Unemployment risks and optimal retirement in an incomplete market A Bensoussan, BG Jang, S Park Operations Research 64 (4), 1015-1032, 2016 | 42 | 2016 |
Optimal retirement with unemployment risks BG Jang, S Park, Y Rhee Journal of Banking & Finance 37 (9), 3585-3604, 2013 | 39 | 2013 |
Optimal retirement strategy with a negative wealth constraint S Park, BG Jang Operations Research Letters 42 (3), 208-212, 2014 | 26 | 2014 |
Ambiguity and optimal portfolio choice with Value-at-Risk constraint BG Jang, S Park Finance Research Letters 18, 158-176, 2016 | 24 | 2016 |
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 | 13 | 2019 |
A generalization of Yaari’s result on annuitization with optimal retirement S Park Economics Letters 137, 17-20, 2015 | 10 | 2015 |
Industry portfolio allocation with asymmetric correlations MH Kim, S Park, JM Yoon The European Journal of Finance 27 (1-2), 178-198, 2021 | 7 | 2021 |
Verification theorems for models of optimal consumption and investment with annuitization S Park Mathematical Social Sciences 103, 36-44, 2020 | 6 | 2020 |
Liquidity constraints and optimal annuitization S Park Journal of Derivatives and Quantitative Studies: 선물연구 30 (2), 125-142, 2022 | 4 | 2022 |
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 | 4 | 2021 |
Annuitization and asset allocation with borrowing constraint JG Kim, BG Jang, S Park Operations Research Letters 48 (5), 549-551, 2020 | 4 | 2020 |
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 | 2 | 2019 |
Stock Returns and Market Making with Inventory S Park, BG Jang Management Science and Financial Engineering 18 (2), 1-4, 2012 | 2 | 2012 |
Optimal Annuitization with Markov Regime Switching Model S Park Available at SSRN 4400960, 2023 | 1 | 2023 |
Optimal Annuitization with Early Retirement: A Martingale-Dual Approach J Jeon, S Park Forthcoming, Journal of Risk Management (리스크관리연구), 2022 | 1 | 2022 |
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 | 1 | 2022 |
A generalization of Ramsey rule on discount rate with regime switching S Park Economics Letters 170, 147-150, 2018 | 1 | 2018 |
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 | 1 | 2014 |
Liquidity crashes and robust portfolio management BG Jang, S Lee, S Park 한국재무학회 학술대회, 1380-1415, 2013 | 1 | 2013 |