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Qi Li

Pusan National University

SCHOLARLY PAPERS

3

DOWNLOADS

171

TOTAL CITATIONS

0

Scholarly Papers (3)

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1.

Optimal Consumption, Investment, and Housing Choice under Two Borrowing Constraints: LTV and Credit Lines

Downloads 72 (916,100)

Optimal Consumption, Investment, and Housing Choice under Two Borrowing Constraints: LTV and Credit Lines

Number of pages: 13 Posted: 27 Oct 2025
Qi Li, Seryoong Ahn and Ji-Hun Yoon
Pusan National University, Pukyong National University and Pusan National University
Downloads 39 (1,281,607)

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loan-to-value ratio, housing choice, liquidity constraints, martingale approach

Optimal Consumption, Investment, and Housing Choice under Two Borrowing Constraints: LTV and Credit Lines

Number of pages: 13 Posted: 27 Oct 2025
Qi Li, Seryoong Ahn and Ji-Hun Yoon
Pusan National University, Pukyong National University and Pusan National University
Downloads 33 (1,356,108)

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loan-to-value ratio, housing choice, liquidity constraints, martingale approach

2.

How Does Consumption-Wealth Ratio Matter for Asset Returns: A Regime Switching Approach

Number of pages: 13 Posted: 22 Sep 2023
Qi Li, Di Luo, Seyoung Park and Huainan Zhao
Pusan National University, University of Dundee School of Business, Nottingham University Business School and Loughborough University - Loughborough Business School
Downloads 54 (1,031,043)

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Consumption-Wealth Ratio, Regime Switching, asset pricing, Regime-Switching Risk Premium

3.

Asset Returns and Regime-Switching Consumption-Wealth Ratio

Number of pages: 14 Posted: 17 Sep 2024
Qi Li, Di Luo, Seyoung Park, Huainan Zhao and Bong-Gyu Jang
Pusan National University, University of Dundee School of Business, Nottingham University Business School, Loughborough University - Loughborough Business School and Pohang University of Science and Technology (POSTECH)
Downloads 45 (1,170,409)

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Consumption-Wealth Ratio, Regime Switching, Asset Pricing, Regime-Switching Risk Premium