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Portfolio Choice in the Presence of Personal Illiquid Projects. (2000). Faig, Miquel.
In: Working Papers.
RePEc:tor:tecipa:faig-00-03.

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Cited: 3

Citations received by this document

Cites: 15

References cited by this document

Cocites: 50

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Coauthors: 0

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Citations received by this document

  1. The Effect of House Price on Stock Market Participation in China: Evidence from the CHFS Micro-Data. (2016). Chen, Xiaoyu ; Ji, Xiaohao .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2016-056.

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  2. Mean-Variance Econometric Analysis of Household Portfolios. (2008). Miniaci, Raffaele ; Pastorello, Sergio.
    In: Working Papers.
    RePEc:ubs:wpaper:0807.

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  3. Portfolio Choice in the Presence of Non-Tradable Income: An Experimental Analysis. (2006). Weber, Martin ; Klos, Alexander .
    In: German Economic Review.
    RePEc:bla:germec:v:7:y:2006:i::p:427-448.

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References

References cited by this document

  1. Aiyagari, S.Rao and Mark Gertler 1991, Asset returns with transactions costs and uninsured individual risk, Journal of Monetary Economics 27: 311-331.

  2. Cocco, Joao F. 1999, Owner-occupied housing, permanent income, and portfolio choice, manuscript, Harvard University.
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  3. Cocco, Joao F., Francisco J. Gomes, and Pascal J. Maenhout, 1998, Consumption and portfolio choice over the life-cycle, manuscript, Harvard University.
    Paper not yet in RePEc: Add citation now

  4. Constantinides, George M., John B. Donaldson, and Rajnish Mehra, 1998, Junior cant borrow: a new perspective on the equity premium puzzle, NBER working paper 6617.

  5. Froot, K., D. Scharfstein and J. Stein, 1993, Risk management: coordinating investment and financing policies, Journal of Finance 48: 1629-1658.

  6. Heaton, John and Deborah Lucas, 1996, Evaluating the effects on incomplete markets on risk sharing and asset pricing, Journal of Political Economy 104: 443-487.

  7. Heaton, John and Deborah Lucas, 1997, Market Frictions, Saving Behavior and Portfolio Choice, Macroeconomic Dynamics, 1: 76-101.

  8. Heaton, John and Deborah Lucas, 1999, Portfolio choice and asset prices: the importance of entrepreneurial risk, manuscript, Northwestern University.

  9. Holmstr om, Bengt and Jean Tirole, 1998, LAPM: a Liquidity-based asset pricing model, NBER working paper 6673.

  10. Jagannathan, Ravi and Narayana R. Kocherlakota, 1996, Why should older people invest less in stocks than younger people?, Federal Reserve Bank of Minneapolis Quarterly Review, summer, 11-23.

  11. Kendrick, John W., 1976, The formation and stocks of total capital, NY: Columbia U. Press for the NBER.

  12. Kennickell, Arthur B., 1998, Multiple Imputation in the Survey of Consumer Finances, working paper, SCF group, Federal Reserve Board.
    Paper not yet in RePEc: Add citation now

  13. Kocherlakota, Narayana R., 1996, The equity premium: its still a puzzle, Journal of Economic Literature 30 (1): 42-71.

  14. Koo, Hyeng Keun, 1998, Consumption and Portfolio Selection with Labor Income: A Continuous Time Approach, Mathematical Finance 8 (1): 49-65.

  15. Weil, Philippe, 1992, Equilibrium Asset Prices with Undiversifiable Labor Income Risk, Journal of Economic Dynamics and Control 16 (3/4): 769-90.

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  4. Risk Based Explanations of the Equity Premium. (2007). Mehra, Rajnish ; Donaldson, John.
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  12. Borrowing costs and the demand for equity over the life cycle. (2005). Kubler, Felix ; Davis, Steven ; Willen, Paul.
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  23. Portfolio Choice in the Presence of Personal Illiquid Projects. (2000). Faig, Miquel.
    In: Working Papers.
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  24. MONEY WITH IDIOSYNCRATIC UNINSURABLE RETURNS TO CAPITAL. (2000). Faig, Miquel.
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