Korea, Republic of (South Korea)
Ajou University - Department of Business Administration
in Total Papers Downloads
in Total Papers Citations
Liquidity, Liquidity risk, Investment, Consumption, Equity-Premium Puzzle
American option, American contingent claim, regime switch, stochastic volatility
principal-agent problem, many agents, moral hazard, team, performance measure, contracts, continuous-time model, martingale method
recursive utility, transaction cost, elasticity of intertemporal substitution, wealth shock, liquidation shock
Consumption and Investment; Borrowing Constraint; Credit Limit; Endogenous Credit; Unsecured Borrowing; Portfolio Selection
Unsecured Credit Limit; Endogenous Credit; Unsecured Borrowing; Labor Income
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