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Dr Seyoung Park

BA (Yonsei University), PhD (Pohang University of Science and Technology (POSTECH)), HEA Fellow (The Higher Edcuation Academy)
Associate Professor in Finance, Risk and Banking

Division: Finance, Risk and Banking
E-mail: Seyoung.Park@nottingham.ac.uk
Tel: +44 (0) 115 8466023
Location: A10 (South Building, Jubilee Campus)

Seyoung obtained his PhD (2015) in Investment and Risk Management at Pohang Un iversity of Science and Technology (POSTECH) in South Korea. After his PhD, he worked for the Credit Finance Associate of Korea (CREFIA) as Research Associate (2015-2016). He also worked for the Risk Management Institute (RMI) at the National University of Singapore (NUS) as Research Fellow (2016-2017).

He started his permanent academic lectureship (assistant professorship) in Finance at Loughborough University (2017-2019). Currently, he is working for Nottingham University Business School as Associate Professor in the Finance, Risk and Banking division.

Homepage: https://sites.google.com/site/seyoungpark86/


Areas of Expertise
Seyoung's research expertise is on quantitative modelling and its interaction with Finance/Economics. He has studied household finance with focuses on individual life-cycle decisions such as consumption and savings, investment, and retirement. He is specially interested in asset pricing imp lications of household finance in incomplete markets. His research subjects include pension, insurance, and retirement. He is also familiar with Financial Engineering/Mathematical Finance.

Seyoung is module convenor of the following modules:


MSc

Corporate Risk (BUSI4452)
Fixed Interest Investment (BUSI4446)


Details of all modules can be found on MyNottingham

 

Older Publications



Older Publications

Journal Articles

Jang, B.-G.; Park, S.; Rhee, Y. (2013), "Optimal retirement with unemployment risks", Journal of Banking and Finance, Vol.37.



Recent Publications

Journal Articles

Jang, B.-G.; Park, S.; Zhao, H. (2020), "Optimal Retirement with Borrowing Constraints and Forced Unemployment Risk", Insurance, Mathematics and Economics, Vol.94, 25-39.

Kim, J. G.; Jang, B.-G.; Park, S. (2020), "Annuitization and Asset Allocation with Borrowing Constraint", Operations Research Letters, Vol.48(5), 549-551.

Kim, M. H.; Park, S.; Yoon, J. M. (2020), "Industry Portfolio Allocation with Asymmetric Correlations", European Journal of Finance, forthcoming 2020.

Park, S. (2020), "Verification theorems for models of optimal consumption and investment with annuitization", Mathematical Social Sciences, Vol.103, 36-44.

Jang, B.-G.; Koo, H. K.; Park, S. (2019), "Optimal consumption and investment with insurer default risk", Insurance, Mathematics and Economics, Vol.88, 44-56.

Park, S. (2018), "A generalization of Ramsey rule on discount rate with regime switching", Economics Letters, Vol.170, 147-150.

Bensoussan, A.; Jang, B.-G.; Park, S. (2016), "Unemployment Risks and Optimal Retirement in an Incomplete Market", Operations Research, Vol.64(4), 1015-1032.

Jang, B.-G.; Park, S. (2016), "Ambiguity and optimal portfolio choice with Value-at-Risk constraint", Finance Research Letters, Vol.18, 158-176.

Park, S. (2015), "A generalization of Yaari's result on annuitization with optimal retirement", Economics Letters, Vol.137, 17-20.

Park, S.; Jang, B.-G. (2014), "Optimal retirement strategy with a negative wealth constraint", Operations Research Letters, Vol.42, 208-212.



Chapters in Books

Park, S. (2017), "Social Security and Retirement Benefits: Programs, Perspectives and Future Directions", in New York, 21-34, Nova Science Publisher.

 

 

Nottingham University Business School

Jubilee Campus
Nottingham
NG8 1BB

telephone: +44 (0) 115 846 6602
email: business-enquiries@nottingham.ac.uk