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Hyeng Keun Koo
Hyeng Keun Koo
Ajou University, Department of Financial Engineering
Verified email at ajou.ac.kr - Homepage
Title
Cited by
Cited by
Year
Consumption and portfolio selection with labor income: a continuous time approach
HK Koo
Mathematical Finance 8 (1), 49-65, 1998
3091998
Liquidity premia and transaction costs
BG Jang, H KEUN KOO, H Liu, M Loewenstein
The Journal of Finance 62 (5), 2329-2366, 2007
1912007
Investment with taxes
P Dybvig, HK Koo
Washington University 126, 620-635, 1996
731996
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem
JY Campbell, HK Koo
Journal of Economic Dynamics and Control 21 (2-3), 273-295, 1997
671997
Consumption and portfolio selection with labor income: A discrete-time approach
HK Koo
Mathematical Methods of Operations Research 50, 219-243, 1999
611999
Optimal consumption and portfolio selection with early retirement option
Z Yang, HK Koo
Mathematics of Operations Research 43 (4), 1378-1404, 2018
562018
Consumption and portfolio selection with labor income I: Evaluation of human capital
HK Koo
Unpublished paper, Washington University, 1995
541995
Isomorphic ore extensions
EP Armendariz, H Keun Koo, J Keol Park
Communications in Algebra 15 (12), 2633-2652, 1987
471987
Optimal Multi‐Agent Performance Measures for Team Contracts
H Keun Koo, G Shim, J Sung
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
402008
Portfolio selection with consumption ratcheting
J Jeon, HK Koo, YH Shin
Journal of Economic Dynamics and Control 92, 153-182, 2018
322018
Consumption and portfolio choice with uninsurable income risk
HK Koo
Department of Economics, Princeton University, 1991
291991
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes
UJ Choi, BG Jang, HK Koo
Applied mathematics and computation 191 (1), 239-252, 2007
262007
A preference change and discretionary stopping in a consumption and porfolio selection problem
KJ Choi, HK Koo
Mathematical Methods of Operations Research 61, 419-435, 2005
212005
Asia’s contagious financial crisis and its impact on Korea
YS Kim, HK Koo
Journal of Asian Economics 10 (1), 111-121, 1999
191999
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint
JL Koo, SR Ahn, BL Koo, HK Koo, YH Shin
Stochastic Analysis and Applications 34 (1), 165-177, 2016
162016
Intertemporal preference with loss aversion: Consumption and risk-attitude
KJ Choi, J Jeon, HK Koo
Journal of Economic Theory 200, 105380, 2022
152022
Optimal retirement in a general market environment
Z Yang, HK Koo, YH Shin
Applied Mathematics & Optimization 84, 1083-1130, 2021
152021
Option pricing and Greeks via a moving least square meshfree method
Y Kim, HO Bae, HK Koo
Quantitative Finance 14 (10), 1753-1764, 2014
152014
A survey on American options: old approaches and new trends
SR Ahn, HO Bae, HK Koo, KJ Lee
Bulletin of the Korean Mathematical Society 48 (4), 791-812, 2011
152011
Optimal stopping of active portfolio management
KJ Choi, HK Koo, DY Kwak
ANNALS OF ECONOMICS AND FINANCE. 5, 119-152, 2004
152004
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