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Life-cycle portfolio choice with liquid and illiquid financial assets
Campanale, Claudio; Fugazza, Carolina; Gomes, Francisco J. - In: Journal of monetary economics 71 (2015), pp. 67-83
Persistent link: https://www.econbiz.de/10011381606
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Nominal mortgage contracts and the effects of inflation on portfolio allocation
Nichols, Joseph B. - 2007
Persistent link: https://www.econbiz.de/10003828737
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Nominal Mortgage Contracts and the Effects of Inflation on Portfolio Allocation
Nichols, Joseph - 2008
Households who wish to extract home equity through refinancing their mortgage face a hidden transaction cost. The real value of the fixed nominal mortgage payment declines over time with inflation. The change in the real value of the mortgage payments from taking on a new mortgage is positive...
Persistent link: https://www.econbiz.de/10014216526
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The general structure of optimal investment and consumption with small transaction costs
Kallsen, Jan; Muhle-Karbe, Johannes - In: Mathematical finance : an international journal of … 27 (2017) 3, pp. 659-703
Persistent link: https://www.econbiz.de/10011764966
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Asset market and savings effects of demographic transitions
Brooks, Robin Jermyn - 1999
Persistent link: https://www.econbiz.de/10001738866
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The Duration Puzzle in Life-Cycle Investment
van Bilsen, Servaas - 2019
portfolios are inconsistent with the durations predicted by classical portfolio theory. We call this stylized fact the duration … puzzle. We investigate to what extent several extensions of classical portfolio theory can explain the duration puzzle. More …
Persistent link: https://www.econbiz.de/10012895956
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Fundamentals of investments : valuation and management
Jordan, Bradford D.; Miller, Thomas W.; Dolvin, Steven D. - 2012 - 6. ed., internat. student ed.
Persistent link: https://www.econbiz.de/10008991797
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The impact of investability on asset valuation
Errunza, Vihang R.; Ta, Hai - In: Journal of financial and quantitative analysis : JFQA 50 (2015) 5, pp. 1135-1163
Persistent link: https://www.econbiz.de/10011431154
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A spatial dominance approach to evaluate the performance of stocks and bonds : does the investment horizon matter?
Ibarra, Raul - In: The quarterly review of economics and finance : journal … 53 (2013) 4, pp. 429-439
Persistent link: https://www.econbiz.de/10010374758
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Investment timing, debt structure, and financing constraints
Shibata, Takashi; Bishihara, Michi - In: European journal of operational research : EJOR 241 (2015) 2, pp. 513-526
Persistent link: https://www.econbiz.de/10010487974