Yong Hyun Shin

Yong Hyun Shin

Sookmyung Women's University

H-index: 12

Asia-South Korea

About Yong Hyun Shin

Yong Hyun Shin, With an exceptional h-index of 12 and a recent h-index of 10 (since 2020), a distinguished researcher at Sookmyung Women's University, specializes in the field of Mathematical Finance, Quantitative Finance, Portfolio Selection.

His recent articles reflect a diverse array of research interests and contributions to the field:

Detecting clusters and tracing management of water distribution system using space–time scan statistics and utility network modeling

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

Portfolio selection and job switching with CARA utility

The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement

Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints

Optimal consumption/investment and retirement with necessities and luxuries

An integral equation representation for optimal retirement strategies in portfolio selection problem

Optimal retirement in a general market environment

Yong Hyun Shin Information

University

Position

Department of Mathematics

Citations(all)

559

Citations(since 2020)

333

Cited By

370

hIndex(all)

12

hIndex(since 2020)

10

i10Index(all)

15

i10Index(since 2020)

11

Email

University Profile Page

Sookmyung Women's University

Google Scholar

View Google Scholar Profile

Yong Hyun Shin Skills & Research Interests

Mathematical Finance

Quantitative Finance

Portfolio Selection

Top articles of Yong Hyun Shin

Title

Journal

Author(s)

Publication Date

Detecting clusters and tracing management of water distribution system using space–time scan statistics and utility network modeling

Process Safety and Environmental Protection

Juwon Lee

Sook-Hyun Nam

Jae-Wuk Koo

Yonghyun Shin

Eunju Kim

...

2024/5/1

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

The North American Journal of Economics and Finance

Donghyun Kim

Yong Hyun Shin

Ji-Hun Yoon

2024/1/1

Portfolio selection and job switching with CARA utility

Journal of Computational and Applied Mathematics

Yong Hyun Shin

Ho-Seok Lee

2023/8/1

The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement

Computational and Applied Mathematics

Dayoon Kim

Yong Hyun Shin

2023/6

Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints

Japan Journal of Industrial and Applied Mathematics

Junkee Jeon

Myungjoo Kang

Yong Hyun Shin

2021/2

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

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

Quantitative Finance

Kyunghyun Park

Hyoseob Lee

Yong Hyun Shin

2021/6/3

Optimal consumption and portfolio selection with lower and upper bounds on consumption

Advances in Difference Equations

Kum-Hwan Roh

Yong Hyun Shin

2020/12

See List of Professors in Yong Hyun Shin University(Sookmyung Women's University)

Co-Authors

H-index: 15
Hyeng Keun Koo

Hyeng Keun Koo

Ajou University

H-index: 10
KJ (Kyoung Jin) Choi

KJ (Kyoung Jin) Choi

University of Calgary

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