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DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION
Jin Choi, Kyoung; Shim, Gyoocheol - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 443
Persistent link: https://www.econbiz.de/10008222758
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Optimal investment and consumption decision of a family with life insurance
Kwak, Minsuk; Shin, Yong Hyun; Choi, U Jin - In: Insurance / Mathematics & economics 48 (2011) 2, pp. 176-189
Persistent link: https://www.econbiz.de/10008812738
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OPTIMAL PORTFOLIO, CONSUMPTION-LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY
Jinchoi, Kyoung; Shim, Gyoocheol; Hyunshin, Yong - In: Mathematical finance : an international journal of … 18 (2008) 3, pp. 445-472
Persistent link: https://www.econbiz.de/10008221064
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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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OPTIMAL MULTI-AGENT PERFORMANCE MEASURES FOR TEAM CONTRACTS
Keunkoo, Hyeng; Shim, Gyoocheol; Sung, Jaeyoung - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 649
Persistent link: https://www.econbiz.de/10008103926
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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
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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. 419-436
Persistent link: https://www.econbiz.de/10006606775