Optimal portfolio choice with predictability in house prices and transaction costs
Year of publication: |
2012
|
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Authors: | Corradin, Stefano ; Fillat, José L. ; Vergara-Alert, Carles |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | Durable goods | housing returns predictability | optimal housing consumption and investment | transaction costs |
Series: | ECB Working Paper ; 1470 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 75190774X [GVK] hdl:10419/153903 [Handle] RePEc:ecb:ecbwps:20121470 [RePEc] |
Classification: | G11 - Portfolio Choice ; D11 - Consumer Economics: Theory ; D91 - Intertemporal Consumer Choice; Life Cycle Models and Saving ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Optimal portfolio choice with predictability in house prices and transaction costs
Corradin, Stefano, (2012)
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Portfolio choice with house value misperception
Corradin, Stefano, (2017)
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Portfolio choice with house value misperception
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Optimal portfolio choice with predictability in house prices and transaction costs
Corradin, Stefano, (2012)
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Optimal portfolio choice with predictability in house prices and transaction costs
Corradin, Stefano, (2014)
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Portfolio choice with house value misperception
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