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Fractional non-diversifiable risk and stock market returns
Park, Keehwan; Fang, Zhongzheng - In: Applied economics 53 (2021) 5, pp. 575-594
Persistent link: https://www.econbiz.de/10012416076
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Optimal hedged portfolios : the case of jump-diffusion risks
Park, Keehwan - In: Journal of international money and finance 12 (1993) 5, pp. 493-510
Persistent link: https://www.econbiz.de/10001149595
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Research on risks and management mechanism of REITs in China
Fang, Ziyin - In: Proceedings of the 5th International Conference on …, (pp. 123-136). 2022
Persistent link: https://www.econbiz.de/10013348628
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Portfolio selection with drawdown constraint on consumption : a generalization model
Jeon, Junkee; Park, Kyunghyun - In: Mathematical methods of operations research : ZOR 93 (2021) 2, pp. 243-289
Persistent link: https://www.econbiz.de/10012548529
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Effects of a government subsidy and labor flexibility on portfolio selection and retirement
Park, Kyunghyun; Lee, Hyoseob; Shin, Yong Hyun - In: Quantitative finance 21 (2021) 6, pp. 967-989
Persistent link: https://www.econbiz.de/10012515628
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Finite horizon portfolio selection with durable goods
Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematical social sciences 111 (2021), pp. 55-67
Persistent link: https://www.econbiz.de/10012615622
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Optimal retirement and portfolio selection with consumption ratcheting
Jeon, Junkee; Park, Kyunghyun - In: Mathematics and financial economics 14 (2020) 3, pp. 353-397
Persistent link: https://www.econbiz.de/10012240299