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Seyoung Park
Seyoung Park
Associate Professor of Finance at Nottingham University Business School
Verified email at nottingham.ac.uk - Homepage
Title
Cited by
Cited by
Year
Unemployment risks and optimal retirement in an incomplete market
A Bensoussan, BG Jang, S Park
Operations Research 64 (4), 1015-1032, 2016
422016
Optimal retirement with unemployment risks
BG Jang, S Park, Y Rhee
Journal of Banking & Finance 37 (9), 3585-3604, 2013
392013
Optimal retirement strategy with a negative wealth constraint
S Park, BG Jang
Operations Research Letters 42 (3), 208-212, 2014
262014
Ambiguity and optimal portfolio choice with Value-at-Risk constraint
BG Jang, S Park
Finance Research Letters 18, 158-176, 2016
242016
Optimal Retirement with Borrowing Constraints and Forced Unemployment Risk
BG Jang, S Park, H Zhao
Available at SSRN 2431545, 2015
17*2015
Optimal consumption and investment with insurer default risk
BG Jang, HK Koo, S Park
Insurance: Mathematics and Economics 88, 44-56, 2019
132019
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
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 Markov Regime Switching Model
S Park
Available at SSRN 4400960, 2023
12023
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
A generalization of Ramsey rule on discount rate with regime switching
S Park
Economics Letters 170, 147-150, 2018
12018
Portfolio Management with the Business Cycle and Bayesian Learning
S Park, HT Lee, Y Rhee, BG Jang
Journal of the Korean Operations Research and Management Science Society 39 …, 2014
12014
Liquidity crashes and robust portfolio management
BG Jang, S Lee, S Park
한국재무학회 학술대회, 1380-1415, 2013
12013
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