Life cycle asset allocation in the presence of housing and tax-deferred investing

Author:

Marekwica Marcel,Schaefer Alexander,Sebastian Steffen

Funder

Universities of Regensburg, Mannheim, Copenhagen Business School and the 2010 European Finance Association Annual Meeting

the 2010 Swiss Society for Financial Market Research Annual Meeting

the 2010 European Financial Management Association Annual Meeting, the 2010 German Finance Association Annual Meeting

the 2011 American Real Estate Society Annual Meeting

the 2011 Netspar Pension Workshop as well as Leibniz Supercomputing Center in Munich for providing the computing resources

German Research Foundation (DFG) and the Danish Center for Accounting and Finance

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference77 articles.

1. Limited market participation and volatility of asset prices;Allen;American Economic Review,1994

2. Household portfolio choices in taxable and tax-deferred accounts;Amromin;European Finance Review,2003

3. The tradeoff between mortgage prepayments and tax-deferred retirement savings;Amromin;Journal of Public Economics,2007

4. Amromin, G., Huang, J., Sialm, C., Zhong, E., 2011. Complex mortgages. NBER Working Paper No. 17315.

5. Why stocks may disappoint;Ang;Journal of Financial Economics,2005

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