Gyoocheol Shim

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Borrowing constraints, effective flexibility in labor supply, and portfolio selection Mathematics and Financial Economics	2019-06-18	Paper
Portfolio selection with subsistence consumption constraints and CARA utility Mathematical Problems in Engineering	2019-02-08	Paper
An optimal job, consumption/leisure, and investment policy Operations Research Letters	2018-08-27	Paper
Time preference and real investment Journal of Economic Dynamics and Control	2018-08-09	Paper
Reversible job-switching opportunities and portfolio selection Applied Mathematics and Optimization	2018-05-31	Paper
Optimal consumption-investment with critical wealth level Journal of Mathematical Analysis and Applications	2016-07-04	Paper
Optimal consumption/investment and life insurance with regime-switching financial market parameters Journal of the Korea Society for Industrial and Applied Mathematics	2016-01-26	Paper
Optimal consumption and investment in the presence of a stopping choice	2014-11-10	Paper
A snowball currency option	2014-02-07	Paper
Consumption/investment problem when the investment opportunity set can be enlarged by information gathering Operations Research Letters	2012-07-13	Paper
Optimal multi-agent performance measures for team contracts Mathematical Finance	2011-06-09	Paper
OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY Mathematical Finance	2008-08-21	Paper
A reflected diffusion process in a regime-switching environment Operations Research Letters	2008-08-06	Paper
DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION Mathematical Finance	2006-09-25	Paper

Research outcomes over time

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