대학경영대학금융공학과
심규철Shim, Gyoocheol
- 소속 금융공학과
- 연구실다산관 428호
- 이메일 gshim@ajou.ac.kr
- 내선번호1880
관심분야
- 투자론/최적소비투자이론, 파생상품 가격결정 및 헷징, 위험관리, 기업재무, 실물옵션, 재무경제학
- Investments/Optimal Consumption and Investments, Derivative Pricing and Hedging, Risk Management, Coporate Finance, Real Options, Financial Economics
학력
- 2003.08 포항공과대학교 박사
경력
해당 데이터는 존재하지 않습니다.
대표논문
- [논문] 심규철(제1), 구정림, 신용현*, Reversible Job-Switching Opportunities and Portfolio Selection., APPLIED MATHEMATICS AND OPTIMIZATION, Vol.77, No.2, pp. 197-228 (04월, 2018)
- [논문] 최경진(제1), 심규철, 곽민석*, Time preference and real investment, JOURNAL OF ECONOMIC DYNAMICS & CONTROL, pp. 18-33 (10월, 2017)
- [논문] 구형건(제1), 심규철, 성재영*, Optimal Multi-Agent Performance Measures for Team Contracts, Mathematical Finance, Vol.18, No.4, pp. 649-667 (10월, 2008)
- [논문] 심규철, 최경진, 신용현*, Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility, Mathematical Finance, Vol.18, No.3, pp. 445-472 (07월, 2008)
- [논문] 최경진(제1), 심규철*, DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION, MATHEMATICAL FINANCE, Vol.16, pp. 443-467 (04월, 2006)
연구활동
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- [논문] 심규철(제1), 전준기*, Optimal consumption and investment with a costly reversible job-switching option, MATHEMATICAL METHODS OF OPERATIONS RESEARCH, Vol.101, No.3, pp. 459-506 (7월, 2025)
- [논문] 이호석(제1), 심규철, 신용현*, Borrowing constraints, effective flexibility in labor supply, and portfolio selection, Mathematics and Financial Economics, Vol.13, No.2, pp. 173-208 (3월, 2019)
- [논문] 심규철(제1), 구정림, 신용현*, Reversible Job-Switching Opportunities and Portfolio Selection., APPLIED MATHEMATICS AND OPTIMIZATION, Vol.77, No.2, pp. 197-228 (4월, 2018)