Hyeng Keun Koo
Ajou University
H-index: 15
Asia-South Korea
Top articles of Hyeng Keun Koo
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
American put options with regime-switching volatility | Journal of Derivatives and Quantitative Studies: 선물연구 | Bong-Gyu Jang Hyeng Keun Koo | 2024/4/19 |
Lifetime Portfolio Choice with Costly Adjustment for Living Standard | Available at SSRN | Junkee Jeon Hyeng Keun Koo Jehan Oh | 2024/3/1 |
Lifetime Portfolio Choice with Adjustment Costs for Living Standard | Junkee Jeon Hyeng Keun Koo Jehan Oh | 2024/2/23 | |
Growth in fund models | Available at SSRN 4180821 | Constantinos Kardaras Hyeng Keun Koo Johannes Ruf | 2023/2/23 |
Endogenous credit, business cycle, and portfolio selection | Operations Research https://doi.org/10.1287/opre.2021.0351open_in_newPublish | Kyoung Jin Choi Hyeng Keun Koo Byung Hwa Lim Jane Yoo | 2023/12 |
A two-person zero-sum game approach for a retirement decision with borrowing constraints | Available at SSRN 4189903 | Junkee Jeon Hyeng Keun Koo Minsuk Kwak | 2023/8/5 |
A model of retirement and consumption-portfolio choice | Bulletin of the Korean Mathematical Society | Junkee Jeon Hyeng Keun Koo | 2023/7/31 |
An analysis of the evolution of global financial network of the coordinated portfolio investment survey | International Review of Finance | Sang Jin Ahn Jae Woong Jung Hyeng Keun Koo Seryoong Ahn | 2023/6 |
Human Capital and Portfolio Choice: Borrowing Constraint and Reversible Retirement | Available at SSRN 4404422 | Junkee Jeon Hyeng Keun Koo Minsuk Kwak | 2023/3/30 |
Estimation of growth in fund models | arXiv preprint arXiv:2208.02573 | Constantinos Kardaras Hyeng Keun Koo Johannes Ruf | 2022/8/4 |
Optimal finite horizon contract with limited commitment | Mathematics and Financial Economics | Junkee Jeon Hyeng Keun Koo Kyunghyun Park | 2022/4 |
Intertemporal preference with loss aversion: Consumption and risk-attitude | Journal of Economic Theory | Kyoung Jin Choi Junkee Jeon Hyeng Keun Koo | 2022/3 |
Optimal portfolio choice in a binomial-tree and its convergence | East Asian mathematical journal | Seungwon Jeong Sang Jin Ahn Hyeng Keun Koo Seryoong Ahn | 2022 |
Finite horizon portfolio selection with durable goods | Mathematical Social Sciences | Junkee Jeon Hyeng Keun Koo Kyunghyun Park | 2021/5/1 |
A Unified Approach to Retirement and Consumption-Portfolio Choice | arXiv preprint arXiv:2111.00369 | Junkee Jeon Hyeng Keun Koo | 2021/10/31 |
Asset Pricing with Consumption Frictions | Available at SSRN 3475159 | Kyoung Jin Choi Junkee Jeon Hyeng Keun Koo | 2021/3/13 |
Optimal consumption/investment and retirement with necessities and luxuries | Mathematical Methods of Operations Research | Hyeng Keun Koo Kum-Hwan Roh Yong Hyun Shin | 2021/10 |
An integral equation representation for optimal retirement strategies in portfolio selection problem | Computational Economics | Junkee Jeon Hyeng Keun Koo Yong Hyun Shin Zhou Yang | 2021/10 |
Optimal retirement in a general market environment | Applied Mathematics & Optimization | Zhou Yang Hyeng Keun Koo Yong Hyun Shin | 2021/8 |
A problem of optimal switching and singular control with discretionary stopping in portfolio selection | arXiv preprint arXiv:2107.11735 | Junkee Jeon Hyeng Keun Koo | 2021/7/25 |
Co-Authors
