Junkee Jeon
Associate Professor of Applied Mathematics
Welcome to my homepage. I am an Associate Professor in the Department of Applied Mathematics at Kyung Hee University.
My research interests lie in stochastic optimization and its applications in mathematical finance, including optimal consumption and portfolio selection, retirement decision problems, contract theory, free boundary problems, and option pricing.
I received my Ph.D. from the Department of Mathematical Science at Seoul National University.
Teaching (Spring 2026)
- Calculus
- Probability and Statistics
Selected Papers
View all →Finite-Horizon Consumption and Investment Problem with Loss Aversion to Consumption Changes
Junkee Jeon and Jehan Oh
Optimal consumption and portfolio rules with dynamic adjustment of consumption bounds
Junkee Jeon, Kexin Chen, and Hyeng Keun Koo
The Finite-Horizon Reversible Investment Problem with the Constant Elasticity of Variance Model
Junkee Jeon and Takwon Kim
A problem of finite-horizon optimal switching and stochastic control for utility maximisation
Zhou Yang and Junkee Jeon
Optimal Portfolio and Labor-Leisure Decisions with intolerance for declining standard of living
Jongbong An, Junkee Jeon, and Takwon Kim
Optimal Consumption and Investment with Welfare Constraints
Junkee Jeon and Minsuk Kwak
A two-person zero-sum game approach for a retirement decision with borrowing constraints
Junkee Jeon, Hyeng Keun Koo, and Minsuk Kwak
Human Capital and Portfolio Choice: Borrowing Constraint and Reversible Retirement
Junkee Jeon, Hyeng Keun Koo, and Minsuk Kwak
Labor Supply Flexibility and Portfolio Selection with Early Retirement Option
Junkee Jeon and Jehan Oh
Horizon Effect on Optimal Retirement Decision
Junkee Jeon, Minsuk Kwak, and Kyunghyun Park
Optimal Retirement Problem under Partial Information
Kexin Chen, Junkee Jeon, and Hoi Ying Wong
Intertemporal Preference with Loss Aversion: Consumption and Risk Attitude
Kyoung Jin Choi, Junkee Jeon, and Hyeng Keun Koo
Optimal Finite Horizon Contract with Limited Commitment
Junkee Jeon, Hyeng Keun Koo, and Kyunghyun Park
Optimal Long-term Contracts with Disability Insurance under Limited Commitment
Kyoung Jin Choi, Junkee Jeon, Hoseok Lee, and Hsuan-Chih (Luke) Lin
Optimal Retirement and Portfolio Selection with Consumption Ratcheting
Junkee Jeon and Kyunghyun Park
Optimal surrender strategies and valuations of path-dependent guarantees in variable annuities
Junkee Jeon and Minsuk Kwak
Portfolio selection with consumption ratcheting
Junkee Jeon, Hyeng Keun Koo, and Yong Hyun Shin
Personal Life
Beyond mathematics, I cherish precise moments with my family.
