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Yong Hyun Shin
Yong Hyun Shin
Department of Mathematics, Sookmyung Women's University
Verified email at sookmyung.ac.kr - Homepage
Title
Cited by
Cited by
Year
Optimal portfolio, consumption‐leisure and retirement choice problem with CES utility
KJ Choi, G Shim, YH Shin
Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008
1302008
Optimal investment and consumption decision of a family with life insurance
M Kwak, YH Shin, UJ Choi
Insurance: Mathematics and Economics 48 (2), 176-188, 2011
652011
Optimal investment, consumption and retirement decision with disutility and borrowing constraints
BH Lim, YH Shin
Quantitative Finance 11 (10), 1581-1592, 2011
492011
Portfolio selection with consumption ratcheting
J Jeon, HK Koo, YH Shin
Journal of Economic Dynamics and Control 92, 153-182, 2018
322018
Optimal consumption and portfolio selection problem with downside consumption constraints
YH Shin, BH Lim, UJ Choi
Applied mathematics and computation 188 (2), 1801-1811, 2007
322007
An optimal job, consumption/leisure, and investment policy
G Shim, YH Shin
Operations Research Letters 42 (2), 145-149, 2014
222014
Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints
BH Lim, YH Shin, UJ Choi
Journal of mathematical analysis and applications 345 (1), 109-122, 2008
222008
An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb–Douglas utility: dynamic programming approaches
JL Koo, BL Koo, YH Shin
Applied Mathematics Letters 26 (4), 481-486, 2013
202013
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
Optimal retirement in a general market environment
Z Yang, HK Koo, YH Shin
Applied Mathematics & Optimization 84, 1083-1130, 2021
152021
Optimal portfolio, consumption and retirement decision under a preference change
M Kwak, YH Shin, UJ Choi
Journal of mathematical analysis and applications 355 (2), 527-540, 2009
142009
Borrowing constraints, effective flexibility in labor supply, and portfolio selection
HS Lee, G Shim, YH Shin
Mathematics and Financial Economics 13, 173-208, 2019
132019
Portfolio selection with subsistence consumption constraints and CARA utility
G Shim, YH Shin
Mathematical Problems in Engineering 2014, 2014
122014
Reversible job-switching opportunities and portfolio selection
G Shim, JL Koo, YH Shin
Applied Mathematics & Optimization 77, 197-228, 2018
112018
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy
K Chen, MC Chiu, YH Shin, HY Wong
Siam journal on financial mathematics 10 (4), 977-1005, 2019
102019
An optimal consumption, investment and voluntary retirement choice problem with disutility and subsistence consumption constraints: a dynamic programming approach
HS Lee, YH Shin
Journal of Mathematical Analysis and Applications 428 (2), 762-771, 2015
102015
Voluntary retirement and portfolio selection: dynamic programming approaches
YH Shin
Applied Mathematics Letters 25 (7), 1087-1093, 2012
102012
An integral equation representation for optimal retirement strategies in portfolio selection problem
J Jeon, HK Koo, YH Shin, Z Yang
Computational Economics 58, 885-914, 2021
92021
The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement
BH Lim, HS Lee, YH Shin
Finance Research Letters 25, 213-221, 2018
92018
Comparison of optimal portfolios with and without subsistence consumption constraints
YH Shin, BH Lim
Nonlinear Analysis: Theory, Methods & Applications 74 (1), 50-58, 2011
92011
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