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A generalization of Ramsey rule on discount rate with regime switching

Park, Seyoung - In: Economics letters 170 (2018), pp. 147-150

Persistent link: https://www.econbiz.de/10012019573

Verification theorems for models of optimal consumption and investment with annuitization

Park, Seyoung - In: Mathematical social sciences 103 (2020), pp. 36-44

Persistent link: https://www.econbiz.de/10012253672

Opaque bank assets and optimal equity capital

Dai, Min; Huang, Shan; Keppo, Jussi - In: Journal of economic dynamics & control 100 (2019), pp. 369-394

Persistent link: https://www.econbiz.de/10012130991

The cross‐sectional return predictability of employment growth : A liquidity risk explanation

Liu, Weimin; Luo, Di; Park, Seyoung; Zhao, Huainan - In: Financial Review 57 (2021) 1, pp. 155-178

Persistent link: https://www.econbiz.de/10012634952

Optimal retirement with unemployment risks

Jang, Bong-Gyu; Park, Seyoung; Rhee, Yuna - In: Journal of Banking & Finance 37 (2013) 9, pp. 3585-3604

This paper investigates the optimal retirement of an individual in the presence of involuntary unemployment risks and borrowing constraints in a complete market with frictions. We use an intensity model and loading factors to illustrate the involuntary unemployment risks and frictions in...

Persistent link: https://www.econbiz.de/10010682596

A generalization of Yaari's result on annuitization with optimal retirement

Park, Seyoung - In: Economics letters 137 (2015), pp. 17-20

Persistent link: https://www.econbiz.de/10011436187

Unemployment risks and optimal retirement in an incomplete market

Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung - In: Operations research 64 (2016) 4, pp. 1015-1032

Persistent link: https://www.econbiz.de/10011538586

Optimal consumption and investment with insurer default risk

Jang, Bong-Gyu; Koo, Hyeng-keun; Park, Seyoung - In: Insurance / Mathematics & economics 88 (2019), pp. 44-56

Persistent link: https://www.econbiz.de/10012105360

Ambiguity and optimal portfolio choice with Value-at-Risk constraint

Jang, Bong-Gyu; Park, Seyoung - In: Finance research letters 18 (2016), pp. 158-176

Persistent link: https://www.econbiz.de/10011656986

Analytic approach for models of optimal retirement with disability risk

Chae, Jiwon; Jang, Bong-Gyu; Park, Seyoung - In: Mathematical social sciences 126 (2023), pp. 68-75

Persistent link: https://www.econbiz.de/10014472541