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The valuation of real options for risky barrier to entry with hybrid stochastic and local volatility and stochastic investment costs

Kim, Donghyun; Shin, Yong Hyun; Yoon, Ji-Hun - In: The North American journal of economics and finance : a … 70 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014491977

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

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. 176-188

Persistent link: https://www.econbiz.de/10008989358

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

The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement

Lim, Byung Hwa; Lee, Ho-Seok; Shin, Yong Hyun - In: Finance research letters 25 (2018), pp. 213-221

Persistent link: https://www.econbiz.de/10012003529

Optimal Investment and Consumption Decision of Family with Life Insurance

Kwak, Minsuk - 2010

We study an optimal portfolio and consumption choice problem of family that combines life insurance of parents who receive deterministic labor income until the fixed time T. We consider utility functions of parents and children separately and assume that parents have uncertain lifetime. If...

Persistent link: https://www.econbiz.de/10013152488

Effects of a government subsidy and labor flexibility on portfolio selection and retirement

Park, Kyunghyun; Lee, Hyoseob; Shin, Yong Hyun - In: Quantitative finance 21 (2021) 6, pp. 967-989

Persistent link: https://www.econbiz.de/10012515628

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

Optimal consumption/investment and retirement with necessities and luxuries

Koo, Hyeng-keun; Roh, Kum-Hwan; Shin, Yong Hyun - In: Mathematical methods of operations research : ZOR 94 (2021) 2, pp. 281-317

Persistent link: https://www.econbiz.de/10012793524

Borrowing constraints, effective flexibility in labor supply, and portfolio selection

Lee, Ho-Seok; Shim, Gyoocheol; Shin, Yong Hyun - In: Mathematics and financial economics 13 (2019) 2, pp. 173-208

Persistent link: https://www.econbiz.de/10012055785