{"id":"W4416364368","doi":"10.1080/14697688.2025.2578409","title":"Optimal recursive utility maximization with debt-to-income limits","year":2025,"lang":"en","type":"article","venue":"Quantitative Finance","topic":"Stochastic processes and financial applications","field":"Economics, Econometrics and Finance","cited_by":1,"is_retracted":false,"has_abstract":true,"ca_institutions":"University of Calgary","funders":"Hankuk University of Foreign Studies","keywords":"Maximization; Utility maximization; Limit (mathematics); Stochastic process","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"codex-gemma-dda1882f352a","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.0001957382,0.0001826917,0.0003655686,0.0002185601,0.0002208103,0.00004812408,0.0002823859,0.00007998797,0.00002869082],"category_scores_gemma":[0.0003998409,0.0001980603,0.00005473586,0.001309289,0.0001080467,0.0001931406,0.00004857064,0.0001365713,0.0004485715],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.00007918092,"about_ca_system_score_gemma":0.0000742354,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.00009157031,"about_ca_topic_score_gemma":0.00004497367,"domain_scores_codex":[0.9986354,0.00000562693,0.0004325483,0.0005877762,0.00004161113,0.0002970159],"domain_scores_gemma":[0.9990376,0.000117182,0.0002469199,0.0003489525,0.0002005396,0.00004887035],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.0001154601,0.00007613152,0.004361225,0.00002926303,0.00002088308,0.000001478861,0.0003182984,0.0009473365,0.00000473821,0.9924678,0.0002669665,0.001390387],"study_design_scores_gemma":[0.001038037,0.000561808,0.3249751,0.0002397241,0.00001915946,0.000002678067,0.000176583,0.01123409,0.0003591041,0.6172348,0.04352861,0.0006302653],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"empirical","genre_scores_codex":[0.05823311,0.001119897,0.9235697,0.00150802,0.0001683823,0.0004734235,0.0002120228,0.00004970994,0.01466578],"genre_scores_gemma":[0.8747023,0.00008263205,0.1233716,0.0004394295,0.00002652978,0.0002979532,0.00002170008,0.00001957517,0.001038284],"genre_candidate":"methods","genre_consensus":null,"teacher_disagreement_score":0.8164692,"threshold_uncertainty_score":0.8076664,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.03133247952145436,"score_gpt":0.2699701352332249,"score_spread":0.2386376557117705,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}