| Information and trading targets in a dynamic market equilibrium JH Choi, K Larsen, DJ Seppi Journal of Financial Economics 132 (3), 22-49, 2019 | 59 | 2019 |
| Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs JH Choi, M Sirbu, G Zitkovic SIAM Journal on Control and Optimization 51 (6), 4414-4449, 2013 | 44 | 2013 |
| Taylor approximation of incomplete Radner equilibrium models JH Choi, K Larsen Finance and Stochastics 19 (3), 653-679, 2015 | 35 | 2015 |
| Equilibrium effects of intraday order-splitting benchmarks JH Choi, K Larsen, DJ Seppi Mathematics and Financial Economics 15 (2), 315-352, 2021 | 28* | 2021 |
| Security defense against long-term and stealthy cyberattacks K Han, JH Choi, Y Choi, GM Lee, AB Whinston Decision Support Systems 166, 113912, 2023 | 20 | 2023 |
| Optimal consumption and investment with liquid and illiquid assets JH Choi Mathematical Finance, 2016 | 10* | 2016 |
| Asymptotic analysis for Merton's problem with transaction costs in power utility case JH Choi Stochastics An International Journal of Probability and Stochastic Processes …, 2014 | 9 | 2014 |
| Trading constraints in continuous-time Kyle models JH Choi, H Kwon, K Larsen SIAM Journal on Control and Optimization 61 (3), 1494-1512, 2023 | 8 | 2023 |
| Price impact in Nash equilibria X Chen, JH Choi, K Larsen, DJ Seppi Finance and Stochastics 27 (2), 305-340, 2023 | 8* | 2023 |
| Optimal investment in an illiquid market with search frictions and transaction costs TU Gang, JH Choi Applied Mathematics & Optimization 88 (1), 3, 2023 | 5* | 2023 |
| Implications of false alarms in dynamic games on cyber-security K Han, JH Choi Chaos, Solitons & Fractals 169, 113322, 2023 | 5 | 2023 |
| Delegation of information acquisition, information asymmetry, and outside option JH Choi, K Han International Journal of Game Theory 52 (3), 833-860, 2023 | 4 | 2023 |
| Learning about latent dynamic trading demand X Chen, JH Choi, K Larsen, DJ Seppi Mathematics and Financial Economics 16 (4), 615-658, 2022 | 4 | 2022 |
| Endogenous noise trackers in a radner equilibrium JH Choi, K Weston SIAM Journal on Financial Mathematics 13 (4), 1326-1343, 2022 | 3 | 2022 |
| A multi-agent targeted trading equilibrium with transaction costs JH Choi, J Duraj, K Weston SIAM Journal on Financial Mathematics 15 (1), 161-193, 2024 | 2 | 2024 |
| A reputation game on cyber-security and cyber-risk calibration K Han, JH Choi Applied Mathematics & Optimization 85 (2), 13, 2022 | 2 | 2022 |
| Optimal contract for outsourcing information acquisition K Han, JH Choi Economics Letters 195, 109443, 2020 | 2 | 2020 |
| Unified Asymptotics for Investment Under Illiquidity: Transaction Costs and Search Frictions TU Gang, JH Choi Mathematical Finance, 2025 | 1 | 2025 |
| Uniqueness and Existence of Linear Equilibrium with a Constrained Trader H Kwon, JH Choi arXiv preprint arXiv:2508.10138, 2025 | | 2025 |
| Radner equilibrium with population growth JH Choi, K Weston SIAM Journal on Financial Mathematics 16 (2), SC37-SC50, 2025 | | 2025 |
