Graduate School of Business Administration
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Associate Professor
FinTech/Finance
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LIM, BYUNG HWA
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Research Interest
Asset Pricing, Portfolio Optimization, FinTech (Blockchain)
Education
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Ph.D. in Mathematical Science (M.S. & Ph.D. Joint Program), The Youngest Ph.D. of the Year, KAIST, 2009
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B.S. in Mathematics, KAIST, 2004
Experience
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2022.02-Present: SKK Business School, Department of FinTech, Sungkyunkwan University, Associate Professor
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2019.04-2022.02: Department of Economics, Suwon University, Associate Professor
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2012.09-2019.03: Graduate School of Financial Engineering, Department of Economics & Finance, Suwon University, Assistant Professor
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2010.08-2012.08: Division of Corporate Research, Korea Economic Research Institute, Research Fellow
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2009.03-2010.07: Natural Science Research Institute, KAIST, Postdoctoral Researcher
Journal Articles
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(2023)
Endogenous Credit, Business Cycle, and Portfolio Selection.
OPERATIONS RESEARCH.
Forthcoming,
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(2023)
Personal bankruptcy and post-bankruptcy liquidity constraint.
JOURNAL OF BANKING & FINANCE.
152,
106861
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(2021)
Household utility maximization with life insurance: a CES utility case.
JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS.
38,
1
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(2021)
Consumption and life insurance decisions under hyperbolic discounting and taxation.
ECONOMIC MODELLING.
94,
1