Byung Hwa Lim

The University of Suwon - Department of Economics and Finance

Professor

17 Wauan-gil

Bongdam-eup

Hwaseong, Gyeonggi-do 445-743

http://https://sites.google.com/site/byunghwalim/

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 48,924

SSRN RANKINGS

Top 48,924

in Total Papers Downloads

1,157

SSRN CITATIONS

5

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

Optimal Consumption and Investment under Time-Varying Liquidity Constraints

Journal of Financial and Quantitative Analysis (JFQA), Forthcoming
Number of pages: 48 Posted: 08 Jan 2014 Last Revised: 17 Apr 2017
Seryoong Ahn, Kyoung Jin Choi and Byung Hwa Lim
POSTECH, University of Calgary - Haskayne School of Business and The University of Suwon - Department of Economics and Finance
Downloads 329 (116,017)
Citation 4

Abstract:

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Time-Varying Liquidity Constraints, Stochastic Borrowing Constraints, Debt-to-Income Ratio, Loan-to-Value Ratio, Consumption-Investment, Portfolio Selection, Martingale Method, Liquidity Constraints.

Endogenous Credit, Business Cycle, and Portfolio Selection

Number of pages: 32 Posted: 06 Feb 2015 Last Revised: 02 Jun 2021
University of Calgary - Haskayne School of Business, Ajou University - Department of Business Administration, The University of Suwon - Department of Economics and Finance and Ajou University - School of Business
Downloads 248 (155,125)

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Endogenous Credit, Limited Commitment, Business Cycle, Consumption and Portfolio selection, Regime switching

Limited Commitment, Business Cycle, and Portfolio Selection

Number of pages: 60 Posted: 26 Sep 2018
University of Calgary - Haskayne School of Business, Ajou University - Department of Business Administration, The University of Suwon - Department of Economics and Finance and Ajou University - School of Business
Downloads 32 (578,782)
Citation 2

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Consumption and investment, Endogenous Credit, Portfolio selection, Regime switching, Unsecured borrowing

3.

A Lattice Method for Lookback Options with Regime-Switching Volatility

Number of pages: 27 Posted: 15 Dec 2009 Last Revised: 15 Jan 2012
Ji Hee Yoon, U. Jin Choi, Byung Hwa Lim and Bong-Gyu Jang
University College London - Department of Economics, Korea Advanced Institute of Science and Technology (KAIST), The University of Suwon - Department of Economics and Finance and Pohang University of Science and Technology (POSTECH)
Downloads 246 (156,885)
Citation 1

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lookback option, Markov chain, regime switch, lattice method, binomial tree, stochastic volatility

4.

Robust Consumption and Portfolio Rules with Time-Varying Model Confidence

Finance Research Letters, Forthcoming
Number of pages: 31 Posted: 18 Jul 2012 Last Revised: 06 Jun 2016
Bong-Gyu Jang, Seungkyu Lee and Byung Hwa Lim
Pohang University of Science and Technology (POSTECH), Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering and The University of Suwon - Department of Economics and Finance
Downloads 129 (275,139)

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robust portfolio, optimal consumption, optimal investment, entropy, robust control

5.

What Determines Household Credit Limits?

Number of pages: 38 Posted: 08 Sep 2015 Last Revised: 31 Aug 2021
University of Calgary - Haskayne School of Business, Ajou University - Department of Business Administration, The University of Suwon - Department of Economics and Finance and Ajou University - School of Business
Downloads 116 (299,059)
Citation 5

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Unsecured Credit Limit; Endogenous Credit; Unsecured Borrowing; Labor Income

6.

Consumption and Portfolio Selection with Recursive Utility, Stochastic Income, and Liquidity Constraints

Number of pages: 40 Posted: 22 Apr 2021 Last Revised: 20 Jun 2021
Kyoung Jin Choi, Minsuk Kwak and Byung Hwa Lim
University of Calgary - Haskayne School of Business, Department of Mathematics, Hankuk University of Foreign Studies and The University of Suwon - Department of Economics and Finance
Downloads 57 (451,846)

Abstract:

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Recursive utility, liquidity constraints, stochastic income, portfolio optimization

7.

Optimal Portfolio Selection with Life Insurance Under Inflation Risk

Journal of Banking and Finance, Forthcoming
Posted: 02 Oct 2013 Last Revised: 01 Dec 2014
Minsuk Kwak and Byung Hwa Lim
Department of Mathematics, Hankuk University of Foreign Studies and The University of Suwon - Department of Economics and Finance

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Optimal consumption/investment, Inflation risk, Index bond, Life insurance

8.

Optimal Investment, Consumption and Retirement Decision with Disutility and Borrowing Constraints

Posted: 15 Apr 2007 Last Revised: 29 Oct 2010
Byung Hwa Lim and Yong Hyun Shin
The University of Suwon - Department of Economics and Finance and Department of Mathematics, Sookmyung Women's University

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Consumption, portfolio selection, retirement, disutility,utility maximization, labor income, liquidity constraints

9.

Optimal Investment, Consumption and Retirement Choice Problem with Disutility and Subsistence Consumption Constraints

Journal of Mathematical Analysis and Applications, Vol. 345, No. 1, pp. 109--122, September 2008
Posted: 13 Dec 2006 Last Revised: 19 May 2010
Byung Hwa Lim, Yong Hyun Shin and U. Jin Choi
The University of Suwon - Department of Economics and Finance, Department of Mathematics, Sookmyung Women's University and Korea Advanced Institute of Science and Technology (KAIST)

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Consumption, portfolio selection, retirement, disutility, utility maximization, subsistence consumption constraints, labor income