3 papers in the archive (2026), average empirical rigor 2/10, average math complexity 6.2/10. Quadrant mix: Lab Rats ×2, Philosophers ×1.
Works mostly in Stochastic Control & Optimal Stopping, Statistical Arbitrage & Pairs Trading, Factor Investing & Asset Pricing.
Frequent co-authors: Junkee Jeon (3), Jehan Oh (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
We study optimal consumption and investment for an investor who receives labor income until a fixed retirement date, can raise the income rate irreversibly at a constant price per unit of income flow, and cannot borrow against future income. A pathwise argument shows that no income is purchased duri
We study finite-horizon optimal switching with affine rewards in a consumption-investment model with finitely many occupational regimes. Directed shortest-path costs yield the exact natural borrowing limit. A dual transformation reduces the control problem to a one-dimensional system of variational
We study a two-sided singular stochastic control problem in which changes in consumption carry utility costs and the risk premium follows the mean-reverting Kim-Omberg model. Optimal consumption is reflected between two moving barriers given by thresholds that depend on the current risk premium. The