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Faculty

Professor

List
  • Associate Professor FinTech/Finance
  • LIM, BYUNG HWA
CV1

Research Interest 

Asset Pricing, Portfolio Optimization, FinTech (Blockchain)

Education

  • Ph.D. in Mathematical Science (M.S. & Ph.D. Joint Program), The Youngest Ph.D. of the Year, KAIST, 2009
  • B.S. in Mathematics, KAIST, 2004

Experience

  • 2022.02-Present: SKK Business School, Department of FinTech, Sungkyunkwan University, Associate Professor
  • 2019.04-2022.02: Department of Economics, Suwon University, Associate Professor
  • 2012.09-2019.03: Graduate School of Financial Engineering, Department of Economics & Finance, Suwon University, Assistant Professor
  • 2010.08-2012.08: Division of Corporate Research, Korea Economic Research Institute, Research Fellow
  • 2009.03-2010.07: Natural Science Research Institute, KAIST, Postdoctoral Researcher

Journal Articles

  • (2023)  Endogenous Credit, Business Cycle, and Portfolio Selection.  OPERATIONS RESEARCH.  Forthcoming, 
  • (2023)  Personal bankruptcy and post-bankruptcy liquidity constraint.  JOURNAL OF BANKING & FINANCE.  152,  106861
  • (2021)  Household utility maximization with life insurance: a CES utility case.  JAPAN JOURNAL OF INDUSTRIAL AND APPLIED MATHEMATICS.  38,  1
  • (2021)  Consumption and life insurance decisions under hyperbolic discounting and taxation.  ECONOMIC MODELLING.  94,  1