Welcome to Junkee Jeon's homepage.

Contact Information

• E-mail : junkeejeon(at)khu.ac.kr,  junkeejeon(at)gmail.com 

• Tel : +82-31-201-5696

• Office:  Room 419,  College of  Applied Science, Kyung Hee University

• Address: 1732, Deogyeong-daero, Giheung-gu, Yongin-si, Gyeonggi-do 17104, Republic of Korea

Teaching 

• [Spring, 2026] Probability and Statistics, Calculus

Selected Papers
If I am the corresponding author, mark my name with *  

• Optimal Consumption and Investment with an Endogenous Wealth-Backed Floor
  Junkee Jeon* (2026)
  submitted for publication.
  
  

• Finite-Horizon Optimal Consumption and Investment with Time-Varying Job-Switching Costs
  Gugyum Ha, Junkee Jeon, and Jihoon Ok (2026)
  submitted for publication.
  
  

• Lifetime Consumption and Portfolio Choice with an Endogenous Lifestyle Benchmark
  Kexin Chen, Junkee Jeon, Hyeng Keun Koo and Zhou Yang (2026)  
  submitted for publication.
  
  

• Endogenous Consumption Inertia in General Equilibrium
  Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo and  Jehan Oh (2026)
  Submitted for publication.
  
  

• Liquid–Illiquid Conversion via Singular Control: Staking and Partial Commitment
  Kyoung Jin Choi, Junkee Jeon, Minsuk Kwak and Byung Hwa Lim (2026)
  submitted for publication.
  
  

• Dynamic Asset Allocation with Partially Reversible Retirement Decisions
  Jongbong An, Junkee Jeon and Takwon Kim*  (2026)
  Revise and resubmit at Mathematics and Financial Economics
  
  

• Recursive Utility, Social Discounting, and Sustainable Consumption
  Junkee Jeon*  (2026)
  Revised and resubmitted to Journal of Mathematical Economics
  
  

• Optimal Consumption and Investment with Costly Adjustments for Living Standards in a Finite Horizon
  Junkee Jeon, Hyeng Keun Koo and Jehan Oh (2026)
  Revised and resubmitted to Finance and Stochastics
  
  

• Optimal Portfolio Selection and Early Retirement with Target Wealth Constraints
  Jongbong An, Junkee Jeon and Takwon Kim (2026)
  Revised and resubmitted to Mathematics and Financial Economics
  
  

• The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game
  Takwon Kim, Zhou Yang, and Junkee Jeon* (2026+)
  Mathematics of Operations Research
  
  

• Finite-Horizon Consumption and Investment Problem with Loss Aversion to Consumption Changes
  Junkee Jeon and Jehan Oh (2026+)
  SIAM Journal on Financial Mathematics
  
  

• Optimal consumption and portfolio rules with dynamic adjustment of consumption bounds
  Junkee Jeon, Kexin Chen and Hyeng Keun Koo (2026+)
  Finance and Stochastics
  
  

• The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model
  Junkee Jeon and Takwon Kim (2026)
  SIAM Journal on Control and Optimization
  
  

• A problem of finite-horizon optimal switching and stochastic control for utility maximisation
  Zhou Yang and Junkee Jeon* (2026)
  Finance and Stochastics
  
  

• Optimal Portfolio and Labor-Leisure Decisions with intolerance for declining standard of living
  Jongbong An, Junkee Jeon* and Takwon Kim (2025)
  Quantitative Finance
  
  

• A two-person zero-sum game approach for a retirement decision with borrowing constraints
  Junkee Jeon, Hyeng Keun Koo and Minsuk Kwak (2024)
  SIAM Journal on Financial Mathematics
  
  

• Human Capital and Portfolio Choice: Borrowing Constraint and Reversible Retirement
  Junkee Jeon, Hyeng Keun Koo, and Minsuk Kwak (2024)
  Mathematics and Financial Economics
  
  

• Optimal Consumption and Investment with Welfare Constraints
  Junkee Jeon and Minsuk Kwak (2024)
  Finance and Stochastics
  
  

• Labor Supply Flexibility and Portfolio Selection with Early Retirement Option
  Junkee Jeon and Jehan Oh (2023)
  Applied Mathematics & Optimization
  
  

• Horizon Effect on Optimal Retirement Decision 
  Junkee Jeon, Minsuk Kwak, and Kyunghyun Park (2023)

Quantitative Finance

• Optimal Retirement Problem under Partial Information 
  Kexin Chen, Junkee Jeon, and Hoi Ying Wong (2022)

Mathematics of Operations Research

• Optimal Finite Horizon Contract with Limited Commitment 
  Junkee Jeon, Hyeng Keun Koo, and Kyunghyun Park (2022)

Mathematics and Financial Economics

• Optimal Long-term Contracts with Disability Insurance under Limited Commitment  
  Kyoung Jin Choi, Junkee Jeon*, Ho-Seok Lee, and Hsuan-Chih (Luke) Lin (2022)
  Insurance: Mathematics and Economics

• Intertemporal Preference with Loss Aversion: Consumption and Risk Attitude 
  Kyoung Jin Choi, Junkee Jeon, and Hyeng Keun Koo (2022)

Journal of Economic Theory
 

• Optimal Retirement and Portfolio Selection with Consumption Ratcheting   

Junkee Jeon and Kyunghyun Park (2020)

Mathematics and Financial Economics

• Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities       

Junkee Jeon and Minsuk Kwak (2018)
Insurance: Mathematics and Economics 

• Portfolio selection with consumption ratcheting
  Junkee Jeon, Hyeng Keun Koo, and Yong Hyun Shin (2018)
  Journal of Economic Dynamics and Control