Unemployment risks and optimal retirement in an incomplete market A Bensoussan, BG Jang, S Park Operations Research 64 (4), 1015-1032, 2016 | 49 | 2016 |
Optimal retirement with unemployment risks BG Jang, S Park, Y Rhee Journal of Banking & Finance 37 (9), 3585-3604, 2013 | 41 | 2013 |
Ambiguity and optimal portfolio choice with Value-at-Risk constraint BG Jang, S Park Finance Research Letters 18, 158-176, 2016 | 28 | 2016 |
Optimal retirement strategy with a negative wealth constraint S Park, BG Jang Operations Research Letters 42 (3), 208-212, 2014 | 26 | 2014 |
Optimal Retirement with Borrowing Constraints and Forced Unemployment Risk BG Jang, S Park, H Zhao Available at SSRN 2431545, 2015 | 16* | 2015 |
Optimal consumption and investment with insurer default risk BG Jang, HK Koo, S Park Insurance: Mathematics and Economics 88, 44-56, 2019 | 15 | 2019 |
A generalization of Yaari’s result on annuitization with optimal retirement S Park Economics Letters 137, 17-20, 2015 | 10 | 2015 |
Industry portfolio allocation with asymmetric correlations MH Kim, S Park, JM Yoon The European Journal of Finance 27 (1-2), 178-198, 2021 | 7 | 2021 |
Verification theorems for models of optimal consumption and investment with annuitization S Park Mathematical Social Sciences 103, 36-44, 2020 | 6 | 2020 |
Liquidity constraints and optimal annuitization S Park Journal of Derivatives and Quantitative Studies: 선물연구 30 (2), 125-142, 2022 | 4 | 2022 |
Optimal investment with time-varying transition probabilities for regime switching HC Lee, S Park, JM Yoon Journal of Derivatives and Quantitative Studies: 선물연구 29 (2), 102-115, 2021 | 4 | 2021 |
Annuitization and asset allocation with borrowing constraint JG Kim, BG Jang, S Park Operations Research Letters 48 (5), 549-551, 2020 | 4 | 2020 |
Optimal Annuitization with Markov Regime Switching Model S Park Forthcoming in the Journal of Risk Management (리스크관리연구), 2023 | 2 | 2023 |
Short-Term Market Changes and Market Making with Inventory JG Kim, S Beatson, BG Jang, HS Lee, S Park Available at SSRN 3639715, 2020 | 2 | 2020 |
Employment Growth, Liquidity Risk, and the Cross-section of Stock Returns W Liu, D Luo, S Park, H Zhao Liquidity Risk, and the Cross-section of Stock Returns (January 25, 2019), 2019 | 2 | 2019 |
Stock Returns and Market Making with Inventory S Park, BG Jang Management Science and Financial Engineering 18 (2), 1-4, 2012 | 2 | 2012 |
Optimal Annuitization with Early Retirement: A Martingale-Dual Approach J Jeon, S Park Forthcoming, Journal of Risk Management (리스크관리연구), 2022 | 1 | 2022 |
The cross‐sectional return predictability of employment growth: A liquidity risk explanation W Liu, D Luo, S Park, H Zhao Financial Review 57 (1), 155-178, 2022 | 1 | 2022 |
Income Disaster Model with Optimal Consumption S Park Available at SSRN 4018395, 2022 | 1 | 2022 |
Ambiguity premium and transaction costs BG Jang, T Kim, S Lee, S Park Economics Letters 207, 110007, 2021 | 1 | 2021 |