대학경영대학금융공학과
구형건Hyeng Keun Koo
- 소속 금융공학과
- 연구실다525
- 이메일 hkoo@ajou.ac.kr
- 내선번호2706
관심분야
- 투자이론/인공지능
- Investment/AI
학력
- 1992.10 Princeton Univ 박사
경력
해당 데이터는 존재하지 않습니다.
대표논문
- [논문] 신용현, 전준기, 구형건*, Portfolio selection with consumption ratcheting, JOURNAL OF ECONOMIC DYNAMICS AND CONTROL, pp. 153-182 (06월, 2018)
- [논문] Zhou Yang, 구형건*, Optimal Consumption and Portfolio Selection with Early Retirement Option, MATHEMATICS OF OPERATIONS RESEARCH, pp. 1-26 (06월, 2018)
- [논문] 구형건(제1), 안세륭, 최경진*, A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation, JOURNAL OF BANKING & FINANCE, Vol.55, pp. 9-22 (03월, 2015)
- [논문] 구형건(제1), Abel Cadenillas, Alain Bensoussan, Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function, MATHEMATICS OF OPERATIONS RESEARCH, pp. 1-13 (03월, 2015)
- [논문] 구형건(제1), Hong Liu, Mark Loewenstein, 장봉규, Liquidity Premia and Transaction Costs, Journal of Finance, Vol.62, No.5, pp. 2329-2366 (10월, 2007)
연구활동
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- [논문] 조소윤(제1), 김진영(제1), 반가영, 구형건, 김현균*, Diffolio: A diffusion model for multivariate probabilistic financial time-series forecasting and portfolio, Information Fusion, Vol.133, pp. 104286-104286 (9월, 2026)
- [논문] 구형건, 유재인, 최경진, 임병화*, Endogenous Credit, Business Cycle, and Portfolio Selection, OPERATIONS RESEARCH, pp. 1-14 (12월, 2023)
- [논문] 전준기 , 구형건*, A MODEL OF RETIREMENT ANDCONSUMPTION-PORTFOLIO CHOICE, Bulletin of the Korean Mathematical Society, Vol.60, No.4, pp. 1101-1129 (8월, 2023)