Hyun-Tak Lee

Korea Asset Management Corporation

BIFC, 40, Munhyeongeumyung-Ro, Nam-Gu

Busan, 48400

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

5

DOWNLOADS

597

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (5)

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1.

Stock Prices, Changes in Liquidity, and Liquidity Premia

Number of pages: 50 Posted: 06 Mar 2014 Last Revised: 26 Jul 2018
Bong-Gyu Jang, Bong‐Soo Lee and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH), Florida State University and Korea Asset Management Corporation
Downloads 202 (287,597)

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Asset pricing; Present value; VAR; Liquidity; Liquidity premium; Impulse response functions

2.

Optimal Reinsurance and Portfolio Selection: Comparison between Partial and Complete Information Models

Number of pages: 45 Posted: 03 Feb 2016 Last Revised: 29 Jun 2020
Hyun-Tak Lee, Kyeong Tae Kim and Bong-Gyu Jang
Korea Asset Management Corporation, POSTECH and Pohang University of Science and Technology (POSTECH)
Downloads 168 (339,196)
Citation 1

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reinsurance; portfolio selection; partial information; information quality; risk- adjusted premium.

3.

Entrepreneurial Business Plan Under Undiversifiable Idiosyncratic Risk

Number of pages: 52 Posted: 20 Apr 2015
Bong-Gyu Jang, Hyun-Tak Lee and Seyoung Park
Pohang University of Science and Technology (POSTECH), Korea Asset Management Corporation and Nottingham University Business School
Downloads 122 (438,169)

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optimal consumption, optimal portfolio, entrepreneurial business, idiosyncratic risk, risky business

4.

Market Capitalization, Corporate Payouts, and Expected Returns

Number of pages: 53 Posted: 19 Mar 2018 Last Revised: 17 Jun 2018
Bong-Gyu Jang, Bong-Soo Lee and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH), Florida State University and Korea Asset Management Corporation
Downloads 98 (513,319)

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Asset Pricing; VAR; Impulse Response Function; Variance Decomposition

5.

Understanding the Variance of Earnings Growth: The Case of Shipping

Number of pages: 30 Posted: 11 Oct 2023
Hyun-Tak Lee and Heesung Yun
Korea Asset Management Corporation and affiliation not provided to SSRN
Downloads 7 (1,122,030)

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Shipping market, Variance decomposition, Present-value framework, Earnings growth, Price-charter ratio