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1

An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes

U Jin Choi, Bong-Gyu Jang, Hyeng-Keun Koo

Journal:

Applied Mathematics and Computation

Year:

2007

Language:

english

File:

PDF, 342 KB

english, 2007

2

Optimal reinsurance and asset allocation under regime switching

Jang, Bong-Gyu, Kim, Kyeong Tae

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 982 KB

english, 2015

3

A first-passage-time model under regime-switching market environment

Mi Ae Kim, Bong-Gyu Jang, Ho-Seok Lee

Journal:

Journal of Banking & Finance

Year:

2008

Language:

english

File:

PDF, 276 KB

english, 2008

4

Analytic valuation formulas for range notes and an affine term structure model with jump risks

Bong-Gyu Jang, Ji Hee Yoon

Journal:

Journal of Banking & Finance

Year:

2010

Language:

english

File:

PDF, 561 KB

english, 2010

5

Optimal retirement with unemployment risks

Jang, Bong-Gyu, Park, Seyoung, Rhee, Yuna

Journal:

Journal of Banking & Finance

Year:

2013

Language:

english

File:

PDF, 2.16 MB

english, 2013

6

Liquidity Premia and Transaction Costs

BONG-GYU JANG, HYENG KEUN KOO, HONG LIU, MARK LOEWENSTEIN

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 271 KB

english, 2007

7

Valuing qualitative options with stochastic volatility

Jang, Bong-Gyu, Roh, Kum-Hwan

Journal:

Quantitative Finance

Year:

2009

Language:

english

File:

PDF, 156 KB

english, 2009

8

Optimal retirement strategy with a negative wealth constraint

Park, Seyoung, Jang, Bong-Gyu

Journal:

Operations Research Letters

Year:

2014

Language:

english

File:

PDF, 362 KB

english, 2014

9

A simple iterative method for the valuation of American options

Kim, In Joon, Jang, Bong-Gyu, Kim, Kyeong Tae

Journal:

Quantitative Finance

Year:

2013

Language:

english

File:

PDF, 314 KB

english, 2013

10

Evaluation of grounded isometric interface for whole-body navigation in virtual environments

Jang, Bong-gyu, Kim, Gerard Jounghyun

Journal:

Computer Animation and Virtual Worlds

Year:

2014

Language:

english

File:

PDF, 6.68 MB

english, 2014

11

Retirement with risk aversion change and borrowing constraints

Jang, Bong-Gyu, Lee, Ho-Seok

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 612 KB

english, 2016

12

Liquidity Premia and Transaction Costs

Bong-Gyu Jang, Hyeng Keun Koo, Hong Liu and Mark Loewenstein

Journal:

The Journal of Finance

Year:

2007

Language:

english

File:

PDF, 3.11 MB

english, 2007

13

Enhancing the copper-sensing capability of Escherichia coli-based whole-cell bioreporters by genetic engineering

Kang, Yerin, Lee, Woonwoo, Kim, Sunghoon, Jang, Geupil, Kim, Bong-Gyu, Yoon, Youngdae

Journal:

Applied Microbiology and Biotechnology

Year:

2017

Language:

english

File:

PDF, 625 KB

english, 2017

14

American Put Options with Regime-Switching Volatility

Jang, Bong-Gyu, Koo, Hyeng Keun

Journal:

SSRN Electronic Journal

Year:

2005

Language:

english

File:

PDF, 304 KB

english, 2005

15

Antimony sensing whole-cell bioreporters derived from ArsR genetic engineering

Lee, Woonwoo, Kim, Hyojin, Jang, Geupil, Kim, Bong-Gyu, Yoon, Youngdae

Journal:

Applied Microbiology and Biotechnology

Year:

2020

Language:

english

File:

PDF, 531 KB

english, 2020

16

A reflected diffusion process in a regime-switching environment

Bong-Gyu Jang, Gyoocheol Shim

Journal:

Operations Research Letters

Year:

2008

Language:

english

File:

PDF, 276 KB

english, 2008

17

An analytic valuation method for multivariate contingent claims with regime-switching volatilities

Ji Hee Yoon, Bong-Gyu Jang, Kum-Hwan Roh

Journal:

Operations Research Letters

Year:

2011

Language:

english

File:

PDF, 265 KB

english, 2011

18

Contents

Jang, Bong-Gyu, Park, Seyoung, Rhee, Yuna

Journal:

Thoracic Surgery Clinics

Year:

2010

Language:

english

File:

PDF, 77 KB

english, 2010

19

Portfolio Management with the Business Cycle and Bayesian Learning

Park, Seyoung, Lee, Hyun-Tak, Rhee, Yuna, Jang, Bong-Gyu

Journal:

Journal of the Korean Operations Research and Management Science Society

Year:

2014

File:

PDF, 875 KB

2014

20

Psychological Barriers and Option Pricing

Jang, Bong-Gyu, Kim, Changki, Kim, Kyeong Tae, Lee, Seungkyu, Shin, Dong-Hoon

Journal:

Journal of Futures Markets

Year:

2013

Language:

english

File:

PDF, 425 KB

english, 2013

21

Ambiguity and Optimal Portfolio Choice with Value-at-Risk Constraint

Jang, Bong-Gyu, Park, Seyoung

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 957 KB

english, 2016

22

Robust consumption and portfolio rules with time-varying model confidence

Jang, Bong-Gyu, Lee, Seungkyu, Lim, Byung Hwa

Journal:

Finance Research Letters

Year:

2016

Language:

english

File:

PDF, 900 KB

english, 2016

23

Cloning and characterization of xylanase in cellulolyticBacillussp. strain JMY1 isolated from forest soil

Lee, Chong-Kyu, Jang, Min-Yeong, Park, Hwa Rang, Choo, Gab-Chul, Cho, Hyun Seo, Park, Sam-Bong, Oh, Ki-Cheol, An, Jong-Bin, Kim, Bong-Gyu

Journal:

Journal of the Korean Society for Applied Biological Chemistry

Year:

2016

Language:

english

File:

PDF, 1.51 MB

english, 2016

24

Asset demands and consumption with longevity risk

Jang, Bong-Gyu, Koo, Hyeng Keun, Rhee, Yuna

Journal:

Economic Theory

Year:

2016

Language:

english

File:

PDF, 1.38 MB

english, 2016

25

Unemployment Risks and Optimal Retirement in an Incomplete Market

Bensoussan, Alain, Jang, Bong-Gyu, Park, Seyoung

Journal:

Operations Research

Year:

2016

Language:

english

File:

PDF, 845 KB

english, 2016

26

N ET C ONTRIBUTION , L IQUIDITY , AND O PTIMAL P ENSION M ANAGEMENT

Choi, Changhui, Jang, Bong-Gyu, Kim, Changki, Roh, Sang-youn

Journal:

Journal of Risk and Insurance

Year:

2015

Language:

english

File:

PDF, 356 KB

english, 2015

27

Business Cycle and Credit Risk Modeling with Jump Risks

Rhee, Yuna, Jang, Bong-Gyu, Yoon, Ji Hee

Journal:

Journal of Empirical Finance

Year:

2016

Language:

english

File:

PDF, 1.07 MB

english, 2016

28

Option Pricing under Regime Switching: Integration over Simplexes Method

Jang, Bong-Gyu, Tae, Hyeon-Wuk

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 428 KB

english, 2017

29

Modulating the sensing properties of Escherichia coli-based bioreporters for cadmium and mercury

Kang, Yerin, Lee, Woonwoo, Jang, Geupil, Kim, Bong-Gyu, Yoon, Youngdae

Journal:

Applied Microbiology and Biotechnology

Year:

2018

Language:

english

File:

PDF, 741 KB

english, 2018

30

Market Capitalization, Corporate Payouts, and Expected Returns

Jang, Bong-Gyu, Lee, Bong-Soo, Lee, Hyun-Tak

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 324 KB

english, 2018

31

Liquidity Crashes and Robust Portfolio Management

Jang, Bong-Gyu, Lee, Seungkyu, Park, Seyoung

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 1.03 MB

english, 2014

32

Liquidity-Adjusted Price-Dividend Ratios and Expected Returns

Jang, Bong-Gyu, Lee, Bong Soo, Lee, Hyun-Tak

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 410 KB

english, 2014

33

Unemployment Risks and Private Unemployment Insurance

Jang, Bong-Gyu, Park, Seyoung

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 603 KB

english, 2014

34

Optimal consumption and investment with insurer default risk

Jang, Bong-Gyu, Koo, Hyeng Keun, Park, Seyoung

Journal:

Insurance: Mathematics and Economics

Year:

2019

Language:

english

File:

PDF, 1.41 MB

english, 2019

35

Optimal retirement with borrowing constraints and forced unemployment risk

Jang, Bong-Gyu, Park, Seyoung, Zhao, Huainan

Journal:

Insurance: Mathematics and Economics

Year:

2020

File:

PDF, 1.20 MB

2020

36

Annuitization and asset allocation with borrowing constraint

Kim, Jin Gi, Jang, Bong-Gyu, Park, Seyoung

Journal:

Operations Research Letters

Year:

2020

File:

PDF, 378 KB

2020