Hyeng Keun Koo
According to our database1, Hyeng Keun Koo authored at least 7 papers between 1999 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Ratcheting with a bliss level of consumption.
Optimization Letters, 2019
Optimal Consumption and Portfolio Selection with Early Retirement Option.
Math. Oper. Res., 2018
Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function.
Math. Oper. Res., 2015
Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection.
SIAM J. Control and Optimization, 2011
The crisis and financial engineering.
Risk and Decision Analysis, 2011
A preference change and discretionary stopping in a consumption and porfolio selection problem.
Math. Meth. of OR, 2005
Consumption and portfolio selection with labor income: A discrete-time approach.
Math. Meth. of OR, 1999