Yong Hyun Shin

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Person:262571

Available identifiers

zbMath Open shin.yong-hyunMaRDI QIDQ262571

List of research outcomes

PublicationDate of PublicationType
Portfolio selection and job switching with CARA utility2023-06-20Paper
The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement2023-06-02Paper
Optimal consumption and portfolio selection with lower and upper bounds on consumption2022-03-16Paper
Optimal consumption/investment and retirement with necessities and luxuries2022-01-18Paper
Effects of a government subsidy and labor flexibility on portfolio selection and retirement2021-12-01Paper
AN OPTIMAL CONSUMPTION AND INVESTMENT PROBLEM WITH QUADRATIC UTILITY AND SUBSISTENCE CONSUMPTION CONSTRAINTS: A DYNAMIC PROGRAMMING APPROACH2021-09-13Paper
Optimal retirement in a general market environment2021-08-11Paper
Finite time-horizon optimal investment and consumption with time-varying subsistence consumption constraints2021-05-04Paper
Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy2020-02-14Paper
Ratcheting with a bliss level of consumption2019-10-18Paper
Finite horizon portfolio selection with a negative wealth constraint2019-06-20Paper
Borrowing constraints, effective flexibility in labor supply, and portfolio selection2019-06-18Paper
An optimal consumption and investment problem with stochastic hyperbolic discounting2019-06-05Paper
Portfolio selection with subsistence consumption constraints and CARA utility2019-02-08Paper
Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility2018-11-12Paper
An optimal job, consumption/leisure, and investment policy2018-08-27Paper
Portfolio selection with consumption ratcheting2018-08-13Paper
Reversible job-switching opportunities and portfolio selection2018-05-31Paper
A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints2017-12-12Paper
An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints2017-11-24Paper
An optimal consumption and investment problem with quadratic utility and negative wealth constraints2017-08-30Paper
An optimal investment, consumption-leisure and voluntary retirement choice problem with subsistence consumption constraints2016-11-29Paper
A regime switching model of schooling choice as a job search process2016-05-02Paper
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint2016-04-01Paper
An optimal portfolio, consumption-leisure and retirement choice problem with CES utility: a dynamic programming approach2016-03-30Paper
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach2015-06-12Paper
Optimal investment, consumption and retirement decision with disutility and borrowing constraints2013-03-14Paper
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: dynamic programming approaches2013-03-07Paper
Voluntary retirement and portfolio selection: dynamic programming approaches2012-08-08Paper
Optimal investment and consumption decision of a family with life insurance2011-08-01Paper
Comparison of optimal portfolios with and without subsistence consumption constraints2010-11-05Paper
A scalable web cache sharing scheme2009-07-21Paper
Optimal portfolio, consumption and retirement decision under a preference change2009-06-10Paper
OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY2008-08-21Paper
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints2008-06-24Paper
Optimal consumption and portfolio selection problem with downside consumption constraints2007-07-10Paper
https://portal.mardi4nfdi.de/entity/Q45336512002-06-11Paper

Research outcomes over time


Doctoral students

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