Consuming durable goods when stock markets jump: a strategic asset allocation approach
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More about this item
KeywordsOptimal asset allocation; durable consumption good; transaction costs.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-01-18 (All new papers)
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