Optimal Consumption and Investment under Time-Varying Liquidity Constraints
Seryoong Ahn, Kyoung Jin Choi, and Byung Hwa Lim
| Year of publication: |
2019
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| Authors: | Ahn, Seryoong ; Choi, Kyoung Jin ; Lim, Byung Hwa |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 4, p. 1643-1681
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| Subject: | Time-Varying Liquidity Constraints | Stochastic Borrowing Constraints | Debt-to-Income Ratio | Loan-to-Value Ratio | Consumption-Investment | Portfolio Selection | Martingale Method | Liquidity Constraints | Liquiditätsbeschränkung | Liquidity constraint | Portfolio-Management | Portfolio selection | Betriebliche Liquidität | Corporate liquidity | Liquidität | Liquidity | Konsumtheorie | Consumption theory | Investition | Investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139951