Hyeng Keun Koo

Ajou University - Department of Business Administration

206 Worldcup-ro

Yeongtong-gu

Suwon, 443-749

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

11

DOWNLOADS
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1,765

SSRN CITATIONS
Rank 31,011

SSRN RANKINGS

Top 31,011

in Total Papers Citations

6

CROSSREF CITATIONS

16

Scholarly Papers (11)

1.

Liquidity Premia and Transactions Costs

AFA 2006 Boston Meetings Paper
Number of pages: 58 Posted: 18 Mar 2005
Hong Liu, Bong-Gyu Jang, Hyeng Keun Koo and Mark Loewenstein
Washington University in St. Louis - Olin Business School, Pohang University of Science and Technology (POSTECH), Ajou University - Department of Business Administration and University of Maryland - Robert H. Smith School of Business
Downloads 584 (48,049)
Citation 5

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Liquidity, Liquidity risk, Investment, Consumption, Equity-Premium Puzzle

2.

American Put Options with Regime-Switching Volatility

Number of pages: 35 Posted: 18 Nov 2005
Bong-Gyu Jang and Hyeng Keun Koo
Pohang University of Science and Technology (POSTECH) and Ajou University - Department of Business Administration
Downloads 431 (70,116)
Citation 4

Abstract:

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American option, American contingent claim, regime switch, stochastic volatility

Limited Commitment, Business Cycle, and Portfolio Selection

Number of pages: 49 Posted: 06 Feb 2015 Last Revised: 13 Aug 2019
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim and Jane Yoo
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 216 (148,543)

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Consumption and Investment; Portfolio Selection; Endogenous Credit; Regime Switch; Unsecured Borrowing

Limited Commitment, Business Cycle, and Portfolio Selection

Number of pages: 60 Posted: 26 Sep 2018
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim and Jane Yoo
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 24 (538,408)
Citation 2

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

Optimal Multi-Agent Performance Measures for Team Contracts

Number of pages: 22 Posted: 14 Nov 2006
Jaeyoung Sung, Hyeng Keun Koo and Gyoocheol Shim
Ajou University, Ajou University - Department of Business Administration and Bank of Korea
Downloads 160 (194,482)

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principal-agent problem, many agents, moral hazard, team, performance measure, contracts, continuous-time model, martingale method

5.

Liquidation Shocks and Transaction Costs

Number of pages: 34 Posted: 14 Feb 2015
Bong-Gyu Jang, Hyeng Keun Koo and Seungkyu Lee
Pohang University of Science and Technology (POSTECH), Ajou University - Department of Business Administration and Pohang University of Science and Technology (POSTECH) - Dept. of Industrial and Management Engineering
Downloads 112 (256,732)
Citation 1

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recursive utility, transaction cost, elasticity of intertemporal substitution, wealth shock, liquidation shock

6.

What Determines Household Credit Limits?

Number of pages: 27 Posted: 08 Sep 2015 Last Revised: 26 Feb 2020
Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim and Jane Yoo
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 89 (299,378)
Citation 4

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

7.

Intertemporal Preference with Loss Aversion: Consumption and Risk Attitude

Number of pages: 39 Posted: 23 Oct 2019 Last Revised: 29 Jan 2020
Kyoung Jin Choi, Junkee Jeon and Hyeng Keun Koo
University of Calgary - Haskayne School of Business, Kyung Hee University - Department of Applied Mathematics and Ajou University - Department of Business Administration
Downloads 47 (420,876)

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consumption irreversibility, intertemporal loss aversion, excess sensitivity, excess smoothness, asymmetric sensitivities, U-shaped risky share, time-varying risk aversion

8.

Intertemporal Preference with Loss Aversion: Aggregate Consumption and Asset Management

Number of pages: 28 Posted: 12 Jun 2019 Last Revised: 13 Jan 2020
Kyoung Jin Choi, Junkee Jeon and Hyeng Keun Koo
University of Calgary - Haskayne School of Business, Kyung Hee University - Department of Applied Mathematics and Ajou University - Department of Business Administration
Downloads 41 (440,156)

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Consumption irreversibility, intertemporal loss aversion, consumption autocorrelation, asset management, durable good, multiple goods

9.

Sticky Consumption, Business Cycle, and Asset Pricing

Number of pages: 59 Posted: 08 Nov 2019 Last Revised: 18 Mar 2020
Kyoung Jin Choi, Junkee Jeon and Hyeng Keun Koo
University of Calgary - Haskayne School of Business, Kyung Hee University - Department of Applied Mathematics and Ajou University - Department of Business Administration
Downloads 30 (494,259)
Citation 3

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Sticky Consumption, Consumption, Heterogeneity, Predictability, Risk-Return, Sharpe Ratio, Intertemporal Loss Aversion, Time-varying Risk Aversion

10.

Continuous-Time Portfolio Selection: A Cursory Survey

Number of pages: 20 Posted: 17 Dec 2019 Last Revised: 07 Feb 2020
Se Yung Bae, Junkee Jeon and Hyeng Keun Koo
Ajou University - Department of Financial Engineering, Kyung Hee University - Department of Applied Mathematics and Ajou University - Department of Business Administration
Downloads 27 (505,021)

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Portfolio Selection, Dynamic Programming, Maximum Principle, Dual Martingale Approach, Retirement, Protection of Spending Power

11.

Social Insurance for the Elderly

Number of pages: 45 Posted: 07 Mar 2020
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo and Kyunghyun Park
Ajou University - Department of Financial Engineering, Kyung Hee University - Department of Applied Mathematics, Ajou University - Department of Business Administration and Department of Mathematical Sciences, Seoul National University
Downloads 4 (651,649)

Abstract:

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Social Insurance, Consumption, Portfolio Selection, Retirement, Optimal stopping problem, Duality