NEW 구형건 교수, 학회지 게재 소식
- 2020-11-05
- 1748
경영대학 구형건(금융공학전공) 교수의 학회지게재 소식
1) "Optimal Retirement in a General Market Environment,” with Zhou Yang and Yong Hyun Shin, Applied Mathematics & Optimization, 2020, https://doi.org/10.1007/s00245-020-09671-6
2) "Optimal consumption and investment with insurer default risk,” with Bong-Gyu Jang and Seyoung Park, 2019, Insurance: Mathematics and Economics 88, 44-56.
3) "Ratcheting with a Bliss Level of Consumption,” with Joonkee Jeon and Yong Hyun Shin, Optimization Letters.
4) "Portfolio selection with consumption ratcheting,” with Junkee Jeon and Yong Hyun Shin, Journal of Economic Dynamics and Control, 92, 2018, 153-182
5) "Optimal Consumption and Portfolio Selection with Early Retirement Option,” with Zhou Yang, 2018, Mathematics of Operations Research, 43(4), 1378-1404