Endogenous credit, business cycle, and portfolio selection

DOI10.1287/OPRE.2021.0351MaRDI QIDQ6580499zbMATH OpenFDO

Authors Kyoung Jin Choi, Hyeng Keun Koo, Byung Hwa Lim, Jane Yoo

Publication date 29 July 2024

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/OPRE.2021.0351

zbMATH Keywords

business cycleconsumption and portfolio selectionendogenous creditfinancial engineeringgeneral equilibriumlimited commitment

Mathematics Subject Classification ID

General equilibrium theory (91B50) Economic growth models (91B62) Portfolio theory (91G10) Credit risk (91G40)

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Cited in

(2)

• Optimal recursive utility maximization with debt-to-income limits
• Optimal portfolio and labor-leisure decisions with intolerance for declining standards of living

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