Welcome to Junkee Jeon's homepage.
I am an Associate Professor in the Department of Applied Mathematics at Kyung Hee University.
My research interests lie in stochastic optimization and its applications in mathematical finance.
I received my Ph.D. from Department of Mathematical Science at Seoul National University.
Here is my Curriculum Vitae.
Contact Information
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 & Fall, 2025] No lecture (sabbatical leave)
Selected Papers
If I am the corresponding author, mark my name with *
Jongbong An, Junkee Jeon and Takwon Kim (2025)
Optimal Portfolio Selection and Early Retirement with Target Wealth Constraints
Revise and resubmit (major revision) at Mathematics and Financial Economics
Optimal consumption and portfolio rules with dynamic adjustment of consumption bounds
Junkee Jeon, Kexin Chen and Hyeng Keun Koo (2024)
Revised and resubmitted (for 3rd round review, conditional accept) to Finance and Stochastics
The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game
Takwon Kim, Zhou Yang, and Junkee Jeon*, (2025)
Revised and resubmitted (for 2nd round review) to Mathematics of Operations Research
Finite-Horizon Consumption and Investment Problem with Loss Aversion to Consumption Changes
Junkee Jeon and Jehan Oh (2025)
Submitted
General Equilibrium with Intertemporal Loss Aversion: Existence
Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo and Jehan Oh (2025)
Submitted
Optimal Consumption and Investment with Costly Adjustments for Living Standards in a Finite Horizon
Junkee Jeon, Hyeng Keun Koo and Jehan Oh (2025)
Submitted
Consumption Heterogeneity, Business Cycle, and Asset Pricing
Kyoung Jin Choi, Junkee Jeon*, Hyeng Keun Koo and Jehan Oh (2025)
Revise and resubmit (major revision) at Journal of Monetary Economics
The Journal of Monetary Economics is one of the top-tier journals in economics, renowned for shaping the frontier of modern macroeconomics and monetary policy research.
The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model
Junkee Jeon and Takwon Kim (2024)
Revised and resubmitted (for 3rd round review) to SIAM Journal on Control and Optimization
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
Zhou Yang and Junkee Jeon* (2025+)
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)
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)
Junkee Jeon and Kyunghyun Park (2020)
Mathematics and Financial Economics
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
