Working Papers
Submitted Papers
Zhou Yang and Junkee Jeon (2024)
A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization
revision requested (for 3rd round review, minor revision) at Finance and Stochastics
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
Junkee Jeon, Kexin Chen, and Hyeng Keun Koo (2024)
Optimal Consumption and Portfolio Rules with Dynamic Updating of Consumption Bounds
submitted for publication.
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo, and Jehan Oh (2024)
Portfolio Choice and Market Equilibrium under Standard of Living Preferences
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.
Jongbong An, Junkee Jeon and Takwon Kim (2024)
Optimal Portfolio and Retirement Decisions with Costly Job Switching Options,
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)
Junkee Jeon, Hyeng Keun Koo and Jehan Oh (2024)
Lifetime Portfolio Choice with Adjustment Costs for Living Standards
New verison is 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
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak and Ji Hee Yoon (2024)
Anticipatory Social Preference with Sustainability Constraint
New verison is coming soon
Zhou Yang, Junkee Jeon, and Kexin Chen (2024)
Finite-Horizon Optimal Consumption and Investment Problem with Endogenously Updating Consumption Bounds
First draft is coming soon
Zhou Yang, Junkee Jeon, and Takwon Kim (2023)
The finite-horizon consumption-investment and retirement problem with limited commitments