Zobrazeno 1 - 10
of 41
pro vyhledávání: '"Byung Hwa Lim"'
Autor:
Byung Hwa Lim, Ho-Seok Lee
Publikováno v:
Advances in Difference Equations, Vol 2018, Iss 1, Pp 1-16 (2018)
Abstract This paper considers a portfolio selection problem with a quadratic utility of consumption, which is symmetric with respect to a bliss point. At bliss point, the utility function has its maximum value and further consumption lowers the utili
Externí odkaz:
https://doaj.org/article/3684d15bbbdb4697884d95c04a47762e
Autor:
Byung Hwa Lim, Ho-Seok Lee
Publikováno v:
Symmetry, Vol 12, Iss 5, p 827 (2020)
This paper investigates the optimal personal bankruptcy decision of a debtor who participates in the labor market. This paper is based on a mathematical finance model that assumes a Black-Scholes financial market and describes a decision problem as a
Externí odkaz:
https://doaj.org/article/d1995ac4bb7245d5aa1d8d6769537c5a
Autor:
Byung Hwa Lim, Youngmi Ko
Publikováno v:
Korea Law Review. 106:315-359
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7fa6af6adba8e71d480e5307bd92c9b4
https://doi.org/10.36532/kulri.2022.106.315
https://doi.org/10.36532/kulri.2022.106.315
Autor:
Byung Hwa Lim
Publikováno v:
Global Financial Review. :155-187
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8c1d524377c9cdf8787009eba1e29b38
https://doi.org/10.51265/gfr.2022.3.1.155
https://doi.org/10.51265/gfr.2022.3.1.155
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88cc1081ad09e9ba9e99c9cdd0aed0ae
https://doi.org/10.2139/ssrn.4348205
https://doi.org/10.2139/ssrn.4348205
Autor:
Ho-Seok Lee, Byung Hwa Lim
Publikováno v:
Journal of Banking & Finance. 152:106861
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::cfdf1aa32852e84a29136c59bcdaba8b
https://doi.org/10.1016/j.jbankfin.2023.106861
https://doi.org/10.1016/j.jbankfin.2023.106861
Autor:
Byung Hwa Lim
Publikováno v:
Global Financial Review. :73-110
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e6cc068ba92aa430308226612f98b9f0
https://doi.org/10.51265/gfr.2021.2.1.73
https://doi.org/10.51265/gfr.2021.2.1.73
Autor:
Byung Hwa Lim, Ja Eun Koo
Publikováno v:
Economic Modelling. 94:288-295
In this study, we investigates the time-inconsistent agent's optimal consumption, life insurance purchase, and investment decisions under a tax system. We find analytically that the marginal propensity to consume (MPC) for the time-inconsistent (naiv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5e7c167ec8801b0ed1adf3368a0f0185
https://doi.org/10.1016/j.econmod.2020.10.003
https://doi.org/10.1016/j.econmod.2020.10.003
Autor:
Byung Hwa Lim
Publikováno v:
Global Financial Review. :151-187
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::157ebca29d30d3862e10b694481bd52e
https://doi.org/10.51265/gfr.2020.1.1.151
https://doi.org/10.51265/gfr.2020.1.1.151
Autor:
Byung Hwa Lim, Ho-Seok Lee
Publikováno v:
Japan Journal of Industrial and Applied Mathematics. 38:271-295
We investigate the optimal consumption, portfolio, and life insurance decisions problem of a liquidity constrained household whose preference is given by the CES (constant elasticity of substitution) utility function. By applying the martingale and d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10959c5ee06701a3cda2eae7257acbff
https://doi.org/10.1007/s13160-020-00437-9
https://doi.org/10.1007/s13160-020-00437-9