Portfolio choice with indivisible and illiquid housing assets: the case of Spain

DOI10.1080/14697688.2013.843786zbMath1402.91720arXiv2202.02280OpenAlexW2052559700MaRDI QIDQ5247288

Maria Rodriguez-Moreno, Sergio Mayordomo, Juan Ignacio Peña

Publication date: 23 April 2015

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2202.02280

zbMATH Keywords

portfolio choicefinancial constraintsover-investmentunder-investmenthouseholdsindivisible illiquid assets

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cites Work

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• Optimum consumption and portfolio rules in a continuous-time model
• Consumption and Portfolio Decisions when Expected Returns are Time Varying
• DISCOUNT FACTORS AND THRESHOLDS: FOREIGN INVESTMENT WHEN ENFORCEMENT IS IMPERFECT
• Optimal Housing, Consumption, and Investment Decisions over the Life Cycle

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