Optimal investment and consumption decision of a family with life insurance M Kwak, YH Shin, UJ Choi Insurance: Mathematics and Economics 48 (2), 176-188, 2011 | 65 | 2011 |
Optimal portfolio selection with life insurance under inflation risk M Kwak, BH Lim Journal of Banking & Finance 46, 59-71, 2014 | 64 | 2014 |
Dynamic preferences for popular investment strategies in pension funds C Bernard, M Kwak Scandinavian Actuarial Journal 2016 (5), 398-419, 2016 | 30 | 2016 |
Semi-static hedging of variable annuities C Bernard, M Kwak Insurance: Mathematics and Economics 67, 173-186, 2016 | 19 | 2016 |
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities J Jeon, M Kwak Insurance: Mathematics and Economics 83, 93-109, 2018 | 16 | 2018 |
Optimal portfolio, consumption and retirement decision under a preference change M Kwak, YH Shin, UJ Choi Journal of mathematical analysis and applications 355 (2), 527-540, 2009 | 14 | 2009 |
Cumulative Prospect Theory with Generalized Hyperbolic Skewed Distribution M Kwak, TA Pirvu SIAM Journal on Financial Mathematics 9 (1), 54-89, 2018 | 13 | 2018 |
Bequest motive and incentive to retire: Consumption, investment, retirement, and life insurance strategies BH Lim, M Kwak Finance Research Letters 16, 19-27, 2016 | 13 | 2016 |
Numerical approximation of the implied volatility under arithmetic Brownian motion J Choi, K Kim, M Kwak Applied Mathematical Finance 16 (3), 261-268, 2009 | 13 | 2009 |
A Black–Scholes user's guide to the Bachelier model J Choi, M Kwak, CW Tee, Y Wang Journal of Futures Markets 42 (5), 959-980, 2022 | 11 | 2022 |
Time preference and real investment KJ Choi, M Kwak, G Shim Journal of Economic Dynamics and Control 83, 18-33, 2017 | 9 | 2017 |
Horizon effect on optimal retirement decision J Jeon, M Kwak, K Park Quantitative Finance 23 (1), 123-148, 2023 | 8 | 2023 |
Pricing variable annuity with surrender guarantee J Jeon, M Kwak Journal of Computational and Applied Mathematics 393, 113508, 2021 | 8 | 2021 |
The impact of a partial borrowing limit on financial decisions BH Lim, M Kwak Quantitative Finance 19 (5), 859-883, 2019 | 7 | 2019 |
A multiperiod equilibrium pricing model M Kwak, TA Pirvu, H Zhang Journal of Applied Mathematics 2014, 2014 | 7 | 2014 |
Risk minimization and portfolio diversification F Pourbabaee, M Kwak, TA Pirvu Quantitative Finance 16 (9), 1325-1332, 2016 | 5 | 2016 |
Investment under Ambiguity and Regime-Switching Environment K Kim, M Kwak, UJ Choi Available at SSRN 1424604, 2009 | 5 | 2009 |
A two-person zero-sum game approach for a retirement decision with borrowing constraints J Jeon, HK Koo, M Kwak Available at SSRN 4189903, 2023 | 3 | 2023 |
Longevity bond pricing in equilibrium P Jevtic, M Kwak, TA Pirvu 3rd International Conference on Computational Finance (ICCF2019), 67, 2017 | 3 | 2017 |
Optimal consumption and investment with welfare constraints J Jeon, M Kwak Finance and Stochastics, 1-61, 2024 | 2 | 2024 |