  • [논문] Reversible Job-Switching Opportunities and Portfolio Selection (APPLIED MATHEMATICS AND OPTIMIZATION) - 2018.04
    심규철, 구정림, 신용현
  • [논문] Time preference and real investment (JOURNAL OF ECONOMIC DYNAMICS & CONTROL) - 2017.10
    곽민석, 심규철, 최경진
  • [논문] Optimal Multi-Agent Performance Measures for Team Contracts (Mathematical Finance) - 2008.10
    성재영, 심규철, 구형건
  • [논문] Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility (Mathematical Finance) - 2008.07
    신용현, 최경진, 심규철
  • [논문] DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (MATHEMATICAL FINANCE) - 2006.04
    심규철, 최경진
국제학술논문지
  • [논문] Reversible Job-Switching Opportunities and Portfolio Selection (APPLIED MATHEMATICS AND OPTIMIZATION) - 2018.04
    심규철, 구정림, 신용현
  • [논문] Time preference and real investment (JOURNAL OF ECONOMIC DYNAMICS & CONTROL) - 2017.10
    곽민석, 심규철, 최경진
  • [논문] Optimal consumption-investment with critical wealth level (JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS) - 2016.11
    심규철, 김성준, 최성섭
  • [논문] Effect of lifetime uncertainty on consumption/investment with luxury bequest motives (FINANCE RESEARCH LETTERS) - 2016.05
    심규철, 김성준, 최성섭
  • [논문] Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity (ANNALS OF ECONOMICS AND FINANCE) - 2015.05
    심규철, 구형건
  • [논문] Portfolio Selection with Subsistence Consumption Constraints and CARA Utility (MATHEMATICAL PROBLEMS IN ENGINEERING) - 2014.04
    심규철, 신용현
  • [논문] An optimal job, consumption/leisure, and investment policy (OPERATIONS RESEARCH LETTERS) - 2014.03
    심규철, 신용현
  • [논문] The Crisis and Financial Engineering (Risk and Decision Analysis) - 2011.08
    구형건, 심규철
  • [논문] Consumption/investment problem when the investment opportunity set can be enlarged by information gathering (OPERATIONS RESEARCH LETTERS) - 2011.07
    심규철
  • [논문] Exponential Reserves of Insurance Contracts Under a Jump-Diffusion Process Model (Australian Actuarial Journal) - 2010.10
    김창기, 임주영, 심규철
  • [논문] Optimal Multi-Agent Performance Measures for Team Contracts (Mathematical Finance) - 2008.10
    성재영, 심규철, 구형건
  • [논문] Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility (Mathematical Finance) - 2008.07
    신용현, 최경진, 심규철
  • [논문] A Reflected Diffusion Process in a Regime-Switching Environment (OPERATIONS RESEARCH LETTERS) - 2008.03
    심규철, 장봉규
  • [논문] DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (MATHEMATICAL FINANCE) - 2006.04
    심규철, 최경진
국내학술논문지
  • [논문] 국면전환 환경에서의 퇴직계획 및 자산선택 (경영과학) - 2017.12
    심규철, 배세융, 구형건
  • [논문] 일반적 효용함수 하에서 대출제약의 정도와 최적 소비 및 투자 (경영과학) - 2016.03
    심규철
  • [논문] OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS (JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS ) - 2015.12
    이상일, 심규철
  • [논문] Optimal Retirement Time and Consumption/Investment in Anticipation of a Better Investment Opportunity (MANAGEMENT SCIENCE AND FINANCIAL ENGINEERING (MSFE)) - 2014.11
    심규철
  • [논문] A Snowball Currency Option (Journal of the Korean Society for Industrial and Applied Mathematics) - 2011.03
    심규철
  • [논문] The Effects of Monetary Policy under the Credit Scoring System: The Experience from Korea in the Early 2000s (KOREA AND THE WORLD ECONOMY) - 2010.12
    구재운, 심규철, 문호성
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