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성재영
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성재영
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연구실 :
다산관 427호

연구실번호 :
2715

이메일 :
jaeyoungsung@ajou.ac.kr

연구관심분야 :

홈페이지 :
학력
졸업연도/학교/학위
1991. Washington University in St. Louis 박사
논문 및 연구활동
연구활동(주요논문)
  • [논문] 성재영, Jump-Diffusion International Asset Allocation , Mathematics and Financial Economics , Vol.10 , No.3 , pp.295 -319 (Jun, 2016)
  • [논문] 성재영, XUHU WAN, A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS , MATHEMATICAL FINANCE , pp.1 -42 (Jun, 2013)
  • [논문] 성재영, 심규철, 구형건, Optimal Multi-Agent Performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
  • [논문] 성재영, 심규철, 구형건, Optimal Multi-agent performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
국제학술논문지
  • [논문] 성재영, Jump-Diffusion International Asset Allocation , Mathematics and Financial Economics , Vol.10 , No.3 , pp.295 -319 (Jun, 2016)
  • [논문] 성재영, XUHU WAN, A GENERAL EQUILIBRIUM MODEL OF A MULTIFIRM MORAL-HAZARD ECONOMY WITH FINANCIAL MARKETS , MATHEMATICAL FINANCE , pp.1 -42 (Jun, 2013)
  • [논문] 성재영, 심규철, 구형건, Optimal Multi-Agent Performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
  • [논문] 성재영, 심규철, 구형건, Optimal Multi-agent performance Measures for Team Contracts , Mathematical Finance , Vol.18 , No.4 , pp.649 -667 (Oct, 2008)
국제학술발표
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , The First Asian Quantitative Finance Conference (Jan, 2013)
  • [학술회의] 구형건, Abel Cadenillas, 성재영, Alain Bensoussan, An Equilibrium Loan Contract Under Moral Hazard in Continuous-time , Analysis and Control of Stochastic Paritial Differential Equations (Dec, 2012)
  • [학술회의] 성재영, Peter L. Swan, Information Asymmetry, Talent Competition, and the Decline in Incentives with Firm Size: Theory and Evidence , 2012 FIRN Conference Program (Nov, 2012)
  • [학술회의] 성재영, 심규철, On the Design of Mutual Insurance Contracts , International Research Forum , pp.84 -84 (Dec, 2010)
  • [학술회의] 구형건, 성재영, 심규철, Hierarchical Contract and Collusion , SAET 2010 , pp.1 -15 (Aug, 2010)
  • [학술회의] 심규철, 성재영, 구형건, Hierarchical Contract and Collusion , 2009 Joint Meeting of KMS and AMS (Dec, 2009)
  • [학술회의] 성재영, Equilibrium Equity Premium, Interest Rate, and Cost of Capital of a Large-Firm Economy in the presence of Moral Hazard , Mathematics and FInancial Economics (Jan, 2009)
국내학술발표
  • [학술회의] 심규철, 성재영, 구형건, Hierarchical Contract and Collusion , 2009 추계 정기학술연구발표회 (Nov, 2009)
  • [학술회의] 심규철, 성재영, 구형건, Hierarchical Contract and Collusion , 2009 경영관련학회 하계통합학술대회 (Aug, 2009)
저서 및 번역
  • [저서] 성재영, Alain Bensoussan, Zengjing Chen, Jean-Paul Decamps, 안청희, Stephane Villeneuve, Kuno J.M. Huisman, Peter M. Kort, Joseph E.J. Plasmans, Jacco J.J. Thijssen, Julien Hugonnier, Erwan Morellec, Benoit Chevalier-Roignant, Weidong Tian, Guoqing Zhao, Shaolin Ji, Qingmeng Wei, John Liu, Michael Taksar, Jiguang Yuan, Hideo Nagai, Jun Sekine, Shige Peng, Real Options, Ambiguity, Risk and Insurance (Mar, 2013)
  • [저서] 심규철, Kajii, Atsuchi, 성재영, Nagai, Hideo, Shanjian Tang, 구형건, Hara, Chiaki, Lecture Notes on Asset Pricing, Risk Control, and Agency Theory (May, 2012)
  • [저서] 구형건, 배형옥, 심규철, Alain Bensoussan, 현종석, Zengjing Chen, Abel Cadenillas, 이기섭, Hoe, 성재영, Shanjian Tang, New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University (Aug, 2011)
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