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Optimal Mortgage Design
16 references·16 citing·53 second hopsampled
Optimal Mortgage Design (2010)Optimal Mortgage DesignA Continuous-Time Version of the Principal–Agent Problem (2008)A Continuous-Time Version of …Optimal Long-Term Financial Contracting (2007)Optimal Long-Term Financial C…Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications (2007)Dynamic Security Design: Conv…Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model (2006)Optimal Security Design and D…Agency and Optimal Investment Dynamics (2006)Agency and Optimal Investment…A Theory of Financing Constraints and Firm Dynamics* (2006)A Theory of Financing Constra…A Theory of Financing Constraints and Firm Dynamics (2006)A Theory of Financing Constra…Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Housing Collateral, Consumpti…Luxury Goods and the Equity Premium (2004)Luxury Goods and the Equity P…Limit Theorems for Stochastic Processes (2003)Limit Theorems for Stochastic…Household Risk Management and Optimal Mortgage Choice (2003)Household Risk Management and…Household Risk Management and Optimal Mortgage Choice (2002)Household Risk Management and…Investing Retirement Wealth: A Life-Cycle Model (2000)Investing Retirement Wealth: …Computing Multi-Period, Information-Constrained Optima (1991)Computing Multi-Period, Infor…Toward a Theory of Discounted Repeated Games with Imperfect Monitoring (1990)Toward a Theory of Discounted…On Repeated Moral Hazard with Discounting (1987)On Repeated Moral Hazard with…Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinance Program (2022)Mortgage Refinancing, Consume…Government and Private Household Debt Relief during COVID-19 (2021)Government and Private Househ…Mortgage Design in an Equilibrium Model of the Housing Market (2020)Mortgage Design in an Equilib…Liquidity versus Wealth in Household Debt Obligations: Evidence from Housing Policy in the Great Recession (2020)Liquidity versus Wealth in Ho…Complex Mortgages (2018)Complex MortgagesWhat Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages (2017)What Calls to ARMs? 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References

  • 2003Limit Theorems for Stochastic Processes2,529 cited
  • 1990Toward a Theory of Discounted Repeated Games with Imperfect Monitoring1,207 cited
  • 2008A Continuous-Time Version of the Principal–Agent Problem719 cited
  • 2003Household Risk Management and Optimal Mortgage Choice646 cited
  • 1987On Repeated Moral Hazard with Discounting641 cited
  • 2006Optimal Security Design and Dynamic Capital Structure in a Continuous‐Time Agency Model639 cited
  • 2005Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective637 cited
  • 2006A Theory of Financing Constraints and Firm Dynamics473 cited
  • 2007Optimal Long-Term Financial Contracting432 cited
  • 2007Dynamic Security Design: Convergence to Continuous Time and Asset Pricing Implications360 cited
  • 2004Luxury Goods and the Equity Premium353 cited
  • 1991Computing Multi-Period, Information-Constrained Optima268 cited
  • 2002Household Risk Management and Optimal Mortgage Choice251 cited
  • 2006Agency and Optimal Investment Dynamics248 cited
  • 2006A Theory of Financing Constraints and Firm Dynamics*166 cited
  • 2000

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Investing Retirement Wealth: A Life-Cycle Model
165 cited

Cited by

  • 2012Mortgage Market Design*218 cited
  • 2016Housing and Macroeconomics200 cited
  • 2020Liquidity versus Wealth in Household Debt Obligations: Evidence from Housing Policy in the Great Recession200 cited
  • 2015Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinancing Program126 cited
  • 2020Mortgage Design in an Equilibrium Model of the Housing Market118 cited
  • 2013Evidence on the Benefits of Alternative Mortgage Products103 cited
  • 2011Stochastic House Appreciation and Optimal Mortgage Lending95 cited
  • 2013Mortgage Financing in the Housing Boom and Bust88 cited
  • 2018Complex Mortgages84 cited
  • 2022Mortgage Refinancing, Consumer Spending, and Competition: Evidence from the Home Affordable Refinance Program84 cited
  • 2016Mortgage risks, debt literacy and financial advice79 cited
  • 2011Dynamic Compensation Contracts with Private Savings78 cited
  • 2011Optimal Dynamic Contracts with Moral Hazard and Costly Monitoring78 cited
  • 2017What Calls to ARMs? International Evidence on Interest Rates and the Choice of Adjustable-Rate Mortgages78 cited
  • 2014Mortgage Rates, Household Balance Sheets, and the Real Economy74 cited
  • 2021Government and Private Household Debt Relief during COVID-1974 cited