Yong Hyun Shin

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 7

Top Topics

Optimality Criteria

Dynamic Programming

Top Venues

J. Comput. Appl. Math.

Oper. Res. Lett.

Appl. Math. Lett.

Comput. Appl. Math.

Publications

Dayoon Kim, Yong Hyun Shin
The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement. Comput. Appl. Math. 42 (4) (2023)
Yong Hyun Shin, Ho-Seok Lee
Portfolio selection and job switching with CARA utility. J. Comput. Appl. Math. 427 (2023)
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)
Kexin Chen, Mei Choi Chiu, Yong Hyun Shin, Hoi Ying Wong
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. SIAM J. Financial Math. 10 (4) (2019)
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
Ratcheting with a bliss level of consumption. Optim. Lett. 13 (7) (2019)
Junkee Jeon, Yong Hyun Shin
Finite horizon portfolio selection with a negative wealth constraint. J. Comput. Appl. Math. 356 (2019)
Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh
An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach. Math. Model. Anal. 23 (4) (2018)
Gyoocheol Shim, Yong Hyun Shin
An optimal job, consumption/leisure, and investment policy. Oper. Res. Lett. 42 (2) (2014)
Jung Lim Koo, Byung Lim Koo, Yong Hyun Shin
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches. Appl. Math. Lett. 26 (4) (2013)
Yong Hyun Shin
Voluntary retirement and portfolio selection: Dynamic programming approaches. Appl. Math. Lett. 25 (7) (2012)
Yong Hyun Shin, Byung Hwa Lim, U. Jin Choi
Optimal consumption and portfolio selection problem with downside consumption constraints. Appl. Math. Comput. 188 (2) (2007)