Optimal consumption and portfolio selection problem with downside consumption constraints. - Yong Hyun Shin; Byung Hwa Lim; U Jin Choi (Appl. Math. Comput., 2007)

Voluntary retirement and portfolio selection: Dynamic programming approaches. - Yong Hyun Shin (Appl. Math. Lett., 2012)

An optimal investment, consumption, leisure, and voluntary retirement problem with Cobb-Douglas utility: Dynamic programming approaches. - Jung Lim Koo; Byung Lim Koo; Yong Hyun Shin (Appl. Math. Lett., 2013)

An optimal job, consumption/leisure, and investment policy. - Gyoocheol Shim; Yong Hyun Shin (Oper. Res. Lett., 2014)

An Optimal Consumption and Investment Problem with quadratic Utility and subsistence Consumption Constraints: a Dynamic Programming Approach. - Yong Hyun Shin; Jung Lim Koo; Kum-Hwan Roh (Math. Model. Anal., 2018)

Finite horizon portfolio selection with a negative wealth constraint. - Junkee Jeon; Yong Hyun Shin (J. Comput. Appl. Math., 2019)

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

Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy. - Kexin Chen; Mei Choi Chiu; Yong Hyun Shin; Hoi Ying Wong (SIAM J. Financial Math., 2019)

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

The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement. - Dayoon Kim; Yong Hyun Shin (Comput. Appl. Math., 2023)

Portfolio selection and job switching with CARA utility. - Yong Hyun Shin; Ho-Seok Lee (J. Comput. Appl. Math., 2023)

Impact of income and leisure on optimal portfolio, consumption, and retirement decisions under exponential utility. - Tae Ung Gang; Yong Hyun Shin (J. Comput. Appl. Math., 2026)