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Byung Hwa Lim
Byung Hwa Lim
Associate Professor, SKK Business School, Department of FinTech, Sung Kyun Kwan University
在 skku.edu 的电子邮件经过验证 - 首页
标题
引用次数
引用次数
年份
Optimal portfolio selection with life insurance under inflation risk
M Kwak, BH Lim
Journal of Banking & Finance 46, 59-71, 2014
632014
Optimal investment, consumption and retirement decision with disutility and borrowing constraints
BH Lim, YH Shin
Quantitative Finance 11 (10), 1581-1592, 2011
492011
Optimal consumption and portfolio selection problem with downside consumption constraints
YH Shin, BH Lim, UJ Choi
Applied mathematics and computation 188 (2), 1801-1811, 2007
332007
Optimal consumption and investment under time-varying liquidity constraints
S Ahn, KJ Choi, BH Lim
Journal of Financial and Quantitative Analysis 54 (4), 1643-1681, 2019
252019
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
BH Lim, YH Shin, UJ Choi
Journal of mathematical analysis and applications 345 (1), 109-122, 2008
232008
Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
BH Lim, M Kwak
Finance Research Letters 16, 19-27, 2016
142016
The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement
BH Lim, HS Lee, YH Shin
Finance Research Letters 25, 213-221, 2018
122018
Consumption and life insurance decisions under hyperbolic discounting and taxation
JE Koo, BH Lim
Economic Modelling 94, 288-295, 2021
112021
Optimal consumption and portfolio selection with portfolio constraints
BH Lim, UJ Choi
International Sciences 4, 293-309, 2009
112009
Limited commitment, business cycle, and portfolio selection
KJ Choi, HK Koo, BH Lim, J Yoo
SSRN, 2019
10*2019
Comparison of optimal portfolios with and without subsistence consumption constraints
YH Shin, BH Lim
Nonlinear Analysis: Theory, Methods & Applications 74 (1), 50-58, 2011
102011
The impact of a partial borrowing limit on financial decisions
BH Lim, M Kwak
Quantitative Finance 19 (5), 859-883, 2019
72019
Portfolio decision with a quadratic utility and inflation risk
BH Lim, HS Lee
Advances in Difference Equations 2018, 1-16, 2018
52018
The effect of inflation risk and subsistence constraints on portfolio choice
BH Lim
Journal of the Korean Society for Industrial and Applied Mathematics 17 (2 …, 2013
52013
What determines household credit limits
KJ Choi, HK Koo, BH Lim, J Yoo
Available at SSRN 2657352, 2020
4*2020
Robust consumption and portfolio rules with time-varying model confidence
BG Jang, S Lee, BH Lim
Finance Research Letters 18, 342-352, 2016
42016
The Determinants of Unsecured Credit Constraint
KJ Choi, HK Koo, BH Lim, J Yoo
Available at SSRN 2657352, 132-163, 2015
42015
Personal bankruptcy and post-bankruptcy liquidity constraint
HS Lee, BH Lim
Journal of Banking & Finance 152, 106861, 2023
32023
Household utility maximization with life insurance: a CES utility case
BH Lim, HS Lee
Japan Journal of Industrial and Applied Mathematics 38, 271-295, 2021
32021
Endogenous credit, business cycle, and portfolio selection
KJ Choi, HK Koo, BH Lim, J Yoo
Operations Research 72 (3), 871-884, 2024
22024
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