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Intertemporal preference with loss aversion : consumption and risk-attitude

Choi, Kyoung Jin; Jeon, Junkee; Koo, Hyeng-keun - In: Journal of economic theory 200 (2022), pp. 1-47

Persistent link: https://www.econbiz.de/10013192537

Optimal long-term contracts with disability insurance under limited commitment

Choi, Kyoung Jin; Jeon, Junkee; Lee, Ho-Seok; Lin, … - In: Insurance / Mathematics & economics 104 (2022), pp. 99-132

Persistent link: https://www.econbiz.de/10013264940

A preference change and discretionary stopping in a consumption and porfolio selection problem

Choi, Kyoung Jin; Koo, Hyeng Keun - In: Computational Statistics 61 (2005) 3, pp. 419-435

We study an optimal consumption-portfolio selection problem in which an economic agent is able to choose a discretionary stopping time in a continuous-time framework. We focus on studying the problem for the case where the agent’s preference changes around the stopping time. We obtain the...

Persistent link: https://www.econbiz.de/10010847519

A preference change and discretionary stopping in a consumption and porfolio selection problem

Choi, Kyoung Jin; Koo, Hyeng Keun - In: Mathematical Methods of Operations Research 61 (2005) 3, pp. 419-435

Persistent link: https://www.econbiz.de/10010949956

Portfolio selection with consumption ratcheting

Jeon, Junkee; Koo, Hyeng-keun; Shin, Yong Hyun - In: Journal of economic dynamics & control 92 (2018), pp. 153-182

Persistent link: https://www.econbiz.de/10011974418

Social insurance for the elderly

Bae, Se Yung; Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Economic modelling 91 (2020), pp. 274-299

Persistent link: https://www.econbiz.de/10012429064

Finite horizon portfolio selection with durable goods

Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematical social sciences 111 (2021), pp. 55-67

Persistent link: https://www.econbiz.de/10012615622

An integral equation representation for optimal retirement strategies in portfolio selection problem

Jeon, Junkee; Koo, Hyeng-keun; Shin, Yong Hyun; Yang, Zhou - In: Computational economics 58 (2021) 3, pp. 885-914

Persistent link: https://www.econbiz.de/10012651047

Human capital and portfolio choice : borrowing constraint and reversible retirement

Jeon, Junkee; Koo, Hyeng-keun; Kwak, Minsuk - In: Mathematics and financial economics 18 (2024) 1, pp. 113-150

Persistent link: https://www.econbiz.de/10015045587

Optimal finite horizon contract with limited commitment

Jeon, Junkee; Koo, Hyeng-keun; Park, Kyunghyun - In: Mathematics and financial economics 16 (2022) 2, pp. 267-315

Persistent link: https://www.econbiz.de/10013167937