Kyoung Jin Choi

University of Calgary - Haskayne School of Business

Dr

2500 University Drive, NW

Calgary, Alberta T2N 1N4

Canada

http://sites.google.com/site/kyoungjinchoiecon/

SCHOLARLY PAPERS

14

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15

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Scholarly Papers (14)

Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with Ces Utility

Number of pages: 40 Posted: 29 Aug 2006
Kyoung Jin Choi, Gyoocheol Shim and Yong Hyun Shin
University of Calgary - Haskayne School of Business, Bank of Korea and Department of Mathematics, Sookmyung Women's University
Downloads 334 (87,430)

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Consumption, leisure, portfolio selection, retirement, CES utility, labor income

Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility

Mathematical Finance, Vol. 18, Issue 3, pp. 445-472, July 2008
Number of pages: 28 Posted: 16 Jun 2008
Kyoung Jin Choi, Gyoocheol Shim and Yong Hyun Shin
University of Calgary - Haskayne School of Business, KAIST College of Business and Department of Mathematics, Sookmyung Women's University
Downloads 4 (636,784)
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2.

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 289 (103,164)

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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.

3.

The Impact of Firm Size on Dynamic Incentives and Investment

RAND Journal of Economics, Forthcoming
Number of pages: 50 Posted: 24 Sep 2011 Last Revised: 28 Feb 2019
Chang Koo Chi and Kyoung Jin Choi
Norwegian School of Economics (NHH) and University of Calgary - Haskayne School of Business
Downloads 229 (131,190)

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Time-Varying Firm Size, Size-Dependence Regularity, Firm Size Effect, Dynamic Moral Hazard, Investment

Limited Commitment, Business Cycle, and Portfolio Selection

Number of pages: 53 Posted: 06 Feb 2015 Last Revised: 26 Mar 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 190 (156,422)

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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 19 (542,617)

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

5.

Bitcoin Microstructure and the Kimchi Premium

Number of pages: 36 Posted: 18 Jun 2018
Kyoung Jin Choi, Alfred Lehar and Ryan Stauffer
University of Calgary - Haskayne School of Business, University of Calgary - Haskayne School of Business and University of Calgary - Haskayne School of Business
Downloads 188 (157,991)

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Bitcoin, Limits to Arbitrage, Cryptocurrencies, Fintech

6.

Decision Horizon and Idiosyncratic Risk

Number of pages: 64 Posted: 07 Dec 2013 Last Revised: 17 Mar 2019
Kyoung Jin Choi, Minsuk Kwak, Gyoocheol Shim and Wei Wei
University of Calgary - Haskayne School of Business, Department of Mathematics, Hankuk University of Foreign Studies, Ajou University - Department of Financial Engineering and University of Oklahoma
Downloads 184 (161,070)

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Real options, Decision horizon, Idiosyncratic volatility, Project selection, Firm investments, Incomplete markets

7.

Time Preference and Real Investment

Journal of Economic Dynamics and Control, Vol. 83, 2017
Number of pages: 46 Posted: 30 Jan 2014 Last Revised: 28 Feb 2019
Kyoung Jin Choi, Minsuk Kwak and Gyoocheol Shim
University of Calgary - Haskayne School of Business, Department of Mathematics, Hankuk University of Foreign Studies and Ajou University - Department of Financial Engineering
Downloads 169 (173,762)

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time preference, risk attitude, wealth effect, real option, idiosyncratic risk

8.

A Simple Asset Pricing Model with Heterogeneous Agents, Uninsurable Labor Income and Limited Stock Market Participation

Journal of Banking and Finance, Vol. 55, 2015
Number of pages: 25 Posted: 11 Jan 2014 Last Revised: 22 Sep 2016
Seryoong Ahn, Kyoung Jin Choi and Hyeng Keun Koo
Korea Housing Finance Corporation, University of Calgary - Haskayne School of Business and Ajou University
Downloads 144 (198,662)

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asset pricing, general equilibrium, equity premium, uninsurable labor income, limited stock market participation, heterogeneous preference

9.

Mirrlees Meets Modigliani-Miller: Double Taxation and Capital Structure

Number of pages: 43 Posted: 25 Sep 2011 Last Revised: 21 Oct 2012
Kyoung Jin Choi
University of Calgary - Haskayne School of Business
Downloads 130 (215,717)

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Corporate Income Tax, Double Taxation, Capital Structure, Mirrlees Taxation, Capital Tax, Debt and Equity

10.

The Determinants of Unsecured Credit Constraint

Number of pages: 22 Posted: 08 Sep 2015 Last Revised: 30 Jan 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 72 (318,754)

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

11.

When Does Limited Commitment Matter in a Production Economy?

Number of pages: 34 Posted: 07 Jan 2014 Last Revised: 03 Jun 2018
Kyoung Jin Choi and Jungho Lee
University of Calgary - Haskayne School of Business and Singapore Management University - School of Economics
Downloads 64 (339,425)

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Limited Commitment, Enforcement Constraints, First Best Allocation, Production Economy

12.

Disutility, Optimal Retirement, and Portfolio Selection

Mathematical Finance, Vol. 16, No. 2, pp. 443-467, April 2006
Number of pages: 25 Posted: 08 May 2006
Kyoung Jin Choi and Gyoocheol Shim
University of Calgary - Haskayne School of Business and KAIST College of Business
Downloads 20 (512,365)
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13.

Consumption Ratcheting and Loss Aversion

Number of pages: 79 Posted: 12 Jun 2019
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 11 (565,015)

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Duesenberry, consumption irreversibility, consumption ratcheting, loss aversion, consumption excess sensitivity, consumption excess smoothness, portfolio choice, time-varying risk aversion

14.

Performance Measurement in Agency Models

NHH Dept. of Economics Discussion Paper No. 5/2019
Number of pages: 28 Posted: 28 Feb 2019
Chang-Koo Chi and Kyoung Jin Choi
Norwegian School of Economics (NHH) - Department of Economics and University of Calgary - Haskayne School of Business
Downloads 9 (577,184)

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agency problems, performance measurement, informativeness criterion, signal orderings