Yong Hyun Shin

According to our database, Yong Hyun Shin authored at least 11 papers between 2007 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Portfolio selection and job switching with CARA utility.

Yong Hyun Shin, Ho-Seok Lee

J. Comput. Appl. Math., August, 2023

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

Dayoon Kim, Yong Hyun Shin

Comput. Appl. Math., June, 2023

2021

Optimal consumption/investment and retirement with necessities and luxuries.

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

Math. Methods Oper. Res., 2021

2019

Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy.

Kexin Chen, Mei Choi Chiu, Yong Hyun Shin, Hoi Ying Wong

SIAM J. Financial Math., 2019

Ratcheting with a bliss level of consumption.

Junkee Jeon, Hyeng Keun Koo, Yong Hyun Shin

Optim. Lett., 2019

Finite horizon portfolio selection with a negative wealth constraint.

Junkee Jeon, Yong Hyun Shin

J. Comput. Appl. Math., 2019

2018

An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach.

Yong Hyun Shin, Jung Lim Koo, Kum-Hwan Roh

Math. Model. Anal., 2018

2014

An optimal job, consumption/leisure, and investment policy.

Gyoocheol Shim, Yong Hyun Shin

Oper. Res. Lett., 2014

2013

An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches.

Jung Lim Koo, Byung Lim Koo, Yong Hyun Shin

Appl. Math. Lett., 2013

2012

Voluntary retirement and portfolio selection: Dynamic programming approaches.

Yong Hyun Shin

Appl. Math. Lett., 2012

2007

Optimal consumption and portfolio selection problem with downside consumption constraints.

Yong Hyun Shin, Byung Hwa Lim, U Jin Choi

Appl. Math. Comput., 2007