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Byung Hwa Lim
Byung Hwa Lim
Associate Professor, SKK Business School, Department of FinTech, Sung Kyun Kwan University
Verified email at skku.edu - Homepage
Title
Cited by
Cited by
Year
Optimal portfolio selection with life insurance under inflation risk
M Kwak, BH Lim
Journal of Banking & Finance 46, 59-71, 2014
642014
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
322007
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
262019
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
222008
Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
BH Lim, M Kwak
Finance Research Letters 16, 19-27, 2016
132016
Optimal consumption and portfolio selection with portfolio constraints
BH Lim, UJ Choi
International Sciences 4, 293-309, 2009
112009
Consumption and life insurance decisions under hyperbolic discounting and taxation
JE Koo, BH Lim
Economic Modelling 94, 288-295, 2021
102021
Limited commitment, business cycle, and portfolio selection
KJ Choi, HK Koo, BH Lim, J Yoo
SSRN, 2019
10*2019
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
92018
Comparison of optimal portfolios with and without subsistence consumption constraints
YH Shin, BH Lim
Nonlinear Analysis: Theory, Methods & Applications 74 (1), 50-58, 2011
92011
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 Determinants of Unsecured Credit Constraint
KJ Choi, HK Koo, BH Lim, J Yoo
Available at SSRN 2657352, 132-163, 2015
52015
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
Endogenous credit, business cycle, and portfolio selection
KJ Choi, HK Koo, BH Lim, J Yoo
Operations Research, 2023
22023
Optimal staking and liquid token holding decisions in cryptocurrency markets
KJ Choi, J Jeon, BH Lim
Available at SSRN 4528742, 2023
22023
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
22021
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