Optimal Portfolio Choice with Predictability in House Prices and Transaction Costs
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/27/3/823/5295110/hht062.pdf
Reference40 articles.
1. International Asset Allocation With Regime Shifts
2. Consumer Durables and Inertial Behaviour: Estimation and Aggregation of (S, s) Rules for Automobile Purchases
3. Volatility Spillover Effects in European Equity Markets
4. Investing for the Long Run when Returns Are Predictable
5. Uncertainty and Consumer Durables Adjustment
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