Hyun-Tak Lee

Risk Management Institute (RMI), National University of Singapore (NUS)

Research Fellow

21 Heng Mui Keng Terrace

Level 4

Singapore, 119613

Singapore

SCHOLARLY PAPERS

4

DOWNLOADS

315

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

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 Risk Management Institute (RMI), National University of Singapore (NUS)
Downloads 130 (224,342)

Abstract:

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

2.

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), Risk Management Institute (RMI), National University of Singapore (NUS) and Loughborough University - School of Business and Economics
Downloads 78 (316,695)

Abstract:

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

3.

Mark-to-Market Reinsurance and Portfolio Selection: Implications for Information Quality

Number of pages: 42 Posted: 03 Feb 2016 Last Revised: 03 Jun 2018
Bong-Gyu Jang, Kyeong Tae Kim and Hyun-Tak Lee
Pohang University of Science and Technology (POSTECH), POSTECH and Risk Management Institute (RMI), National University of Singapore (NUS)
Downloads 60 (364,831)

Abstract:

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Information quality; Mark-to-market strategy; Optimal reinsurance; Optimal portfolio; Partial information

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 Risk Management Institute (RMI), National University of Singapore (NUS)
Downloads 47 (407,430)

Abstract:

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Asset Pricing; VAR; Impulse Response Function; Variance Decomposition