Consumption and portfolio selection with labor income: A discrete-time approach. - Hyeng Keun Koo (Math. Methods Oper. Res., 1999)

A preference change and discretionary stopping in a consumption and porfolio selection problem. - Kyoung Jin Choi; Hyeng Keun Koo (Math. Methods Oper. Res., 2005)

The crisis and financial engineering. - Hyeng Keun Koo; Gyoocheol Shim (Risk Decis. Anal., 2011)

Optimal Switching of One-Dimensional Reflected BSDEs and Associated Multidimensional BSDEs with Oblique Reflection. - Shanjian Tang; Wei Zhong; Hyeng Keun Koo (SIAM J. Control. Optim., 2011)

Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function. - Alain Bensoussan 001; Abel Cadenillas; Hyeng Keun Koo (Math. Oper. Res., 2015)

Optimal Consumption and Portfolio Selection with Early Retirement Option. - Zhou Yang 001; Hyeng Keun Koo (Math. Oper. Res., 2018)

Ratcheting with a bliss level of consumption. - Junkee Jeon; Hyeng Keun Koo; Yong Hyun Shin (Optim. Lett., 2019)

Continuous-Time Portfolio Selection: A Cursory Survey. - Se Yung Bae; Junkee Jeon; Hyeng Keun Koo (Frontiers Appl. Math. Stat., 2020)

Optimal consumption/investment and retirement with necessities and luxuries. - Hyeng Keun Koo; Kum-Hwan Roh; Yong Hyun Shin (Math. Methods Oper. Res., 2021)

Finite horizon portfolio selection with durable goods. - Junkee Jeon; Hyeng Keun Koo; Kyunghyun Park (Math. Soc. Sci., 2021)

Intertemporal preference with loss aversion: Consumption and risk-attitude. - Kyoung Jin Choi; Junkee Jeon; Hyeng Keun Koo (J. Econ. Theory, 2022)

Endogenous Credit, Business Cycle, and Portfolio Selection. - Kyoung Jin Choi; Hyeng Keun Koo; Byung Hwa Lim; Jane Yoo (Oper. Res., 2024)

A Two-Person Zero-Sum Game Approach for a Retirement Decision with Borrowing Constraints. - Junkee Jeon; Hyeng Keun Koo; Minsuk Kwak (SIAM J. Financial Math., 2024)