Optimal loan-to-value ratio and the efficiency gains of default

DOI10.1007/s10436-013-0232-7zbMath1298.91201OpenAlexW2058060591MaRDI QIDQ470718

Li Lin

Publication date: 13 November 2014

Published in: Annals of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10436-013-0232-7

zbMATH Keywords

collateraldefaultborrowing constraintloan-to-value

Mathematics Subject Classification ID

Related Items (2)

Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio ⋮ Collateral and the efficiency of monetary policy

Cites Work

• A model to analyse financial fragility
• State prices, liquidity, and default
• Equilibrium analysis, banking and financial instability.
• The optimal bankruptcy rule in a trading economy using fiat money
• Default and Punishment in General Equilibrium1

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