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Portfolio choices for homeowners
16 references·16 citing·41 second hopsampled
Portfolio choices for homeowners (2005)Portfolio choices for homeownersThe Econometrics of Financial Markets (2012)The Econometrics of Financial…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…Owner-Occupied Housing and the Composition of the Household Portfolio (2002)Owner-Occupied Housing and th…Optimal Portfolio Selection with Transaction Costs and Finite Horizons (2002)Optimal Portfolio Selection w…Loss Aversion and Seller Behavior: Evidence from the Housing Market (2001)Loss Aversion and Seller Beha…The nature of precautionary wealth (1997)The nature of precautionary w…The Econometrics of Financial Markets (1997)The Econometrics of Financial…MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE (1997)MARKET FRICTIONS, SAVINGS BEH…Why Should Older People Invest Less in Stocks Than Younger People? (1996)Why Should Older People Inves…Equity and Time to Sale in the Real Estate Market (1994)Equity and Time to Sale in th…Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (1990)Asset Pricing and Optimal Por…The Behavior of Home Buyers in Boom and Post-Boom Markets (1988)The Behavior of Home Buyers i…Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods (1987)Asset Pricing and Optimal Por…The equity premium: A puzzle (1985)The equity premium: A puzzleA Model of Housing Tenure Choice (1983)A Model of Housing Tenure Cho…Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle (2021)Simple Allocation Rules and O…Taxing the Disposition Effect: The Impact of Tax Awareness on Investor Behavior (2019)Taxing the Disposition Effect…Limited Stock Market Participation Among Renters and Homeowners (2018)Limited Stock Market Particip…Home equity and household portfolio choice: Evidence from China (2018)Home equity and household por…Life cycle asset allocation in the presence of housing and tax-deferred investing (2013)Life cycle asset allocation i…Trust and the Choice Between Housing and Financial Assets: Evidence from Spanish Households (2011)Trust and the Choice Between …Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets (2011)Portfolio Choice in Retiremen…Owner-Occupied Housing: Life-Cycle Implications for the Household Portfolio (2011)Owner-Occupied Housing: Life-…Why Do Household Portfolio Shares Rise in Wealth? (2010)Why Do Household Portfolio Sh…Limited Stock Market Participation Among Renters and Home Owners (2010)Limited Stock Market Particip…What Drives Personal Consumption? The Role of Housing and Financial Wealth (2009)What Drives Personal Consumpt…Household Interest Rate Risk Management (2009)Household Interest Rate Risk …The Effect of Marital Status and Children on Savings and Portfolio Choice (2008)The Effect of Marital Status …Investment Mistakes of Individual Investors and the Impact of Financial Advice (2007)Investment Mistakes of Indivi…The Rise in Us Household Debt: Assessing its Causes and Sustainability (2004)The Rise in Us Household Debt…Life-Cycle Asset Allocation: A Model with Borrowing Constraints, Uninsurable Labor Income Risk and Stock-Market Participation Costs (2002)Life-Cycle Asset Allocation: …Aspects of the Theory of Risk-Bearing. (1966)Saving and Uncertainty: The Precautionary Demand for Saving (1968)Housing Tenure Choice in Transitional Urban China: A Multilevel Analysis (2002)The social and private micro-level consequences of homeownership (2003)The Impact of Supply Constraints on House Prices in England (2014)Consumption and Portfolio Choice over the Life Cycle (2005)Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (2005)Optimal life cycle asset allocation : understanding the empirical evidence (2005)How do house prices affect consumption? Evidence from micro data (2006)Housing Market Dynamics: On the Contribution of Income Shocks and Credit Constraints∗ (2015)The Efficiency of the Market for Single-Family Homes (1988)The baby boom, the baby bust, and the housing market (1989)Household Risk Management and Optimal Mortgage Choice (2003)OWNER-OCCUPIED HOUSING AS A HEDGE AGAINST RENT RISK (2003)Controlled Diffusion Processes (1980)Transaction Costs and Asset Prices: A Dynamic Equilibrium model (1998)Explaining Investment Dynamics in U.S. Manufacturing: A Generalized (S, s) Approach (1999)Migration and hedonic valuation: The case of air quality (2009)An Intertemporal Capital Asset Pricing Model (1973)Asset Prices in an Exchange Economy (1978)Time to Build and Aggregate Fluctuations (1982)Noise Trader Risk in Financial Markets (1990)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)Prospect Theory: An Analysis of Decision under Risk (1979)Advances in prospect theory: Cumulative representation of uncertainty (1992)Money Illusion (1997)Chapter 18 A survey of behavioral finance (2003)Is There a Bubble in the Housing Market? (2003)All That Glitters: The Effect of Attention and News on the Buying Behavior of Individual and Institutional Investors (2007)Precautionary Saving in the Small and in the Large (1990)Saving and Liquidity Constraints (1991)Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Strategic Asset Allocation (2002)Time Discounting and Time Preference: A Critical Review (2002)House Prices, Borrowing Constraints, and Monetary Policy in the Business Cycle (2005)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2012The Econometrics of Financial Markets5,875 cited
  • 1985The equity premium: A puzzle5,785 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2001Loss Aversion and Seller Behavior: Evidence from the Housing Market1,627 cited
  • 2004Portfolio Choice in the Presence of Housing1,004 cited
  • 2002Owner-Occupied Housing and the Composition of the Household Portfolio832 cited
  • 1997The nature of precautionary wealth816 cited
  • 1983A Model of Housing Tenure Choice698 cited
  • 2004Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints590 cited
  • 1990Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods518 cited
  • 1987Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods420 cited
  • 1997MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE389 cited
  • 1988The Behavior of Home Buyers in Boom and Post-Boom Markets353 cited
  • 1996Why Should Older People Invest Less in Stocks Than Younger People?348 cited
  • 1994Equity and Time to Sale in the Real Estate Market284 cited

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2002
Optimal Portfolio Selection with Transaction Costs and Finite Horizons
277 cited

Cited by

  • 2018Limited Stock Market Participation Among Renters and Homeowners103 cited
  • 2009What Drives Personal Consumption? The Role of Housing and Financial Wealth73 cited
  • 2009Household Interest Rate Risk Management68 cited
  • 2011Trust and the Choice Between Housing and Financial Assets: Evidence from Spanish Households64 cited
  • 2011Owner-Occupied Housing: Life-Cycle Implications for the Household Portfolio58 cited
  • 2004The Rise in Us Household Debt: Assessing its Causes and Sustainability55 cited
  • 2011Portfolio Choice in Retirement: Health Risk and the Demand for Annuities, Housing, and Risky Assets50 cited
  • 2010Why Do Household Portfolio Shares Rise in Wealth?42 cited
  • 2019Taxing the Disposition Effect: The Impact of Tax Awareness on Investor Behavior41 cited
  • 2007Investment Mistakes of Individual Investors and the Impact of Financial Advice40 cited
  • 2021Simple Allocation Rules and Optimal Portfolio Choice Over the Lifecycle33 cited
  • 2010Limited Stock Market Participation Among Renters and Home Owners31 cited
  • 2018Home equity and household portfolio choice: Evidence from China30 cited
  • 2013Life cycle asset allocation in the presence of housing and tax-deferred investing24 cited
  • 2008The Effect of Marital Status and Children on Savings and Portfolio Choice23 cited
  • 2002Life-Cycle Asset Allocation: A Model with Borrowing Constraints, Uninsurable Labor Income Risk and Stock-Market Participation Costs18 cited