| Publication | Date of Publication | Type |
|---|
A two-person zero-sum game approach for a retirement decision with borrowing constraints
SIAM Journal on Financial Mathematics | 2024-10-23 | Paper |
Human capital and portfolio choice: borrowing constraint and reversible retirement
Mathematics and Financial Economics | 2024-08-28 | Paper |
Endogenous credit, business cycle, and portfolio selection
Operations Research | 2024-07-29 | Paper |
A model of retirement and consumption-portfolio choice
(available as arXiv preprint) | 2023-11-23 | Paper |
| Optimal portfolio choice in a binomial-tree and its convergence | 2022-06-22 | Paper |
Intertemporal preference with loss aversion: consumption and risk-attitude
Journal of Economic Theory | 2022-04-08 | Paper |
Optimal finite horizon contract with limited commitment
Mathematics and Financial Economics | 2022-04-01 | Paper |
Optimal consumption/investment and retirement with necessities and luxuries
Mathematical Methods of Operations Research | 2022-01-18 | Paper |
Finite horizon portfolio selection with durable goods
Mathematical Social Sciences | 2021-10-22 | Paper |
Optimal retirement in a general market environment
Applied Mathematics and Optimization | 2021-08-11 | Paper |
| A problem of optimal switching and singular control with discretionary stopping in portfolio selection | 2021-07-25 | Paper |
Optimal consumption and portfolio selection with early retirement option
Mathematics of Operations Research | 2020-03-12 | Paper |
Ratcheting with a bliss level of consumption
Optimization Letters | 2019-10-18 | Paper |
Optimal consumption and investment with insurer default risk
Insurance Mathematics & Economics | 2019-09-19 | Paper |
Portfolio selection with consumption ratcheting
Journal of Economic Dynamics and Control | 2018-08-13 | Paper |
Asset demands and consumption with longevity risk
Economic Theory | 2016-09-23 | Paper |
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
Stochastic Analysis and Applications | 2016-04-01 | Paper |
A Dynkin game under Knightian uncertainty
Discrete and Continuous Dynamical Systems | 2016-03-09 | Paper |
Entrepreneurial decisions on effort and project with a nonconcave objective function
Mathematics of Operations Research | 2016-01-29 | Paper |
Optimal consumption and Slutsky equation with Epstein-Zin type preference
Journal of the Korea Society for Industrial and Applied Mathematics | 2015-06-23 | Paper |
Option pricing and Greeks via a moving least square meshfree method
Quantitative Finance | 2015-04-23 | Paper |
| Real options: a framework of optimal switching | 2014-11-10 | Paper |
| Nonlinear expectations and limit theorems | 2014-11-10 | Paper |
| Optimal consumption and investment in the presence of a stopping choice | 2014-11-10 | Paper |
| Real options and variational inequalities | 2014-11-10 | Paper |
| A survey on banking and financial markets: lessons for financial engineering | 2014-11-10 | Paper |
A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption
Economics Letters | 2014-03-18 | Paper |
Optimal switching of one-dimensional reflected BSDEs and associated multidimensional BSDEs with oblique reflection
SIAM Journal on Control and Optimization | 2012-03-13 | Paper |
A survey on American options: old approaches and new trends
Bulletin of the Korean Mathematical Society | 2011-08-16 | Paper |
Optimal multi-agent performance measures for team contracts
Mathematical Finance | 2011-06-09 | Paper |
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
Applied Mathematics and Computation | 2010-09-01 | Paper |
A preference change and discretionary stopping in a consumption and portfolio selection problem
Mathematical Methods of Operations Research | 2005-11-24 | Paper |
Consumption and portfolio selection with labor income: A discrete-time approach
Mathematical Methods of Operations Research | 2001-05-02 | Paper |
Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach
Mathematical Finance | 1999-05-05 | Paper |
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
Journal of Economic Dynamics and Control | 1997-02-28 | Paper |
The injectivity of a division ring D as a left D⊗kDop-module∗
Communications in Algebra | 1990-01-01 | Paper |
Jacobson rings with a polynomial identity
Communications in Algebra | 1988-01-01 | Paper |
Isomorphic ore extensions
Communications in Algebra | 1987-01-01 | Paper |
| scientific article; zbMATH DE number 3985443 (Why is no real title available?) | 1986-01-01 | Paper |
Compressible group algebras
Communications in Algebra | 1985-01-01 | Paper |
