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Search theory
Portfolio selection
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Jeon, Junkee
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Mathematics and financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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1
Pricing European continuous-installment currency options with mean-reversion
Jeon, Junkee
;
Kim, Geonwoo
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013413559
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2
Horizon effect on optimal retirement decision
Jeon, Junkee
;
Kwak, Minsuk
;
Park, Kyunghyun
- In:
Quantitative finance
23
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10013490961
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3
Optimal retirement and portfolio selection with consumption ratcheting
Jeon, Junkee
;
Park, Kyunghyun
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 353-397
Persistent link: https://www.econbiz.de/10012240299
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4
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
Saved in:
5
Optimal retirement under partial information
Chen, Kexin
;
Jeon, Junkee
;
Wong, Hoi Ying
- In:
Mathematics of operations research
47
(
2022
)
3
,
pp. 1802-1832
Persistent link: https://www.econbiz.de/10013374972
Saved in:
6
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
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