Jung Lim Koo

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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!

PublicationDate of PublicationType
An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach
Mathematical Modelling and Analysis
2021-09-13Paper
Reversible job-switching opportunities and portfolio selection
Applied Mathematics and Optimization
2018-05-31Paper
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
Stochastic Analysis and Applications
2016-04-01Paper
A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption
Economics Letters
2014-03-18Paper
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches
Applied Mathematics Letters
2013-03-07Paper


Research outcomes over time


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