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OPTIMAL PORTFOLIO, CONSUMPTION...
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ECONIS (ZBW)
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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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2
A wealth-dependent investment opportunity set : its effect on optimal consumption and portfolio decisions
Choi, Sungsub
;
Koo, Hyeng-keun
;
Shim, Gyoocheol
; …
- In:
Annals of economics and finance
4
(
2003
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10001930292
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3
The crisis and financial engineering
Koo, Hyeng-keun
;
Shim, Gyoocheol
- In:
Risk and decision analysis
2
(
2010/11
)
3
,
pp. 161-170
Persistent link: https://www.econbiz.de/10009304344
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4
The effects of monetary policy under the credit scoring system : the experience from Korea in the early 2000s
Koo, Jaewoon
;
Moon, Ho Seong
;
Shim, Gyoocheol
- In:
Korea and the world economy
11
(
2010
)
3
,
pp. 439-458
Persistent link: https://www.econbiz.de/10009755185
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5
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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6
Disutility, optimal retirement, and portfolio selection
Choi, Kyoung Jin
;
Shim, Gyoocheol
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 443-467
Persistent link: https://www.econbiz.de/10003326047
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7
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
Saved in:
8
Optimal multi-agent performance measures for team contracts
Koo, Hyeng-keun
;
Shim, Gyoocheol
;
Sung, Jaeyoung
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 649-667
Persistent link: https://www.econbiz.de/10003769026
Saved in:
9
Optimal portfolio, consumption-leisure and retirement choice problem with ces utility
Choi, Kyoung Jin
;
Shim, Gyoocheol
;
Shin, Yong Hyun
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 445-472
Persistent link: https://www.econbiz.de/10003752314
Saved in:
10
Optimal consumption and investment with a wealth-dependent time-varying investment opportunity
Shim, Gyoocheol
;
Koo, Hyeng-keun
- In:
Annals of economics and finance
16
(
2015
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10011317785
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