신용현 프로필 사진

신용현

Shin, Yong Hyun

대학

이과대학

수학과

Scopus ORCID

연구분야

  • Derivative Pricing, 
  • Optimal Consumption and Portfolio, 
  • Real Options, 
  • 리얼옵션, 
  • 최적 소비 및 투자, 
  • 파생상품의 가격결정

자료 필터

자료유형

발행연도

2007 ~ 2026
2007 2026

키워드

언어

전체 51건 중 21번부터 30번까지의 결과를 표시합니다.

2019
Article

Borrowing constraints, effective flexibility in labor supply, and portfolio selection

  • 2019-03
  • Mathematics and Financial Economics
  • SPRINGER HEIDELBERG
2018
Article

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

  • 2018-12
  • Journal of the Korean Statistical Society
  • KOREAN STATISTICAL SOC
Article

An Optimal Consumption and Investment Problem with Quadratic Utility and Subsistence Consumption Constraints: A Dynamic Programming Approach

  • 2018-10
  • Mathematical Modeling and Analysis
  • VILNIUS GEDIMINAS TECH UNIV
Article

Portfolio selection with consumption ratcheting

  • 2018-07
  • Journal of Economic Dynamics and Control
  • Elsevier BV
Article

The effects of pre-/post-retirement downside consumption constraints on optimal consumption, portfolio, and retirement

  • 2018-06
  • Finance Research Letters
  • Elsevier Ltd
Article

Reversible Job-Switching Opportunities and Portfolio Selection

  • 2018-04
  • Applied Mathematics and Optimization
  • SPRINGER
2017
Article

A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints

  • 2017-11
  • Japan Journal of Industrial and Applied Mathematics
  • SPRINGER JAPAN KK
Article

An optimal consumption, leisure, and investment problem with an option to retire and negative wealth constraints

  • 2017-10
  • Chaos, Solitons & Fractals
  • PERGAMON-ELSEVIER SCIENCE LTD
Article

An optimal consumption and investment problem with quadratic utility and negative wealth constraints

  • 2017-08
  • Journal of Inequalities and Applications
  • SPRINGEROPEN
Article

A Dynamic Programming Approach to Subsistence Consumption Constraints on Optimal Consumption and Portfolio

  • 2017-01
  • Journal of Computational Analysis and Applications
  • EUDOXUS PRESS, LLC