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Liquidity constraints and optimal annuitization

Park, Seyoung - In: Journal of derivatives and quantitative studies 30 (2022) 2, pp. 125-142

Persistent link: https://www.econbiz.de/10013202395

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

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

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 strategy with a negative wealth constraint

Park, Seyoung; Jang, Bong-gyu - In: Operations research letters 42 (2014) 3, pp. 208-212

Persistent link: https://www.econbiz.de/10010383190

Optimal retirement with unemployment risks

Jang, Bong-gyu; Park, Seyoung; Rhee, Yuna - In: Journal of banking & finance 37 (2013) 9, pp. 3585-3604

Persistent link: https://www.econbiz.de/10010126316

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 Retirement with Unemployment Risks

Jang, Bong-Gyu - 2013

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. An intensity model and loading factors are used to illustrate these involuntary unemployment risks and frictions in...

Persistent link: https://www.econbiz.de/10013092537

Ambiguity premium and transaction costs

Jang, Bong-Gyu; Kim, Taeyoon; Lee, Seungkyu; Park, Seyoung - In: Economics letters 207 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10013169813