Yong Hyun Shin

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2026 J jnl
Impact of income and leisure on optimal portfolio, consumption, and retirement decisions under exponential utility.
J. Comput. Appl. Math.
Tae Ung Gang, Yong Hyun Shin
2023 J jnl
Portfolio selection and job switching with CARA utility.
J. Comput. Appl. Math.
Yong Hyun Shin, Ho-Seok Lee
2023 J jnl
The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement.
Comput. Appl. Math.
Dayoon Kim, Yong Hyun Shin
2021 J jnl
Optimal consumption/investment and retirement with necessities and luxuries.
Math. Methods Oper. Res.
Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin
2019 J jnl
Finite horizon portfolio selection with a negative wealth constraint.
J. Comput. Appl. Math.
Junkee Jeon, Yong Hyun Shin
2019 J jnl
Ratcheting with a bliss level of consumption.
Optim. Lett.
Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin
2019 J jnl
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy.
SIAM J. Financial Math.
Kexin Chen, Mei Choi Chiu, Yong Hyun Shin, Hoi Ying Wong
2018 J jnl
An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach.
Math. Model. Anal.
Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh
2014 J jnl
An optimal job, consumption/leisure, and investment policy.
Oper. Res. Lett.
Gyoocheol Shim, Yong Hyun Shin
2013 J jnl
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches.
Appl. Math. Lett.
Jung Lim Koo, Byung Lim Koo, Yong Hyun Shin
2012 J jnl
Voluntary retirement and portfolio selection: Dynamic programming approaches.
Appl. Math. Lett.
Yong Hyun Shin
2007 J jnl
Optimal consumption and portfolio selection problem with downside consumption constraints.
Appl. Math. Comput.
Yong Hyun Shin, Byung Hwa Lim, U Jin Choi