Junkee Jeon, Kexin Chen* and Hyeng Keun Koo (2024)
Optimal consumption and portfolio rules with dynamic adjustment of consumption bounds
Revise and resubmit (for 3nd round review, conditional accept) to Finance and Stochastics
Takwon Kim, Zhou Yang, and Junkee Jeon*, (2025)
The finite-horizon retirement problem with borrowing constraint: A zero-sum stopper vs. singular-controller game,
Revise and resubmit (for 2nd round review) at Mathematics of Operations Research
Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo and Jehan Oh (2025)
Consumption Heterogeneity, Business Cycle, and Asset Pricing
Revise and resubmit (for 2nd round review) at Journal of Monetary Economics
Junkee Jeon and Takwon Kim* (2024)
The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model
Revised and resubmitted (for 3rd round review) at SIAM Journal on Control and Optimization
Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo (2025)
Note on Intertemporal Preference with Loss Aversion
Revise and resubmit (for 2nd round review) at Mathematical Social Sciences
Junkee Jeon and Geonwoo Kim* (2024)
Valuation of American Maximum Exchange Rate Quanto Lookback Options
Revise and resubmit (for 3rd round review) at Journal of Computational and Applied Mathematics
Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo and Jehan Oh (2025)
General Equilibrium with Intertemporal Loss Aversion: Existence
submitted for publication.
Junkee Jeon, Hyeng Keun Koo and Jehan Oh* (2025)
Optimal Consumption and Investment with Costly Adjustments for Living Standards in a Finite Horizon
submitted for publication.
Jongbong An, Junkee Jeon and Takwon Kim* (2025)
Finite-Horizon Optimal Consumption, Investment, and Retirement Decisions with a Subsistence Consumption Constraint
submitted for publication.
Jongbong An, Junkee Jeon and Takwon Kim* (2025)
Mathematical Analysis of the Obstacle Problem in Optimal Early Retirement with Target Wealth Constraints
submitted for publication.
Gu-gyum Ha, Junkee Jeon and Jihoon Ok* (2025)
The Obstacle Problem Arising from the American Chooser Option
submitted for publication.
Junkee Jeon and Jehan Oh* (2025)
Finite-Horizon Consumption and Investment Problem with Loss Aversion to Consumption Changes
submitted for publication.
Se Yung Bae, Junkee Jeon*, and Hyeng Keun Koo (2025)
Consumption, Investment, Life Insurance, and Early Retirement Decisions under Habit-Dependent Living Standards
submitted for publication.
Jongbong An, Junkee Jeon and Takwon Kim* (2025)
Dynamic Asset Allocation with Partially Reversible Retirement Decisions
submitted for publication.
Junkee Jeon (2025)
A Partially Reversible Retirement Decision Problem under Borrowing Constraints
manuscript currently being substantially revised
A previous version of this paper, titled “A Problem of Optimal Switching and Singular Control with Discretionary Stopping in Portfolio Selection,” received a “reject and resubmit” decision from Finance and Stochastics.
Gu-gyum Ha, Junkee Jeon and Jihoon Ok (2025)
Optimal Consumption and Investment with Time-Varying Job-Switching Costs
working paper (coming soon).
Kyoung Jin Choi, Junkee Jeon, Minsuk Kwak and Byung Hwa Liim (2024)
Optimal Staking and Liquid Token Holding Decisions in Cryptocurrency Markets
working paper (a new version is coming soon).
Zhou Yang, Junkee Jeon and Kexin Chen (2025)
Finite-Horizon Optimal Consumption and Investment Problem with Endogenously Updating Consumption Bounds
working paper (a new version is coming soon).
Junkee Jeon, Takwon Kim, Jinwan Park, and A.Max. Reppen
The Finite-Horizon Reversible Investment Problem under Multi-Dimensional Stochastic Dynamics
work in progress.
Kexin Chen, Junkee Jeon and Zhou Yang
Dynamic Equilibrium with with Costly Adjustment for Living Standards
work in progress.
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak and Ji Hee Yoon
Anticipatory Social Preference with Sustainability Constraint
work in progress.