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Sponsored AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI AI AM CLAUDE, A Beginner's Guide: Learn the basics of working with AI

Author

Takwon Kim

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2 papers indexed here

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Preprint Sep 2026

Finite-Horizon Reversible Investment under Multi-Factor Dynamics

We study a finite-horizon reversible investment problem in which a risk-neutral firm adjusts capacity at a proportional purchase cost and a lower salvage value under multi-factor geometric Brownian motion. Via the singular control--optimal switching correspondence, the marginal value of capacity solves a family of para...

Junkee Jeon, Takwon Kim, Jinwan Park et al. · 0 citations
Open access Sep 2026

Finite-horizon ratcheting with perpetual commitment: optimal consumption, investment, and lock-in effects

We study optimal consumption and portfolio policies for an agent with a finite planning horizon and an irreversible consumption ratcheting constraint. During the planning horizon, the agent may increase consumption but cannot reduce it. After the terminal date, the consumption level reached by that time is permanentl...

Junkee Jeon, Takwon Kim · 0 citations

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