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Ho-Seok Lee
Institution:
Kwangwoon University
Observed institutions:
Pohang University of Science and Technology,
Korea Advanced Institute of Science and Technology,
Kwangwoon University,
Sookmyung Women's University,
Korea Exchange
ORCID:
0000-0002-0782-5182
Observed ORCID:
0000-0002-0782-5182
OpenAlex ID:
A5101042982
Borrowing constraints, effective flexibility in labor supply, and portfolio selection
2018
·
Ho-Seok Lee
, Gyoocheol Shim
, et al.
·
Mathematics and Financial Economics
·
21
A first-passage-time model under regime-switching market environment
2008
·
Mi Ae Kim
, Bong-Gyu Jang
, et al.
·
Journal of Banking & Finance
·
19
The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement
2017
·
Byung Hwa Lim
, Ho-Seok Lee
, et al.
·
Finance research letters
·
11
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: A dynamic programming approach
2015
·
Ho-Seok Lee
, Yong Hyun Shin
·
Journal of Mathematical Analysis and Applications
·
10
Portfolio decision with a quadratic utility and inflation risk
2018
·
Byung Hwa Lim
, Ho-Seok Lee
·
Advances in Difference Equations
·
9
PDF
An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints
2016
·
Ho-Seok Lee
, Yong Hyun Shin
·
Japan Journal of Industrial and Applied Mathematics
·
7
Household utility maximization with life insurance: a CES utility case
2020
·
Byung Hwa Lim
, Ho-Seok Lee
·
Japan Journal of Industrial and Applied Mathematics
·
5
Life Insurance and Subsistence Consumption with an Exponential Utility
2021
·
Ho-Seok Lee
·
Mathematics
·
4
PDF
Personal bankruptcy and post-bankruptcy liquidity constraint
2023
·
Ho-Seok Lee
, Byung Hwa Lim
·
Journal of Banking & Finance
·
2
Short-Term Market Changes and Market Making with Inventory
2020
·
Jin Gi Kim
, Sam Beatson
, et al.
·
SSRN Electronic Journal
·
2
Optimal Insurance Contracts with Limited Commitment and Unobservable Disability
2019
·
Kyoung Jin Choi
, Junkee Jeon
, et al.
·
Insurance Mathematics and Economics
·
2
A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints
2017
·
Ho-Seok Lee
, Byung Lim Koo
, et al.
·
Japan Journal of Industrial and Applied Mathematics
·
2
Borrowing constraints and marginal propensity to consume: Role of negative wealth constraint
2026
·
Ho-Seok Lee
, Seyoung Park
, et al.
·
Finance research letters
·
1
Consumption-portfolio choice with subsistence consumption and risk aversion change at retirement
2018
·
Ho-Seok Lee
·
Journal of Inequalities and Applications
·
1
PDF
Optimal Consumption, Portfolio, and Life Insurance With Borrowing Constraint and Risk Aversion Change
2016
·
Ho-Seok Lee
·
Journal of the Chungcheng Mathematical Society
·
1
PDF
Work hour flexibility and job mobility
2025
·
Yong Hyun Shin
, Ho-Seok Lee
·
Finance research letters
Portfolio selection and job switching with CARA utility
2023
·
Yong Hyun Shin
, Ho-Seok Lee
·
Journal of Computational and Applied Mathematics
Cara Utility and Optimal Retirement
2021
·
Jongsung Choi
, Ho-Seok Lee
·
Journal of applied mathematics & informatics
Optimal Investment, Consumption and Leisure with an Option to File for Bankruptcy
2020
·
Byung Hwa Lim
, Ho-Seok Lee
·
Symmetry
European Contingent Claims Valuation Under Regime Switching Using the Mellin Transform Approach
2015
·
Ho-Seok Lee
, Yong Hyun Shin
·
Journal of the Chungcheng Mathematical Society
PDF
Optimal Portfolio With a Wage Increase
2013
·
Ho-Seok Lee
·
Journal of the Chungcheng Mathematical Society
PDF
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Works count:
21
Citation count:
97
H-index:
6
I10-index:
4
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