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Real Estate and its Role in Household Portfolio Choice
16 references·10 citing·37 second hop
Real Estate and its Role in Household Portfolio Choice (2003)Real Estate and its Role in Household Por…Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation (2008)Do Wealth Fluctuations Genera…Consumption and Portfolio Choice over the Life Cycle (2005)Consumption and Portfolio Cho…Portfolio Choice in the Presence of Housing (2004)Portfolio Choice in the Prese…Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (2004)Optimal Consumption and Portf…A finite sample correction for the variance of linear efficient two-step GMM estimators (2004)A finite sample correction fo…Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures (2002)Towards an Explanation of Hou…Strategic Asset Allocation (2002)Strategic Asset AllocationOwner-Occupied Housing and the Composition of the Household Portfolio (2002)Owner-Occupied Housing and th…Limited Asset Market Participation and the Elasticity of Intertemporal Substitution (2002)Limited Asset Market Particip…Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for …Econometric Analysis of Cross Section and Panel Data (2001)Econometric Analysis of Cross…Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Portfolio Choice and Asset Pr…Standard Risk Aversion (1991)Standard Risk AversionSome Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Some Tests of Specification f…Consumption and Liquidity Constraints: An Empirical Investigation (1989)Consumption and Liquidity Con…Proper Risk Aversion (1987)Proper Risk AversionUnexpected Housing Wealth Appreciation and Stock Market Participation (2021)Unexpected Housing Wealth App…Behavioral Real Estate (2017)Behavioral Real EstateDoes Residential Housing Crowd Out or Promote Households’ Stock Investment? 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this work references cited by second hop

References

  • 1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations33,089 cited
  • 2001Econometric Analysis of Cross Section and Panel Data27,575 cited
  • 2004A finite sample correction for the variance of linear efficient two-step GMM estimators5,973 cited
  • 1989Consumption and Liquidity Constraints: An Empirical Investigation1,933 cited
  • 2005Consumption and Portfolio Choice over the Life Cycle1,544 cited
  • 2002Strategic Asset Allocation1,279 cited
  • 2000Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk1,042 cited
  • 2002Limited Asset Market Participation and the Elasticity of Intertemporal Substitution1,011 cited
  • 2004Portfolio Choice in the Presence of Housing1,004 cited
  • 1991Standard Risk Aversion851 cited
  • 2002Owner-Occupied Housing and the Composition of the Household Portfolio832 cited
  • 2001Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income755 cited
  • 2004Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints590 cited
  • 2008Do Wealth Fluctuations Generate Time-Varying Risk Aversion? Micro-Evidence on Individuals' Asset Allocation573 cited
  • 2002

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Towards an Explanation of Household Portfolio Choice Heterogeneity: Nonfinancial Income and Participation Cost Structures
560 cited
  • 1987Proper Risk Aversion540 cited
  • Cited by

    • 2017Behavioral Real Estate98 cited
    • 2007Liquidity, Return and Order‐Flow Linkages Between REITs and the Stock Market75 cited
    • 2008Are Household Portfolios Efficient? an Analysis Conditional on Housing64 cited
    • 2007Homeownership as a Constraint on Asset Allocation52 cited
    • 2010Limited Stock Market Participation Among Renters and Home Owners31 cited
    • 2021Unexpected Housing Wealth Appreciation and Stock Market Participation28 cited
    • 2011The real estate risk of hospitality firms: Examining stock-return sensitivity to property values28 cited
    • 2015Modelling household finances: A Bayesian approach to a multivariate two-part model23 cited
    • 2010Stockholding: Does Housing Wealth Matter?21 cited
    • 2016Does Residential Housing Crowd Out or Promote Households’ Stock Investment? Evidence from China19 cited