ScholarWorks@Sookmyung Women's University: Browsing ScholarWorks

Browsing by Kim, Ji YeounAuthor

All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Sort by: In order: Results/Page Authors/Record:

Showing results 1 to 2 of 2

An optimal consumption and investment problem with quadratic utility and negative wealth constraints Go to Link open access

Roh, Kum-Hwan, Kim, Ji Yeoun, Shin, Yong Hyun

ArticleIssue Date2017CitationJOURNAL OF INEQUALITIES AND APPLICATIONS, v.2017PublisherSPRINGEROPEN

Optimal consumption and portfolio selection with negative wealth constraints, subsistence consumption constraints, and CARA utility Go to Link

Kim, Ji Yeoun, Shin, Yong Hyun

ArticleIssue Date2018CitationJOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.47, no.4, pp.509 - 519PublisherKOREAN STATISTICAL SOC

STATISTICS: Total View :3,258,286; Today View :3,501

RSS_1.0 RSS_2.0 ATOM_1.0

Sookmyung Women's University. Cheongpa-ro 47-gil 100 (Cheongpa-dong 2ga), Yongsan-gu, Seoul, 04310, Korea 02-710-9127

Certain data included herein are derived from the © Web of Science of Clarivate Analytics. All rights reserved.
You may not copy or re-distribute this material in whole or in part without the prior written consent of Clarivate Analytics.

Browsing by Kim, Ji YeounAuthor

BROWSE