ScholarWorks@Soongsil University: Yang, Kisung

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Yang, Kisung (양기성)

College of Business Administration (School of Finance)

Research Area: 금융공학, 금융공학, Financial Engineering, Financial Engineering

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and Mathematics):2||Technology:2||Engineering:2||STEM (Science:2||Bayesian variable selection:1||Capital adequacy:1||Copula:1||Derivatives:1||Diversification:1||East Asian economies:1||Financial connectedness:1||Finite difference method:1||Growth Optimal Portfolio:1||Hull–White model:1||Hull and White 1Factor Interest Rate Model:1||Industry momentum:1||Korean Stocks:1||Liquidity Coverage Ratio:1||Loan－to－Deposit Ratio:1||Loss distribution:1||Manpower Demand in Industries:1||Minimum Variance Portfolio:1||Multifactor model:1||Operator splitting method:1||Risk Management:1||Risk Parity Portfolio:1||Saving Banks:1||Sector rotation:1||Simpson’s rule:1||Spillover:1||U.S. Dollar:1||VaR:1||copula:1||derivative securities.:1||generalized forecasting error decomposition:1||global equity markets:1||global financial crisis:1||historical observation period:1||implicit finite difference method:1||jumpdiffusion:1||mixture of timevarying copulas:1||nonuniform grid:1||procyclicality:1||risk factors:1||sovereign risk contagion:1||tail dependence:1||경영적극성:1||산업 수요:1||예대율:1||위험관리:1||유동성비율:1||이자율 모형:1||저축은행:1||파생상품:1||Aggressiveness of Management:1||헐화이트 1요인(Hull and White 1Factor) 이자율 모형:1||BIS Capital Adequacy Ratio:1||BIS 비율:1||BOXPI:1||

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