논문 및 연구활동 |
- 연구활동(주요논문)
-
[논문]
원동철,
A new approach to the uniqueness of equilibrium with CRRA preferences
, JOURNAL OF ECONOMIC THEORY
, Vol.208
, pp.1
-26
(Jan, 2023)
-
[논문]
원동철,
One-fund separation in incomplete markets with two assets
, FINANCE RESEARCH LETTERS
, pp.1
-7
(Nov, 2017)
-
[논문]
원동철,
A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint
, COMPUTATIONAL ECONOMICS
, pp.1
-30
(Oct, 2017)
-
[논문]
원동철, Nicholas Yannelis,
Equilibrium theory with satiable and non-ordered preferences
, JOURNAL OF MATHEMATICAL ECONOMICS
, Vol.2
, pp.245
-250
(Mar, 2011)
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[논문]
원동철, Nicholas Yannelis,
Equilibrium Theory with Unbounded Consumption Sets and Non-Ordered Preferences, Part I
, Journal of Mathematical Economics
, Vol.44
, No.11
, pp.1268
-1283
(Nov, 2008)
- 국제학술논문지
-
[논문]
원동철,
A new approach to the uniqueness of equilibrium with CRRA preferences
, JOURNAL OF ECONOMIC THEORY
, Vol.208
, pp.1
-26
(Jan, 2023)
-
[논문]
한광석, 원동철,
Equilibrium in Constrained Financial Markets
, Journal of Economic Theory and Econometrics
, Vol.31
, No.4
, pp.1
-40
(Dec, 2020)
-
[논문]
원동철,
On the Micro-Level Irrelevance of Habit Formation in Complete Markets
, Journal of Economic Theory and Econometrics
, Vol.2
, pp.1
-19
(Jun, 2019)
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[논문]
원동철,
One-fund separation in incomplete markets with two assets
, FINANCE RESEARCH LETTERS
, pp.1
-7
(Nov, 2017)
-
[논문]
원동철,
One-Fund Separation and Uniqueness of Equilibrium in Incomplete Markets with Heterogeneous Beliefs
, Seoul Journal of Economics
, Vol.30
, No.4
, pp.471
-486
(Nov, 2017)
-
[논문]
원동철,
A New Characterization of Equilibrium in a Multi-period Finance Economy: A Computational Viewpoint
, COMPUTATIONAL ECONOMICS
, pp.1
-30
(Oct, 2017)
-
[논문]
원동철,
A New Approach to Computing Equilibrium in Incomplete Markets
, Journal of Economic Theory and Econometrics
, Vol.28
, No.3
, pp.1
-21
(Sep, 2017)
-
[논문]
원동철, Nicholas Yannelis,
Equilibrium theory with satiable and non-ordered preferences
, JOURNAL OF MATHEMATICAL ECONOMICS
, Vol.2
, pp.245
-250
(Mar, 2011)
-
[논문]
이영훈, 원동철,
Optimal Dynamic Pricing for Sports Games with Habitual Attendance
, Managerial and Decision Economics (Wiley Interscience)
, Vol.29
, No.8
, pp.639
-655
(Dec, 2008)
-
[논문]
원동철, Nicholas Yannelis,
Equilibrium Theory with Unbounded Consumption Sets and Non-Ordered Preferences, Part I
, Journal of Mathematical Economics
, Vol.44
, No.11
, pp.1268
-1283
(Nov, 2008)
-
[논문]
원동철, Nicholas Yannelis, 한광석,
Capital Market Equilibrium without Riskless Assets: Heterogeneous Expectations
, Annals of Finance (Elsevier)
, Vol.4
, No.2
, pp.183
-195
(Mar, 2008)
- 국내학술논문지
-
[논문]
원동철,
A Characterization of Equilibrium in Incomplete Markets with Real Assets
, 계량경제학보
, Vol.27
, No.2
, pp.39
-62
(Jun, 2016)
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[논문]
한광석, 원동철, 권준엽,
The Effects of Strategic Delegation on Price Competition with Product Compatibility and Network Externalities
, KOREA AND THE WORLD ECONOMY
, Vol.16
, No.1
, pp.25
-42
(Apr, 2015)
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[논문]
한광석, 원동철,
A New Survival Condition for Equilibrium with Financial Derivatives in Constrained Asset Markets
, 경제연구
, Vol.31
, No.2
, pp.131
-153
(May, 2013)
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[논문]
한광석, 원동철,
Survival, Arbitrage, and Equilibrium with Financial Derivatives in Constrained Asset Markets
, Seoul Journal of Economics
, Vol.25
, No.4
, pp.441
-461
(Nov, 2012)
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[논문]
한광석, 원동철,
A Note on Equilibrium in Constrained Incomplete Markets with Non-Ordered Preferences
, 계량경제학보
, Vol.22
, No.1
, pp.58
-72
(Mar, 2011)
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[논문]
원동철, 한광석,
Satiation and Equilibrium in Unbounded Exchange Economies
, The Korean Economic Review
, Vol.25
, No.2
, pp.349
-366
(Dec, 2009)
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[논문]
원동철,
Dynamic Arbitrage Pricing with Progressive Taxation
, 한국경제통상학회
, Vol.27
, No.3
, pp.257
-272
(Sep, 2009)
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[논문]
원동철, 한광석,
Incomplete Markets with Cone Constraints
, 계량경제학보
, Vol.19
, No.2
, pp.59
-76
(Jun, 2008)
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[논문]
원동철, 한광석,
Equilibrium in Financial Markets with Market Frictions
, The Korean Economic Review
, Vol.23
, No.2
, pp.267
-302
(Dec, 2007)
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[논문]
원동철,
Dynamic Arbitrage Pricing with Non-Proportional Transaction Costs and Taxes
, 대한경영학회지
, Vol.20
, No.3
, pp.1361
-1382
(Jun, 2007)
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[논문]
원동철,
The Fundamental Theorem of Asset Pricing with Convex Transaction Costs
, 계량경제학보
, Vol.17
, No.2
, pp.21
-53
(Jun, 2006)
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[논문]
원동철, 한광석,
Competitive Equilibrium with Short-Selling and Nontransitive Preferences
, 한국경제학회
, Vol.22
, No.1
, pp.55
-67
(Jun, 2006)
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[논문]
원동철, 최종범,
자본자산가격결정모형(CAPM)의 시장균형: 이질적 기대
, 증권학회지
, Vol.35
, No.1
, pp.41
-67
(Mar, 2006)
- 국제학술발표
-
[학술회의]
원동철,
Limited Leverage and Nominal Debt Accounting in Dynamic Equilibrium
, EEA & ESEM 2018
(Aug, 2018)
-
[학술회의]
원동철,
Equilibrium with Limited Leverage: The Real Effect of Nominal Debt Accounting
, SWUFE 2018
(Jul, 2018)
-
[학술회의]
원동철,
Dynamic Equilibrium with Discretionary Credit Limits
, AMES 2016
(Aug, 2016)
-
[학술회의]
원동철,
A new approach to computing equilibria in incomplete asset markets
, EWGET 2014
(Jun, 2014)
-
[학술회의]
원동철, 한광석,
Robust Survival and Equilibrium in Incomplete Markets
, AMES 2013
, pp.1
-2
(Aug, 2013)
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[학술회의]
한광석, 원동철,
Survival Assumptions for Competitive Equilibrium in Constrained Asset Markets
, 12th SAET Conference
(Jul, 2012)
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[학술회의]
원동철, 한광석,
Survival in Equilibrium with Other-Than-Me Welfare
, International Research Forum- Models, Methods and Transfer
, pp.117
-117
(Dec, 2010)
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[학술회의]
원동철,
Dynamic Arbitrage Pricing with Return-Related Market Frictions
, Economic Theory
(Jun, 2009)
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[학술회의]
원동철, Guangsug Hahn,
Constrained Asset Markets
, IV Asian General Equilibrium Theory Workshop, GETA 2007
, Vol.2007
, No.1
, pp.1
-1
(Aug, 2007)
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[학술회의]
원동철, Guangsug Hahn,
Constrained Asset Markets
, The 8th SAET Conference
, Vol.1
, No.1
, pp.1
-1
(Jun, 2007)
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[학술회의]
원동철, 이영훈,
optimal stadium size with habitual attendance at sports games
, International 80th Annual Conference
, Vol.1
, No.1
, pp.1
-20
(Jul, 2005)
- 국내학술발표
-
[학술회의]
원동철, 한광석,
A New Survival Assumption for Equilibrium in Incomplete Markets: Implications to Poverty and Financial Innovation
, 글로벌 금융학회
, pp.1
-4
(Dec, 2013)
-
[학술회의]
원동철,
Dynamic Arbitrage Pricing with Return-Related Market Frictions
, 재무금융관련 5개학회 학술연구발표회
, Vol.1
, No.1
, pp.9
-9
(May, 2009)
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[학술회의]
원동철, N. Yannelis, 한광석,
Asset Market Equilibrium without Riskless Assets: Heterogeneous Expectations
, 2006 경영관련학회 통합학술대회
, Vol.1
, No.1
, pp.1
-15
(Aug, 2006)
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[학술회의]
한광석, 원동철, N. Yannelis,
Competitive Equilibrium with Short-Selling and Nontransitive Preferences
, 2005년 정기학술대회
, Vol.1
, No.1
, pp.1
-12
(Nov, 2005)
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[학술회의]
원동철,
The fundamental theorem of asset pricing with taxes and transaction costs
, 2005년 4차 정기학술발표회
, Vol.1
, No.1
, pp.267
-284
(Oct, 2005)
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[학술회의]
원동철, 한광석,
Redundant assets and arbitrage under portfolio constraints
, Asian Decentralizataion Conference
, Vol.1
, No.1
, pp.1
-30
(May, 2005)
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