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Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income
4 references·16 citing·35 second hop
Optimal Portfolio Choice for Long‐Horizon Investors with Nontradable Labor Income (2001)Optimal Portfolio Choice for Long‐Horizon…Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis (1997)Buffer-Stock Saving and the L…Labor supply flexibility and portfolio choice in a life cycle model (1992)Labor supply flexibility and …Saving and Liquidity Constraints (1991)Saving and Liquidity Constrai…Precautionary Saving in the Small and in the Large (1990)Precautionary Saving in the S…Household Finance (2021)Household FinanceHeterogeneity and Persistence in Returns to Wealth (2020)Heterogeneity and Persistence…Asset Market Participation and Portfolio Choice over the Life‐Cycle (2017)Asset Market Participation an…Why Do Household Portfolio Shares Rise in Wealth? ∗ (2014)Why Do Household Portfolio Sh…Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios (2013)Twin Picks: Disentangling the…Household Finance: An Emerging Field (2013)Household Finance: An Emergin…Portfolio Choice Problems (2010)Portfolio Choice ProblemsThe Effects of Marital Status and Children on Savings and Portfolio Choice (2009)The Effects of Marital Status…Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated (2007)Portfolio Choice over the Lif…Hedging, Familiarity and Portfolio Choice (2006)Hedging, Familiarity and Port…Optimal life cycle asset allocation : understanding the empirical evidence (2005)Optimal life cycle asset allo…Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (2005)Dynamic Consumption and Portf…Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints (2004)Optimal Consumption and Portf…Strategic Asset Allocation (2002)Strategic Asset AllocationA multivariate model of strategic asset allocation (2002)A multivariate model of strat…Who Should Buy Long-Term Bonds? (2001)Who Should Buy Long-Term Bond…Portfolio Choice in the Presence of Housing (2004)Consumption and Portfolio Choice over the Life Cycle (2005)Housing Collateral, Consumption Insurance, and Risk Premia: An Empirical Perspective (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)Consumption and Liquidity Constraints: An Empirical Investigation (1989)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Panel Data Econometrics (2003)Optimum consumption and portfolio rules in a continuous-time model (1971)Limited-dependent and qualitative variables in econometrics (1983)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Investor Competence, Trading Frequency, and Home Bias (2005)Information Acquisition and Under-Diversification (2009)Does Corporate Social Responsibility (CSR) Improve Credit Ratings? Evidence from Geographic Identification (2013)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)The Econometrics of Financial Markets (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Predicting the Equity Premium with Dividend Ratios (2003)Dynamic Mean-Variance Asset Allocation (2010)A Contribution to the Empirics of Economic Growth (1992)Consumption Over the Life Cycle (2002)Time Discounting and Time Preference: A Critical Review (2002)An Intertemporal Capital Asset Pricing Model (1973)Asset allocation under multivariate regime switching (2007)Do mutual funds time the market? Evidence from portfolio holdings (2007)Understanding Consumption (1992)Conditional Skewness in Asset Pricing Tests (2000)Portfolio Choice and Asset Prices: The Importance of Entrepreneurial Risk (2000)Owner-Occupied Housing and the Composition of the Household Portfolio (2002)Optimal Financial Knowledge and Wealth Inequality (2017)
this work references cited by second hop

References

  • 1990Precautionary Saving in the Small and in the Large1,850 cited
  • 1997Buffer-Stock Saving and the Life Cycle/Permanent Income Hypothesis1,706 cited
  • 1991Saving and Liquidity Constraints1,650 cited
  • 1992Labor supply flexibility and portfolio choice in a life cycle model1,136 cited

Cited by

  • 2002Strategic Asset Allocation1,279 cited
  • 2005Optimal life cycle asset allocation : understanding the empirical evidence773 cited
  • 2006Hedging, Familiarity and Portfolio Choice643 cited
  • 2001Who Should Buy Long-Term Bonds?624 cited
  • 2004Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints590 cited
  • 2002A multivariate model of strategic asset allocation551 cited
  • 2021Household Finance479 cited
  • 2007Portfolio Choice over the Life‐Cycle when the Stock and Labor Markets Are Cointegrated466 cited
  • 2013Household Finance: An Emerging Field450 cited
  • 2005Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets418 cited
  • 2020Heterogeneity and Persistence in Returns to Wealth377 cited

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2010
Portfolio Choice Problems
325 cited
  • 2017Asset Market Participation and Portfolio Choice over the Life‐Cycle318 cited
  • 2013Twin Picks: Disentangling the Determinants of Risk‐Taking in Household Portfolios304 cited
  • 2009The Effects of Marital Status and Children on Savings and Portfolio Choice280 cited
  • 2014Why Do Household Portfolio Shares Rise in Wealth? ∗267 cited