← All authors Byung Hwa Lim Sungkyunkwan University (from arXiv:2601.17773, 2026) · ORCID · OpenAlex
30 papers in scope · 29 published · 1 on the econ.EM arXiv · 314 citations · h-index 9 (over the papers listed here)
Related authors The 4 authors closest to this one in our weighted citation graph, most related first.
Hyun-Gyoon Kim Jeonggyu Huh Seungwon Jeong Hyeng Keun Koo Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (1 of 30)
working paper 2026 · arXiv
Optimal recursive utility maximization with debt-to-income limits
published 2025 · Quantitative Finance · 1 citations · first circulated 2023
with Kyoung Jin Choi, Minsuk Kwak
Predicting Domestic Corporate Bond Credit Spreads via Deep Learning
published 2025 · Korean Management Science Review · 1 citations
with Taeseon Yoon, Donghee Son
Understanding Crypto Spot ETFs and Their Policy Implications for Korea
published 2025 · Global Financial Review
with Kyoung Jin Choi
Endogenous Credit, Business Cycle, and Portfolio Selection
published 2023 · Operations Research · 11 citations
with Kyoung Jin Choi, Hyeng Keun Koo, Jane Yoo
Understanding of Financial System with Digital Assets
published 2023 · Global Financial Review · 1 citations
Personal bankruptcy and post-bankruptcy liquidity constraint
published 2023 · Journal of Banking & Finance · 2 citations
with Ho-Seok Lee
Blockchain and Sustainable Finance
published 2021 · Global Financial Review
Consumption and life insurance decisions under hyperbolic discounting and taxation
published 2020 · Economic Modelling · 15 citations
with Ja Eun Koo
Trends in Global Introduction of Central Bank Digital Currency (CBDC) and Its Implicatiions
published 2020 · Global Financial Review
The impact of a partial borrowing limit on financial decisions
published 2018 · Quantitative Finance · 9 citations
with Minsuk Kwak
Portfolio decision with a quadratic utility and inflation risk
published 2018 · Advances in Difference Equations · 7 citations
with Ho-Seok Lee
Optimal Consumption and Investment under Time-Varying Liquidity Constraints
published 2018 · Journal of Financial and Quantitative Analysis · 37 citations
with Seryoong Ahn, Kyoung Jin Choi
THE EFFECTS OF TAXATION ON OPTIMAL CONSUMPTION AND INVESTMENT
published 2018 · Journal of the Chungcheong Mathematical Society
The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement
published 2017 · Finance research letters · 12 citations
with Ho-Seok Lee, Yong Hyun Shin
Robust consumption and portfolio rules with time-varying model confidence
published 2016 · Finance research letters · 2 citations
with Bong-Gyu Jang, Seungkyu Lee
PORTFOLIO SELECTION WITH INCOME RISK: A NEW APPROACH
published 2016 · Journal of the Chungcheng Mathematical Society
Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies
published 2015 · Finance research letters · 22 citations
with Minsuk Kwak
Optimal portfolio selection with life insurance under inflation risk
published 2014 · Journal of Banking & Finance · 72 citations · first circulated 2013
with Minsuk Kwak
Optimal Consumption and Investment under Relative Liquidity Constraints
published 2014 · 한국재무학회 학술대회
with Seryoong Ahn, Kyoung Jin Choi
THE EFFECT OF INFLATION RISK AND SUBSISTENCE CONSTRAINTS ON PORTFOLIO CHOICE
published 2013 · Journal of the Korea Society for Industrial and Applied Mathematics · 6 citations
A Risk-Averse Insider and Asset Pricing in Continuous Time
published 2013 · Management Science and Financial Engineering · 4 citations
PORTFOLIO CHOICE UNDER INFLATION RISK: MARTINGALE APPROACH
published 2013 · Journal of the Chungcheng Mathematical Society
Optimal Asset Allocation with Minimum Performance and Inflation Risk
published 2013 · Korean Management Science Review
Robust Consumption and Portfolio Rules with a New State Variable
published 2011 · 한국재무학회 학술대회
with Bong-Gyu Jang, Seungkyu Lee
Comparison of optimal portfolios with and without subsistence consumption constraints
published 2010 · Nonlinear Analysis · 8 citations
with Yong Hyun Shin
Optimal investment, consumption and retirement decision with disutility and borrowing constraints
published 2010 · Quantitative Finance · 42 citations · first circulated 2009
with Yong Hyun Shin
Optimal Consumption and Portfolio Selection with Portfolio Constraints
published 2009 · Frontiers in Neurology · 7 citations
with U Jin Choi
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
published 2008 · Journal of Mathematical Analysis and Applications · 21 citations
with Yong Hyun Shin, U Jin Choi
Optimal consumption and portfolio selection problem with downside consumption constraints
published 2007 · Applied Mathematics and Computation · 34 citations
with Yong Hyun Shin, U Jin Choi
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