Consumption and portfolio selection with labor income: a continuous time approach HK Koo Mathematical Finance 8 (1), 49-65, 1998 | 310 | 1998 |
Liquidity premia and transaction costs BG Jang, H KEUN KOO, H Liu, M Loewenstein The Journal of Finance 62 (5), 2329-2366, 2007 | 191 | 2007 |
Investment with taxes P Dybvig, HK Koo Washington University 126, 620-635, 1996 | 73 | 1996 |
A comparison of numerical and analytic approximate solutions to an intertemporal consumption choice problem JY Campbell, HK Koo Journal of Economic Dynamics and Control 21 (2-3), 273-295, 1997 | 67 | 1997 |
Consumption and portfolio selection with labor income: A discrete-time approach HK Koo Mathematical Methods of Operations Research 50, 219-243, 1999 | 61 | 1999 |
Optimal consumption and portfolio selection with early retirement option Z Yang, HK Koo Mathematics of Operations Research 43 (4), 1378-1404, 2018 | 58 | 2018 |
Consumption and portfolio selection with labor income I: Evaluation of human capital HK Koo Unpublished paper, Washington University, 1995 | 54 | 1995 |
Isomorphic ore extensions EP Armendariz, H Keun Koo, J Keol Park Communications in Algebra 15 (12), 2633-2652, 1987 | 48 | 1987 |
Optimal Multi‐Agent Performance Measures for Team Contracts H Keun Koo, G Shim, J Sung Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 40 | 2008 |
Portfolio selection with consumption ratcheting J Jeon, HK Koo, YH Shin Journal of Economic Dynamics and Control 92, 153-182, 2018 | 34 | 2018 |
Consumption and portfolio choice with uninsurable income risk HK Koo Department of Economics, Princeton University, 1991 | 29 | 1991 |
An algorithm for optimal portfolio selection problem with transaction costs and random lifetimes UJ Choi, BG Jang, HK Koo Applied mathematics and computation 191 (1), 239-252, 2007 | 26 | 2007 |
A preference change and discretionary stopping in a consumption and porfolio selection problem KJ Choi, HK Koo Mathematical Methods of Operations Research 61, 419-435, 2005 | 21 | 2005 |
Asia’s contagious financial crisis and its impact on Korea YS Kim, HK Koo Journal of Asian Economics 10 (1), 111-121, 1999 | 19 | 1999 |
Intertemporal preference with loss aversion: Consumption and risk-attitude KJ Choi, J Jeon, HK Koo Journal of Economic Theory 200, 105380, 2022 | 17 | 2022 |
Optimal retirement in a general market environment Z Yang, HK Koo, YH Shin Applied Mathematics & Optimization 84, 1083-1130, 2021 | 16 | 2021 |
Optimal consumption and portfolio selection with quadratic utility and a subsistence consumption constraint JL Koo, SR Ahn, BL Koo, HK Koo, YH Shin Stochastic Analysis and Applications 34 (1), 165-177, 2016 | 16 | 2016 |
A survey on American options: old approaches and new trends SR Ahn, HO Bae, HK Koo, KJ Lee Bulletin of the Korean Mathematical Society 48 (4), 791-812, 2011 | 16 | 2011 |
Option pricing and Greeks via a moving least square meshfree method Y Kim, HO Bae, HK Koo Quantitative Finance 14 (10), 1753-1764, 2014 | 15 | 2014 |
Optimal stopping of active portfolio management KJ Choi, HK Koo, DY Kwak ANNALS OF ECONOMICS AND FINANCE. 5, 119-152, 2004 | 15 | 2004 |