Shin, Yong Hyun (½Å¿ëÇö)

Research Fellow School of Computational Sciences, Korea Institute for Advanced Study(KIAS) E-mail : yhshin@kias.re.kr TEL : +82-2-958-3898 FAX : +82-2-958-3820 Education 2000 B.S. in Mathematics, Sogang University (Cum Laude) 2002 M.S. in Mathematics, KAIST 2007 Ph.D. in Mathematics, KAIST (Mathematical Finance and Time-Series Model Simulation Lab.)

News (Last updated on April 6, 2010) Curriculum Vitae CV Research Interests Mathematical Finance (Portfolio Selection, Principal-Agent Problem, Real Options, Derivative Pricing) Research Publications (MathSciNet) Byung Hwa Lim and Yong Hyun Shin (2010) Optimal Investment, Consumption and Retirement Decision with Disutility and Borrowing Constraints, Quantitative Finance, online published. [February 17, 2010] Minsuk Kwak, Yong Hyun Shin, and U Jin Choi (2009) Optimal Portfolio, Consumption and Retirement Decision under a Preference Change, Journal of Mathematical Analysis and Applications 355 (2), 527--540. [July 15, 2009] Byung Hwa Lim, Yong Hyun Shin, and U Jin Choi (2008) Optimal Investment, Consumption and Retirement Choice Problem with Disutility and Subsistence Consumption Constraints, Journal of Mathematical Analysis and Applications 345 (1), 109--122. [September 1, 2008] Kyoung Jin Choi, Gyoocheol Shim, and Yong Hyun Shin (2008) Optimal Portfolio, Consumption-Leisure and Retirement Choice Problem with CES Utility, Mathematical Finance 18 (3), 445--472. [July 1, 2008] Yong Hyun Shin, Byung Hwa Lim, and U Jin Choi (2007) Optimal Consumption and Portfolio Selection Problem with Downside Consumption Constraints, Applied Mathematics and Computation 188 (2), 1801--1811. [May 15, 2007] Working Papers (SSRN) Byung Hwa Lim and Yong Hyun Shin, Comparison of Optimal Portfolios With and Without Subsistence Consumption Constraints, submitted for publication. Minsuk Kwak, Yong Hyun Shin, and U Jin Choi, Optimal Investment and Consumption Decision of Family with Life Insurance, submitted for publication. Kyoung Jin Choi, Byung Hwa Lim, and Yong Hyun Shin, A Continuous-Time Investment Model under the Optimal Contract. Hoon Cho and Yong Hyun Shin, Self-Enforced Investment with Regime Switching. Byung Hwa Lim and Yong Hyun Shin, Disutility, Optimal Consumption and Portfolio Decision on Finite Horizon. Hyeng Keun Koo and Yong Hyun Shin, Optimal Consumption and Portfolio Selection with Stochastic Differential Utility and Borrowing Constraints. Byung Hwa Lim and Yong Hyun Shin, Optimal Consumption and Portfolio Selection under Subsistence Consumption Constraints Before and After Retirement. ±è¸íÁØ, ¹Ú±¤¿ì, ½Å¿ëÇö, Á¶ ÈÆ, ÇöÁ¤¼ø, ÁÖÅà °¡°ÝÁö¼ö »êÁ¤-¼­¿ï ¾ÆÆÄÆ® ½Ç°Å·¡°¡°ÝÀ» ÀÌ¿ëÇÑ ½ÇÁõ¿¬±¸, ±ÝÀ¶°æÁ¦¿¬±¸ Á¦348È£ (Article in Korean) Private Home Page