Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Year of publication: |
2017
|
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Authors: | Ahn, Seryoong |
Other Persons: | Choi, Kyoung Jin (contributor) ; Lim, Byung Hwa (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Time-Varying Liquidity Constraints | Stochastic Borrowing Constraints | Debt-to-Income Ratio | Loan-to-Value Ratio | Consumption-Investment | Portfolio Selection | Martingale Method | Liquidity Constraints | Theorie | Theory | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Liquidität | Liquidity | Einkommenshypothese | Income hypothesis | Investition | Investment |
Extent: | 1 Online-Ressource (48 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Financial and Quantitative Analysis (JFQA), Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 27, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2375492 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; D11 - Consumer Economics: Theory ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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