ScholarWorks@Sookmyung Women

Browsing by Roh, Kum-HwanAuthor

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
전체 가 나 다 라 마 바 사 아 자 차 카 타 파 하

Showing results 1 to 5 of 5

An optimal consumption and investment problem with quadratic utility and negative wealth constraintsGo to Linkopen access

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

ArticleIssue Date2017CitationJOURNAL OF INEQUALITIES AND APPLICATIONS, v.2017PublisherSPRINGEROPEN
An Optimal Consumption and Investment Problem with Quadratic Utility and Subsistence Consumption Constraints: A Dynamic Programming ApproachGo to Linkopen access

Shin, Yong Hyun, Koo, Jung Lim, Roh, Kum-Hwan

ArticleIssue Date2018CitationMATHEMATICAL MODELLING AND ANALYSIS, v.23, no.4, pp.627 - 638PublisherVILNIUS GEDIMINAS TECH UNIV
An optimal consumption and investment problem with stochastic hyperbolic discountingGo to Linkopen access

Shin, Yong Hyun, Roh, Kum-Hwan

ArticleIssue Date2019CitationADVANCES IN DIFFERENCE EQUATIONS, v.2019, no.1PublisherSPRINGEROPEN
Optimal consumption and portfolio selection with lower and upper bounds on consumptionGo to Link

Roh, Kum-Hwan, Shin, Yong Hyun

ArticleIssue Date2020CitationADVANCES IN DIFFERENCE EQUATIONS, v.2020, no.1, pp.1 - 11PublisherSPRINGER
Optimal consumption/investment and retirement with necessities and luxuriesGo to Link

Koo, Hyeng Keun, Roh, Kum-Hwan, Shin, Yong Hyun

ArticleIssue Date2021CitationMATHEMATICAL METHODS OF OPERATIONS RESEARCH, v.94, no.2, pp.281 - 317PublisherSPRINGER HEIDELBERG
1
STATISTICS
Total View :3,279,091
Today View :4,664

RSS_1.0 RSS_2.0 ATOM_1.0

CONTACT US

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

Copyright©Sookmyung Women's University. All Rights Reserved.

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.

BROWSE

한국어