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)
- Probability and Statistics
- Calculus
Selected Papers
View all →Lifetime Consumption and Portfolio Choice with an Endogenous Lifestyle Benchmark
Kexin Chen, Junkee Jeon, Hyeng Keun Koo, and Zhou Yang
Endogenous Consumption Inertia in General Equilibrium
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo, and Jehan Oh
Liquid–Illiquid Conversion via Singular Control: Staking and Partial Commitment
Kyoung Jin Choi, Junkee Jeon, Minsuk Kwak, and Byung Hwa Lim
Optimal Consumption and Investment with Costly Adjustments for Living Standards in a Finite Horizon
Junkee Jeon, Hyeng Keun Koo, and Jehan Oh
Optimal Portfolio Selection and Early Retirement with Target Wealth Constraints
Jongbong An, Junkee Jeon, and Takwon Kim
The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game
Takwon Kim, Zhou Yang, and Junkee Jeon
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
Personal Life
Beyond mathematics, I cherish precise moments with my family.
