2020-10 | Optimal contract for outsourcing information acquisition | Choi, Jin Hyuk; Han, Kookyoung | ARTICLE | 70 |
|
2020-09 | Equilibrium Effects of Intraday Order-Splitting Benchmarks | Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane | ARTICLE | 53 |
|
2020-04 | Optimal consumption and investment with liquid and illiquid assets | Choi, Jin Hyuk | ARTICLE | 242 |
|
2019-06 | Information and trading targets in a dynamic market equilibrium | Choi, Jin Hyuk; Larsen, Kasper; Seppi, Duane J. | ARTICLE | 432 |
|
2015-07 | Taylor approximation of incomplete Radner equilibrium models | Choi, Jin Hyuk; Larsen, Kasper | ARTICLE | 817 |
|
2014-09 | Asymptotic analysis for Merton's problem with transaction costs in power utility case | Choi, Jin Hyuk | ARTICLE | 714 |
|
2013 | SHADOW PRICES AND WELL-POSEDNESS IN THE PROBLEM OF OPTIMAL INVESTMENT AND CONSUMPTION WITH TRANSACTION COSTS | Choi, Jin Hyuk; Sirbu, Mihai; Zitkovic, Gordan | ARTICLE | 835 |
|