Gyoocheol Shim

MaRDI QIDQ302039zbMATH OpenFDO

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
Optimal consumption and investment with a costly reversible job-switching option Mathematical Methods of Operations Research	2025-08-01	Paper
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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