Working Papers
Submitted Papers
Junkee Jeon and Takwon Kim (2024)
The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model
revision requested (for 2nd round review) at SIAM Journal on Control and Optimization
Zhou Yang and Junkee Jeon (2024)
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
revised and resubmitted (for 2nd round review) to Finance and Stochastics
Junkee Jeon, Hyeng Keun Koo and Minsuk Kwak (2023)
A two-person zero-sum game approach for a retirement decision with borrowing constraints,
revised and resubmitted (for 3rd round review ) to SIAM Journal on Financial Mathematics
Jongbong An, Junkee Jeon and Takwon Kim (2024)
Optimal Portfolio and Retirement Decisions with Costly Job Switching Options,
submitted for publication.
Junkee Jeon, Hyeng Keun Koo and Jehan Oh (2024)
Lifetime Portfolio Choice with Adjustment Costs for Living Standards
submitted for publication.
Junkee Jeon , Takwon Kim, and Zhou Yang (2024)
The finite-horizon retirement problem with borrowing constraint: A zero-sum stopper vs. singular-controller game,
submitted for publication.
Junkee Jeon and Geonwoo Kim (2024)
Valuation of American Maximum Exchange Rate Quanto Lookback Options
submitted for publication.
Junkee Jeon and Gyoocheol Shim (2023)
Optimal Consumption and Investment with a Costly Reversible Job-Switching Option
submitted for publication.
Working Papers (Selected)
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo, and Jehan Oh (2024)
Portfolio Choice and Market Equilibrium under Standard of Living Preferences
New verison is coming soon
Kexin Chen, Junkee Jeon, and Hyeng Keun Koo (2024)
Optimal Consumption and Portfolio Rules with Dynamic Updating of Consumption Bounds
Coming soon
Kyoung Jin Choi, Junkee Jeon, Minsuk Kwak and Byung Hwa Liim (2024)
Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Markets
New verison is coming soon
Zhou Yang, Junkee Jeon, and Takwon Kim (2023)
The finite-horizon consumption-investment and retirement problem with limited commitments
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak and Ji Hee Yoon (2023)
Anticipatory Social Preference with Sustainability Constraint
Junkee Jeon, Hyeng Keun Koo and Ji Hee Yoon (2022)
Optimal Contracting, Termination, and Flexible Labor Supply with Limited Commitment