3 papers in the archive (2024–2026), average empirical rigor 3.2/10, average math complexity 8.3/10. Quadrant mix: Lab Rats ×3.
Works mostly in Portfolio Optimization, Stochastic Control & Optimal Stopping.
Frequent co-authors: Donghan Kim (1), Jin Hyuk Choi (1), Seyoung Park (1), Yong Hyun Shin (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 finite-horizon portfolio optimization with proportional transaction costs and trading opportunities arriving at the jump times of a Cox process. Borrowing and short-selling are prohibited, while utility functions need not be concave, increasing, or differentiable. The admissible class inclu
This paper investigates the interactions among consumption/savings, investment, and retirement choices with income disaster. We consider low-income people who are exposed to income disaster so that they retire involuntarily when income disaster occurs. The government provides extra income support to
This paper investigates the optimal investment problem in a market with two types of illiquidity: transaction costs and search frictions. Extending the framework established by arXiv:2101.09936, we analyze a power-utility maximization problem where an investor encounters proportional transaction cos