scientific article; zbMATH DE number 2065141

MaRDI QIDQ4459807zbMATH OpenFDO

Authors Michael Haliassos, Christis Hassapis

Publication date 18 May 2004

zbMATH Keywords

precautionary savinghousehold portfolios

Mathematics Subject Classification ID

Recommendations

• Optimal consumption and portfolio choice with borrowing constraints
• Borrowing constraints, effective flexibility in labor supply, and portfolio selection
• Idiosyncratic Risk, Borrowing Constraints and Asset Prices
• Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs
• Anticipative portfolio optimization under constraints and a higher interest rate for borrowing
• Optimal consumption/portfolio choice with borrowing rate higher than deposit rate
• ASSET PRICING WITH BORROWING CONSTRAINTS AND EX ANTE HETEROGENEITY
• The equity risk premium and the riskfree rate in an economy with borrowing constraints
• Finite horizon portfolio selection problems with stochastic borrowing constraints

Cited in

(6)

• Borrowing Constraints and Aggregate Economic Activity
• The reluctance to borrow from the Fed
• Safety-first principle for constraints of borrowing/lending and risky investment
• The effects of pre-/post-retirement borrowing constraints on optimal consumption, investment, and retirement
• The demand for risky assets: Sample selection and household portfolios
• Idiosyncratic Risk, Borrowing Constraints and Asset Prices

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