Jin Hyuk Choi
Jin Hyuk Choi
Verified email at unist.ac.kr - Homepage
Title
Cited by
Cited by
Year
Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs
JH Choi, M Sirbu, G Zitkovic
SIAM Journal on Control and Optimization 51 (6), 4414-4449, 2013
362013
Information and trading targets in a dynamic market equilibrium
JH Choi, K Larsen, DJ Seppi
Journal of Financial Economics 132 (3), 22-49, 2019
212019
Taylor approximation of incomplete Radner equilibrium models
JH Choi, K Larsen
Finance and Stochastics 19 (3), 653-679, 2015
202015
Equilibrium effects of intraday order-splitting benchmarks
JH Choi, K Larsen, DJ Seppi
Mathematics and Financial Economics, 1-38, 2020
13*2020
Optimal consumption and investment with liquid and illiquid assets
JH Choi
arXiv preprint arXiv:1602.06998, 2016
3*2016
Asymptotic analysis for Merton's problem with transaction costs in power utility case
JH Choi
Stochastics An International Journal of Probability and Stochastic Processes …, 2014
32014
Misinformation and Optimal Time to Detect
JH Choi, YS Choi, K Han, GM Lee, AB Whinston
Available at SSRN 3435916, 2020
2*2020
Optimal contract for outsourcing information acquisition
JH Choi, K Han
Economics Letters 195, 109443, 2020
2020
Implications of False Alarms in Dynamic Games on Cyber-Security
JH Choi, K Han
Available at SSRN 3660197, 2020
2020
Resolving asset pricing puzzles with price impact
X Chen, JH Choi, K Larsen, DJ Seppi
arXiv preprint arXiv:1910.02466, 2019
2019
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Articles 1–10