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 41번부터 50번까지의 결과를 표시합니다.

2013
Article

An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches

  • 2013-04
  • Applied Mathematics Letters
  • PERGAMON-ELSEVIER SCIENCE LTD
2012
Article

Voluntary retirement and portfolio selection: Dynamic programming approaches

  • 2012-07
  • Applied Mathematics Letters
  • PERGAMON-ELSEVIER SCIENCE LTD
2011
Article

Optimal Investment, Consumption and Retirement Decision with Disutility and Borrowing Constraints

  • 2011-10
  • Quantitative Finance
  • ROUTLEDGE JOURNALS
Article

Optimal Investment and Consumption Decision of a Family with Life Insurance

  • 2011-03
  • Insurance: Mathematics and Economics
  • Elsevier BV
Article

Comparison of Optimal Portfolios With and Without Subsistence Consumption Constraints

  • 2011-01
  • Nonlinear Analysis, Theory, Methods and Applications
  • Pergamon Press Ltd.
2009
Article

Optimal portfolio, consumption and retirement decision under a preference change

  • 2009-07
  • Journal of Mathematical Analysis and Applications
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
2008
Article

Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints

  • 2008-09
  • Journal of Mathematical Analysis and Applications
  • ACADEMIC PRESS INC ELSEVIER SCIENCE
Article

Optimal portfolio, consumption-leisure and retirement choice problem with CES utility

  • 2008-07
  • Mathematical Finance
  • BLACKWELL PUBLISHING