Hyeng Keun Koo

Publication Activity (10 Years)

Years Active: 1999-2024
Publications (10 Years): 8

Top Topics

Multistage Stochastic

Portfolio Selection

Top Venues

Math. Oper. Res.

Math. Soc. Sci.

J. Econ. Theory

Math. Methods Oper. Res.

Publications

Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim, Jane Yoo
Endogenous Credit, Business Cycle, and Portfolio Selection. Oper. Res. 72 (3) (2024)
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo
Intertemporal preference with loss aversion: Consumption and risk-attitude. J. Econ. Theory 200 (2022)
Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin
Optimal consumption/investment and retirement with necessities and luxuries. Math. Methods Oper. Res. 94 (2) (2021)
Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park
Finite horizon portfolio selection with durable goods. Math. Soc. Sci. 111 (2021)
Se Yung Bae, Junkee Jeon, Hyeng Keun Koo
Continuous-Time Portfolio Selection: A Cursory Survey. Frontiers Appl. Math. Stat. 6 (2020)
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
Ratcheting with a bliss level of consumption. Optim. Lett. 13 (7) (2019)
Zhou Yang, Hyeng Keun Koo
Optimal Consumption and Portfolio Selection with Early Retirement Option. Math. Oper. Res. 43 (4) (2018)
Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. Math. Oper. Res. 40 (4) (2015)
Shanjian Tang, Wei Zhong, Hyeng Keun Koo
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection. SIAM J. Control. Optim. 49 (6) (2011)
Hyeng Keun Koo, Gyoocheol Shim
The crisis and financial engineering. Risk Decis. Anal. 2 (3) (2011)
Kyoung Jin Choi, Hyeng Keun Koo
A preference change and discretionary stopping in a consumption and porfolio selection problem. Math. Methods Oper. Res. 61 (3) (2005)
Hyeng Keun Koo
Consumption and portfolio selection with labor income: A discrete-time approach. Math. Methods Oper. Res. 50 (2) (1999)