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Jin Hyuk Choi · Study
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Author
Jin Hyuk Choi
3 works
· latest 2018
· 2 institutions
cluster: provisional
ORCID 0000-0002-5361-081X
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Most cited in this library
Information and trading targets in a dynamic market equilibrium
2018 · 41 citations
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs
2013 · 35 citations
Taylor approximation of incomplete Radner equilibrium models
2015 · 28 citations
Works
3 shown
Information and trading targets in a dynamic market equilibrium
Journal of Financial Economics
·
2018
·
3 authors
·
Open access
41
citations
Taylor approximation of incomplete Radner equilibrium models
Finance and Stochastics
·
2015
·
2 authors
28
citations
Shadow Prices and Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs
SIAM Journal on Control and Optimization
·
2013
·
3 authors
35
citations