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An optimal job, consumption/leisure, and investment policy
Shim, Gyoocheol; Shin, Yong Hyun - In: Operations research letters 42 (2014) 2, pp. 145-149
Persistent link: https://www.econbiz.de/10010364581
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Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
Shim, Gyoocheol - In: Operations research letters 39 (2011) 4, pp. 283-288
Persistent link: https://www.econbiz.de/10009295640
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A reflected diffusion process in a regime-switching environment
Jang, Bong-gyu; Shim, Gyoocheol - In: Operations research letters 36 (2008) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10003773586
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A reflected diffusion process in a regime-switching environment
Jang, Bong-Gyu; Shim, Gyoocheol - In: Operations research letters 36 (2008) 2, pp. 177-183
Persistent link: https://www.econbiz.de/10007915372
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Consumption/investment problem when the investment opportunity set can be enlarged by information gathering
Shim, Gyoocheol - In: Operations research letters 39 (2011) 4, pp. 283-289
Persistent link: https://www.econbiz.de/10009181182