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Portfolio choice in the presence of housing (2005)
by
Jo~ao F. Cocco
,
Francisco Gomes
,
Paula Lopes
,
Pascal Maenhout
,
Daniele Paserman
,
Andrei Shleifer
| Venue: | Review of Financial Studies |
| Citations: | 138 - 2 self |
BibTeX
@ARTICLE{Cocco05portfoliochoice,
author = {Jo~ao F. Cocco and Francisco Gomes and Paula Lopes and Pascal Maenhout and Daniele Paserman and Andrei Shleifer},
title = {Portfolio choice in the presence of housing},
journal = {Review of Financial Studies},
year = {2005},
pages = {535--567}
}
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Abstract
. I would like to thank the editor, John Heaton, and two anonymous referees for comments that greatly improved this paper. This paper is a substantially revised version of chapter 4 of my
