Showing 1 - 4 results of 4 for search 'Kum Hwan Roh', query time: 0.02s Refine Results
  1. 1
    Optimal consumption and portfolio selection with lower and upper bounds on consumption

    Optimal consumption and portfolio selection with lower and upper bounds on consumption by Kum-Hwan Roh, Yong Hyun Shin

    Published 2020-07-01
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    Article
  2. 2
    An optimal consumption and investment problem with stochastic hyperbolic discounting

    An optimal consumption and investment problem with stochastic hyperbolic discounting by Yong Hyun Shin, Kum-Hwan Roh

    Published 2019-05-01
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    Article
  3. 3
    An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach

    An optimal consumption and investment problem with quadratic utility and subsistence consumption constraints: a dynamic programming approach by Yong Hyun Shin, Jung Lim Koo, Kum Hwan Roh

    Published 2018-10-01
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    Article
  4. 4
    An optimal consumption and investment problem with quadratic utility and negative wealth constraints

    An optimal consumption and investment problem with quadratic utility and negative wealth constraints by Kum-Hwan Roh, Ji Yeoun Kim, Yong Hyun Shin

    Published 2017-08-01
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    Article

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