ScholarWorks@Sookmyung Women's University: Shin, Yong Hyun

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Shin, Yong Hyun (신용현)

이과대학 (수학과)

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Portfolio selection:21||Consumption:9||Dynamic programming method:7||Voluntary retirement:7||portfolio selection:6||CRRA utility:5||CobbDouglas utility:4||Martingale method:4||CARA utility:4||Negative wealth constraints:3||Utility maximization:3||dynamic programming method:3||Leisure:3||Borrowing constraints:3||quadratic utility:3||Early retirement:2||martingale method:2||Consumption and leisure:2||Disutility:2||Job choice:2||Mellin transform:2||regimeswitching:2||Subsistence consumption constraints:2||subsistence consumption constraints:2||Retirement:2||Job switching:1||Labor flexibility:1||Labor income:1||Labor income and disutility:1||Labor wage:1||Luxuries:1||Mandatory retirement:1||Martingale methods:1||Mellin transforms.:1||Necessities:1||NonMarkovian market environment:1||Optimal investment and consumption:1||Perturbation:1||Portfolioselection:1||Preference change:1||Quadratic utility:1||Regimeswitching:1||Reversible jobswitching:1||Risk attitude:1||Stochastic free boundary problem:1||Stochastic hyperbolic discounting:1||Stochastic volatility:1||Subsistence consumption:1||Subsistence consumption constraint:1||Timevarying subsistence consumption constraints:1||consumption:1||consumption and leisure:1||dynamic programming approach:1||free boundary value problem:1||investment:1||labor income:1||leisure choice:1||negative wealth constraints:1||nonnegative wealth constraints:1||portfolio optimization:1||portfolio selection.:1||regime switching:1||subsistence consumption constraint:1||91G10:1||voluntary retirement:1||91G80:1||Asset pricing:1||Asymptotic optimality:1||Backward stochastic partial differential variational inequality:1||CES utility:1||Cauchy problem:1||Consumption constraints:1||Consumption ratcheting:1||Convex duality method:1||Downside consumption constraints:1||Dual/martingale approach:1||Dynamic programming approach:1||Dynamic programming methods:1||Effective flexibility in labor supply:1||Endogenous labor:1||European contingent claims:1||Free boundary:1||Free boundary problems:1||Government subsidy:1||Income:1||Integral equation:1||Integral transform:1||Intolerance for decline in consumption:1||Investment problem:1||

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

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