Working Papers
15.
Optimal Consumption and Investment with Costly Adjustments for Living Standards in a Finite Horizon
Junkee Jeon, Hyeng Keun Koo, and Jehan Oh
Revise and resubmit at Finance and Stochastics2025
14.
Working Longer, Not Harder: Target Wealth, Leisure, and Retirement
Junkee Jeon, Jongbong An, and Takwon Kim
Revised and resubmitted to Finance Research Letters2026
13.
The Finite-Horizon Retirement Problem with Borrowing Constraint: A Zero-Sum Stopper vs. Singular-Controller Game
Takwon Kim, Zhou Yang, and Junkee Jeon
Revised and resubmitted to Mathematics of Operations Research2025
12.
Optimal Portfolio Selection and Early Retirement with Target Wealth Constraints
Jongbong An, Junkee Jeon, and Takwon Kim
Revised and resubmitted to Mathematics and Financial Economics2025
11.
Endogenous Consumption Inertia in General Equilibrium
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo, and Jehan Oh
Submitted for publication2026
10.
Lifetime Consumption and Portfolio Choice with an Endogenous Lifestyle Benchmark
Kexin Chen, Junkee Jeon, Hyeng Keun Koo, and Zhou Yang
Submitted for publication2026
9.
Liquid–Illiquid Conversion via Singular Control: Staking and Partial Commitment
Kyoung Jin Choi, Junkee Jeon, Minsuk Kwak, and Byung Hwa Lim
Submitted for publication2026
8.
Heterogeneous Consumption Adjustment and Asset-Pricing Cycles
Kyoung Jin Choi, Junkee Jeon, Hyeng Keun Koo, and Jehan Oh
Working PaperWorking Paper
7.
The Obstacle Problem Arising from the American Chooser Option
Gu-gyum Ha, Junkee Jeon, and Jihoon Ok
Working PaperWorking Paper
6.
Finite-Horizon Optimal Consumption and Investment with Time-Varying Job-Switching Costs
Gu-gyum Ha, Junkee Jeon, and Jihoon Ok
Working PaperWorking Paper
5.
Finite-Horizon Optimal Retirement Timing Under Wealth Targets: Structure of the Free Boundaries
Kexin Chen, Junkee Jeon, Takwon Kim, and Zhou Yang
Working PaperWorking Paper
4.
Equilibrium Interest Rate Dynamics Driven by Loss Aversion to Consumption Changes
Kexin Chen, Junkee Jeon, and Hyeng Keun Koo
Work in ProgressWork in Progress
3.
The Finite-Horizon Reversible Investment Problem under Multi-Dimensional Stochastic Dynamics
Junkee Jeon, Takwon Kim, Jinwan Park, and A.Max. Reppen
Work in ProgressWork in Progress
2.
Anticipatory Social Preference with Sustainability Constraint
Junkee Jeon, Hyeng Keun Koo, Minsuk Kwak, and Ji Hee Yoon
Work in ProgressWork in Progress
1.
A Partially Reversible Retirement Decision Problem under Borrowing Constraints
Junkee Jeon
Manuscript currently being substantially revisedManuscript