Professor Emeritus of Financial Engineering, Ajou University
Independent Researcher and Consultant
External Advisor, RootN Wealth Management

I conduct independent research and provide consulting services. I study how people invest, consume, and manage financial risk over time. My research focuses on dynamic portfolio choice, living standards, retirement, and the implications of individual decisions for risk sharing and asset prices.

My current interests also include machine learning for financial decision-making and the design of agentic AI systems. I am exploring how control-theoretic methods can inform planning under constraints, risk management, and human oversight.

My broader work spans financial history and the development of practical risk management systems.

Contact: hkoo@ajou.ac.kr | hkoo@kooresearch.com

Featured Lecture Notes

Dynamic Portfolio Choice

Spending, Risk Sharing, and Implementation

These notes connect dynamic investment and spending decisions with living standards, risk sharing, and computational methods. They cover classical portfolio theory, stochastic control, consumption adjustment, and numerical and machine learning approaches.

For graduate students and researchers in financial economics, mathematical finance, and computational finance.

Draft — November 2026. Incomplete; comments welcome.