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Jong Mun Yoon

The Credit Finance Association of Korea (CREFIA)

13th Fl., Hanway Bidg., 43 Da-donggil

Jung-gu

Seoul, 100-180

Korea, Republic of (South Korea)

  • The Credit Finance Association of Korea (CREFIA)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Optimal Investment with Time-Varying Transition Probabilities for Regime Switching

Forthcoming in Journal of Derivatives and Quantitative Studies
Posted: 01 Feb 2016 Last Revised: 11 Jun 2021
Hyo-Chan Lee, Seyoung Park and Jong Mun Yoon
The Credit Finance Association of Korea (CREFIA), Nottingham University Business School and The Credit Finance Association of Korea (CREFIA)

Abstract:

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optimal investment, time-varying transition probabilities, regime switching, cash flows, option

2.

Industry Portfolio Allocation with Asymmetric Correlations

European Journal of Finance, Forthcoming
Posted: 07 Nov 2015 Last Revised: 13 Apr 2020
Myeong Hyeon Kim, Seyoung Park and Jong Mun Yoon
Seoul National University of Science and Technology, Nottingham University Business School and The Credit Finance Association of Korea (CREFIA)

Abstract:

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Optimal portfolio; Dynamic and asymmetric correlation, Systematic risk