Obserwuj
Seyoung Park
Seyoung Park
Associate Professor of Finance at Nottingham University Business School
Zweryfikowany adres z nottingham.ac.uk - Strona główna
Tytuł
Cytowane przez
Cytowane przez
Rok
Unemployment risks and optimal retirement in an incomplete market
A Bensoussan, BG Jang, S Park
Operations Research 64 (4), 1015-1032, 2016
492016
Optimal retirement with unemployment risks
BG Jang, S Park, Y Rhee
Journal of Banking & Finance 37 (9), 3585-3604, 2013
412013
Ambiguity and optimal portfolio choice with Value-at-Risk constraint
BG Jang, S Park
Finance Research Letters 18, 158-176, 2016
282016
Optimal retirement strategy with a negative wealth constraint
S Park, BG Jang
Operations Research Letters 42 (3), 208-212, 2014
262014
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
152019
A generalization of Yaari’s result on annuitization with optimal retirement
S Park
Economics Letters 137, 17-20, 2015
102015
Industry portfolio allocation with asymmetric correlations
MH Kim, S Park, JM Yoon
The European Journal of Finance 27 (1-2), 178-198, 2021
72021
Verification theorems for models of optimal consumption and investment with annuitization
S Park
Mathematical Social Sciences 103, 36-44, 2020
62020
Liquidity constraints and optimal annuitization
S Park
Journal of Derivatives and Quantitative Studies: 선물연구 30 (2), 125-142, 2022
42022
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
42021
Annuitization and asset allocation with borrowing constraint
JG Kim, BG Jang, S Park
Operations Research Letters 48 (5), 549-551, 2020
42020
Optimal Annuitization with Markov Regime Switching Model
S Park
Forthcoming in the Journal of Risk Management (리스크관리연구), 2023
22023
Short-Term Market Changes and Market Making with Inventory
JG Kim, S Beatson, BG Jang, HS Lee, S Park
Available at SSRN 3639715, 2020
22020
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
22019
Stock Returns and Market Making with Inventory
S Park, BG Jang
Management Science and Financial Engineering 18 (2), 1-4, 2012
22012
Optimal Annuitization with Early Retirement: A Martingale-Dual Approach
J Jeon, S Park
Forthcoming, Journal of Risk Management (리스크관리연구), 2022
12022
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
12022
Income Disaster Model with Optimal Consumption
S Park
Available at SSRN 4018395, 2022
12022
Ambiguity premium and transaction costs
BG Jang, T Kim, S Lee, S Park
Economics Letters 207, 110007, 2021
12021
Nie można teraz wykonać tej operacji. Spróbuj ponownie później.
Prace 1–20