All Stories

  1. Note on intertemporal preference with loss aversion

    Article • Mathematical Social Sciences, December 2025, Elsevier

    Dr. Kyoung Jin Choi

  2. Optimal recursive utility maximization with debt-to-income limits

    Article • Quantitative Finance, November 2025, Taylor & Francis

    Dr. Kyoung Jin Choi

  3. Endogenous Credit, Business Cycle, and Portfolio Selection

    Article • Operations Research, December 2023, INFORMS

    Dr. Kyoung Jin Choi

  4. A dual approach to agency problems

    Article • Journal of Mathematical Economics, December 2023, Elsevier

    Dr. Kyoung Jin Choi

  5. Valuing real options with endogenous payoff

    Article • Quantitative Finance, July 2022, Taylor & Francis

    Dr. Kyoung Jin Choi

  6. Optimal long-term contracts with disability insurance under limited commitment

    Article • Insurance Mathematics and Economics, May 2022, Elsevier

    Dr. Kyoung Jin Choi

  7. Intertemporal preference with loss aversion: Consumption and risk-attitude

    Article • Journal of Economic Theory, March 2022, Elsevier

    Dr. Kyoung Jin Choi

  8. Real Options with Endogenous Payoff

    Article • SSRN Electronic Journal, January 2020, Elsevier

    Dr. Kyoung Jin Choi

  9. Performance Measurement in Agency Models

    Article • SSRN Electronic Journal, January 2019, Elsevier

    Dr. Kyoung Jin Choi

  10. MNEs' corporate social responsibility: an optimal investment decision model

    Article • European J of International Management, January 2019, Inderscience Publishers

    Dr. Kyoung Jin Choi

  11. Optimal Consumption and Investment under Time-Varying Liquidity Constraints

    Article • Journal of Financial and Quantitative Analysis, September 2018, Cambridge University Press

    Dr. Kyoung Jin Choi

  12. The impact of firm size on dynamic incentives and investment

    Article • The RAND Journal of Economics, February 2017, Wiley

    Dr. Kyoung Jin Choi

  13. A simple asset pricing model with heterogeneous agents, uninsurable labor income and limited stock market participation

    Article • Journal of Banking & Finance, June 2015, Elsevier

    Dr. Kyoung Jin Choi

  14. Credit crunches as markov equilibria

    Article • Journal of Macroeconomics, December 2013, Elsevier

    Dr. Kyoung Jin Choi

  15. Business Partnerships Without Commitment

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Dr. Kyoung Jin Choi

  16. Time Horizon Effect on Real Investment Decisions

    Article • SSRN Electronic Journal, January 2013, Elsevier

    Dr. Kyoung Jin Choi

  17. Mirrlees Meets Modigliani-Miller: Optimal Taxation and Capital Structure

    Article • SSRN Electronic Journal, January 2012, Elsevier

    Dr. Kyoung Jin Choi

  18. OPTIMAL PORTFOLIO, CONSUMPTION‐LEISURE AND RETIREMENT CHOICE PROBLEM WITH CES UTILITY

    Article • Mathematical Finance, June 2008, Wiley

    Dr. Kyoung Jin Choi

  19. DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION

    Article • Mathematical Finance, March 2006, Wiley

    Dr. Kyoung Jin Choi

  20. A preference change and discretionary stopping in a consumption and porfolio selection problem

    Article • Mathematical Methods of Operations Research, July 2005, Springer Science + Business Media

    Dr. Kyoung Jin Choi