Optimal portfolio choice with predictability in house prices and transaction costs
Year of publication: |
2014
|
---|---|
Authors: | Corradin, Stefano ; Fillat, José L. ; Vergara-Alert, Carles |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 3, p. 823-880
|
Subject: | Portfolio-Management | Portfolio selection | Immobilienpreis | Real estate price | Transaktionskosten | Transaction costs | USA | United States | 1925-2011 |
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