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심규철
심규철
  • 박사
  • 금융공학전공(과)
 교직원
정보
  • 연구실 : 다산관 428호
  • 연구실 전화 : 1880
  • E-mail : gshim@ajou.ac.kr
  • 연구관심분야 : 투자론/최적소비투자이론, 파생상품 가격결정 및 헷징, 위험관리, 기업재무, 실물옵션, 재무경제학
  • 홈페이지 :
학력
  • 2003.08 포항공과대학교 박사
논문 및 연구활동 연구활동(주요논문)
  1. [논문] 심규철, 구정림, 신용현, Reversible Job-Switching Opportunities and Portfolio Selection. , APPLIED MATHEMATICS AND OPTIMIZATION , Vol.77 , No.2 , pp.197 -228 (Apr, 2018)
  2. [논문] 최경진, 심규철, 곽민석, Time preference and real investment , JOURNAL OF ECONOMIC DYNAMICS & CONTROL , pp.18 -33 (Oct, 2017)
  3. [논문] 구형건, 심규철, 성재영, Optimal Multi-Agent Performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
  4. [논문] 심규철, 최경진, 신용현, Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility , Mathematical Finance , Vol.18 , No.3 , pp.445 -472 (Jul, 2008)
  5. [논문] 최경진, 심규철, DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION , MATHEMATICAL FINANCE , Vol.16 , pp.443 -467 (Apr, 2006)
국제학술논문지
  1. [논문] 이호석, 심규철, 신용현, Borrowing constraints, effective flexibility in labor supply, and portfolio selection , Mathematics and Financial Economics , Vol.13 , No.2 , pp.173 -208 (Mar, 2019)
  2. [논문] 심규철, 구정림, 신용현, Reversible Job-Switching Opportunities and Portfolio Selection. , APPLIED MATHEMATICS AND OPTIMIZATION , Vol.77 , No.2 , pp.197 -228 (Apr, 2018)
  3. [논문] 최경진, 심규철, 곽민석, Time preference and real investment , JOURNAL OF ECONOMIC DYNAMICS & CONTROL , pp.18 -33 (Oct, 2017)
  4. [논문] 최성섭, 심규철, 김성준, Optimal consumption-investment with critical wealth level , JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS , Vol.443 , No.2 , pp.913 -925 (Nov, 2016)
  5. [논문] 최성섭, 심규철, 김성준, Effect of lifetime uncertainty on consumption/investment with luxury bequest motives , FINANCE RESEARCH LETTERS , Vol.17 , pp.275 -279 (May, 2016)
  6. [논문] 심규철, 구형건, Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity , ANNALS OF ECONOMICS AND FINANCE , Vol.16 , No.1 , pp.19 -42 (May, 2015)
  7. [논문] 심규철, 신용현, Portfolio Selection with Subsistence Consumption Constraints and CARA Utility , MATHEMATICAL PROBLEMS IN ENGINEERING , pp.1 -6 (Apr, 2014)
  8. [논문] 심규철, 신용현, An optimal job, consumption/leisure, and investment policy , OPERATIONS RESEARCH LETTERS , Vol.42 , No.2 , pp.145 -149 (Mar, 2014)
  9. [논문] 심규철, 구형건, The Crisis and Financial Engineering , Risk and Decision Analysis , pp.161 -170 (Aug, 2011)
  10. [논문] 심규철, Consumption/investment problem when the investment opportunity set can be enlarged by information gathering , OPERATIONS RESEARCH LETTERS , Vol.39 , No.4 , pp.283 -288 (Jul, 2011)
  11. [논문] 심규철, 임주영, 김창기, Exponential Reserves of Insurance Contracts Under a Jump-Diffusion Process Model , Australian Actuarial Journal , Vol.16 , No.2 , pp.109 -133 (Oct, 2010)
  12. [논문] 구형건, 심규철, 성재영, Optimal Multi-Agent Performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
  13. [논문] 심규철, 최경진, 신용현, Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility , Mathematical Finance , Vol.18 , No.3 , pp.445 -472 (Jul, 2008)
  14. [논문] 장봉규, 심규철, A Reflected Diffusion Process in a Regime-Switching Environment , OPERATIONS RESEARCH LETTERS , Vol.36 , No.2 , pp.177 -183 (Mar, 2008)
  15. [논문] 최경진, 심규철, DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION , MATHEMATICAL FINANCE , Vol.16 , pp.443 -467 (Apr, 2006)
국내학술논문지
  1. [논문] 구형건, 배세융, 심규철, 국면전환 환경에서의 퇴직계획 및 자산선택 , 경영과학 , pp.79 -95 (Dec, 2017)
  2. [논문] 심규철, 일반적 효용함수 하에서 대출제약의 정도와 최적 소비 및 투자 , 경영과학 , Vol.33 , No.1 , pp.77 -87 (Mar, 2016)
  3. [논문] 이상일, 심규철, OPTIMAL CONSUMPTION/INVESTMENT AND LIFE INSURANCE WITH REGIME-SWITCHING FINANCIAL MARKET PARAMETERS , JOURNAL OF THE KOREAN SOCIETY FOR INDUSTRIAL AND APPLIED MATHEMATICS , Vol.19 , No.4 , pp.429 -441 (Dec, 2015)
  4. [논문] 심규철, Optimal Retirement Time and Consumption/Investment in Anticipation of a Better Investment Opportunity , MANAGEMENT SCIENCE AND FINANCIAL ENGINEERING (MSFE) , Vol.20 , No.2 , pp.13 -25 (Nov, 2014)
  5. [논문] 심규철, A Snowball Currency Option , Journal of the Korean Society for Industrial and Applied Mathematics , Vol.15 , No.1 , pp.31 -41 (Mar, 2011)
  6. [논문] 문호성, 심규철, 구재운, The Effects of Monetary Policy under the Credit Scoring System: The Experience from Korea in the Early 2000s , KOREA AND THE WORLD ECONOMY , Vol.11 , No.3 , pp.439 -458 (Dec, 2010)
국제학술발표
  1. [학술회의] 심규철, 신용현, An Optimal Consumption, Leisure, Investment and Job Switching Problem , 2013 Asian Meeting of the Econometric Society , pp.1 -32 (Aug, 2013)
  2. [학술회의] 구형건, 독고윤, 심규철, Consumption-Investment Decisions with a Self-Financing Constraint: Are Entrepreneurs Risk-Loving? , 2012 Ajou International Workshop in Financial Economics and Mathematics (Jul, 2012)
  3. [학술회의] 구형건, Shanjian Tang, 심규철, 신용현, A Dynkin Game with a Recursive Objective Function given by a Backward Stochastic Differential Equation and Its Associated Nonlinear Backward Stochastic Partial Differential Inequality , 2012 AMS Conference in Tampa (Mar, 2012)
  4. [학술회의] 성재영, 심규철, On the Design of Mutual Insurance Contracts , International Research Forum , pp.84 -84 (Dec, 2010)
  5. [학술회의] 구형건, 성재영, 심규철, Hierarchical Contract and Collusion , SAET 2010 , pp.1 -15 (Aug, 2010)
  6. [학술회의] 심규철, 구형건, 성재영, Hierarchical Contract and Collusion , 2009 Joint Meeting of KMS and AMS (Dec, 2009)
국내학술발표
  1. [학술회의] 김채린, 김용식, 심규철, 현종석, IMPLIED OPTION ON REVERSE MORTGAGES AND REVERSE MORTGAGES VALUATION , 2014 KSIAM Annual Meeting (10th) , Vol.2 , No.1 , pp.179 -180 (Nov, 2014)
  2. [학술회의] 심규철, 구형건, Optimal Consumption and Investment with a Wealth-Dependent Time-Varying Investment Opportunity , 2014년도 한국재무관리학회 추계 정기학술연구발표회 (Nov, 2014)
  3. [학술회의] 구정림, 심규철, 신용현, Reversible Job-Switching Opportunities and Portfolio Selection , 2013 한국재무관리학회 추계정기학술발표회 , pp.1 -9 (Nov, 2013)
  4. [학술회의] 심규철, A Snowball Currency Option , 대한금융공학회정기학술대회 , pp.1 -22 (Dec, 2010)
  5. [학술회의] 심규철, A Snowball Currency Option , 한국파생상품학회 추계학술 연구발표회 , pp.1 -22 (Nov, 2010)
  6. [학술회의] 심규철, A Snowball Currency Option , 한국재무관리학회 추계 정기학술 연구 발표회 , pp.1 -22 (Nov, 2010)
  7. [학술회의] 독고윤, 구형건, 심규철, Risk Attitude of an Entrepreneur , 한국재무관리학회추계정기학술연구회 (Nov, 2010)
  8. [학술회의] 심규철, 구형건, 최경진, Optimal Retirement Time and Consumption/Investment in Anticipation of a Better Investment Opportunity , 제 2회 정기학술대회 , Vol.xx , No.xx , pp.xx -xx (Dec, 2009)
  9. [학술회의] 심규철, 구형건, 최경진, Optimal Retirement Time and Consumption/Investment in Anticipation of a Better Investment Opportunity , 2009 Annual Meeting , Vol.xx , No.xx , pp.xx -xx (Nov, 2009)
  10. [학술회의] 심규철, 구형건, 성재영, Hierarchical Contract and Collusion , 2009 추계 정기학술연구발표회 , Vol.xx , No.xx , pp.xx -xx (Nov, 2009)
  11. [학술회의] 심규철, 구형건, 성재영, Hierarchical Contract and Collusion , 2009 경영관련학회 하계통합학술대회 , Vol.xx , No.xx , pp.xx -xx (Aug, 2009)
저서 및 번역
  1. [저서] 구형건, 심규철, 안세륭, Financial Economics: Consumption and Portfolio Selection, Asset Pricing, and Market Microstructure (Aug, 2012)
  2. [저서] 구형건, 송하나, 심규철, 유주현, 윤효빈, 전광일, 정재웅, 조아라, 송수영, 금융의 역사 (Aug, 2012)
  3. [저서] 심규철, Shanjian Tang, 구형건, 성재영, Hara, Chiaki, Kajii, Atsuchi, Nagai, Hideo, Lecture Notes on Asset Pricing, Risk Control, and Agency Theory (May, 2012)
  4. [저서] 구형건, Abel Cadenillas, Alain Bensoussan, Shanjian Tang, Zengjing Chen, 배형옥, 성재영, 심규철, 이기섭, 현종석, Hoe, New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University (Aug, 2011)
특허 및 기타
갤러리