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Marekwica, Marcel ; Schaefer, Alexander ; Sebastian, Steffen P.

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

Marekwica, Marcel, Schaefer, Alexander and Sebastian, Steffen P. (2013) Life-cycle asset allocation in the presence of housing and tax deferred investing. Journal of Economic Dynamics and Control 37, pp. 1110-1125.

Date of publication of this fulltext: 08 Apr 2013 12:26
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Item typeArticle
Journal or Publication TitleJournal of Economic Dynamics and Control
Publisher:ELSEVIER SCIENCE BV
Place of Publication:AMSTERDAM
Volume:37
Page Range:pp. 1110-1125
DateJune 2013
InstitutionsBusiness, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE|BS > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Identification Number
ValueType
10.1016/j.jedc.2013.01.008DOI
KeywordsOPTIMAL PORTFOLIO CHOICE; MARKET PARTICIPATION; OPTIMAL CONSUMPTION; EQUITY PREMIUM; HOUSEHOLD PORTFOLIO; ADJUSTMENT COSTS; RISK-MANAGEMENT; LABOR INCOME; INVESTMENT; PRICES; Portfolio choice; Housing; Tax-deferred investing; Tax arbitrage
Dewey Decimal Classification300 Social sciences > 330 Economics
StatusPublished
RefereedYes, this version has been refereed
Created at the University of RegensburgYes
Item ID28004

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