Hyeng Keun Koo

According to our database, Hyeng Keun Koo authored at least 13 papers between 1999 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints.

Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak

SIAM J. Financial Math., 2024

Endogenous Credit, Business Cycle, and Portfolio Selection.

Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim, Jane Yoo

Oper. Res., 2024

2022

Intertemporal preference with loss aversion: Consumption and risk-attitude.

Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo

J. Econ. Theory, 2022

2021

Finite horizon portfolio selection with durable goods.

Junkee Jeon, Hyeng Keun Koo, Kyunghyun Park

Math. Soc. Sci., 2021

Optimal consumption/investment and retirement with necessities and luxuries.

Hyeng Keun Koo, Kum-Hwan Roh, Yong Hyun Shin

Math. Methods Oper. Res., 2021

2020

Continuous-Time Portfolio Selection: A Cursory Survey.

Se Yung Bae, Junkee Jeon, Hyeng Keun Koo

Frontiers Appl. Math. Stat., 2020

2019

Ratcheting with a bliss level of consumption.

Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin

Optim. Lett., 2019

2018

Optimal Consumption and Portfolio Selection with Early Retirement Option.

Zhou Yang, Hyeng Keun Koo

Math. Oper. Res., 2018

2015

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.

Alain Bensoussan, Abel Cadenillas, Hyeng Keun Koo

Math. Oper. Res., 2015

2011

Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.

Shanjian Tang, Wei Zhong, Hyeng Keun Koo

SIAM J. Control. Optim., 2011

The crisis and financial engineering.

Hyeng Keun Koo, Gyoocheol Shim

Risk Decis. Anal., 2011

2005

A preference change and discretionary stopping in a consumption and porfolio selection problem.

Kyoung Jin Choi, Hyeng Keun Koo

Math. Methods Oper. Res., 2005

1999

Consumption and portfolio selection with labor income: A discrete-time approach.

Hyeng Keun Koo

Math. Methods Oper. Res., 1999