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Are Household Portfolios Efficient? An Analysis Conditional on Housing

Citations

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Cited by:

  1. Tang, Edward Chi Ho & Leung, Charles Ka Yui, 2024. "Icing on the cake: Can the Top-Floor Units serve as a status good and an investment simultaneously?," MPRA Paper 121937, University Library of Munich, Germany.
  2. James A. Yunker & Alice Melkumian, 2013. "Optimal diversification and risk-taking: a theoretical and empirical analysis," Applied Economics, Taylor & Francis Journals, vol. 45(11), pages 1481-1492, April.
  3. Jan Rouwendal, 2009. "Housing Wealth and Household Portfolios in an Ageing Society," De Economist, Springer, vol. 157(1), pages 1-48, March.
  4. Felici, Marco & Fuerst, Franz, 2023. "The heterogeneous relationship of owner-occupied and investment property with household portfolio choice," Journal of Housing Economics, Elsevier, vol. 62(C).
  5. Yin, Zhichao & Liu, Jiayi & Wang, Yumeng, 2023. "Fertility policy and stock market participation: Evidence from the universal two-child policy in China," International Review of Financial Analysis, Elsevier, vol. 86(C).
  6. Sun, Zhongyu & Li, Jun, 2025. "The impact of economic policy uncertainty on household portfolios effectiveness: Evidence from China," Finance Research Letters, Elsevier, vol. 78(C).
  7. Pelizzon, Loriana & Weber, Guglielmo, 2009. "Efficient portfolios when housing needs change over the life cycle," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 2110-2121, November.
  8. Yang Bai & Shize Li & Jialu Shen, 2025. "Homeownership as Life Cycle Goldmine: Evidence from Macrohistory," Papers 2507.17624, arXiv.org.
  9. Andrew C. Worthington, 2009. "Household Asset Portfolio Diversification: Evidence from the Household, Income and Labour Dynamics in Australia (HILDA) Survey," Discussion Papers in Finance finance:200908, Griffith University, Department of Accounting, Finance and Economics.
  10. Luigi Guiso & Tullio Jappelli, 2020. "Investment in Financial Information and Portfolio Performance," Economica, London School of Economics and Political Science, vol. 87(348), pages 1133-1170, October.
  11. Pelizzon, Loriana & Weber, Guglielmo, 2008. "Are Household Portfolios Efficient? an Analysis Conditional on Housing," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 43(2), pages 401-431, June.
  12. Alessandro Bucciol & Raffaele Miniaci, 2006. "Optimal Asset Allocation Based on Utility Maximization in the Presence of Market Frictions," Working Papers ubs0605, University of Brescia, Department of Economics.
  13. Viola Angelini & Peter Simmons, "undated". "Housing Debt and Consumption," Discussion Papers 11/20, Department of Economics, University of York.
  14. Nicholas Apergis & Tasawar Hayat & Tareq Saeed, 2019. "The Role of Happiness in Financial Decisions: Evidence from Financial Portfolio Choice and Five European Countries," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 47(3), pages 343-360, September.
  15. Ge Bao & Guoliang Feng, 2018. "Testing the Dividend Discount Model in Housing Markets: the Role of Risk," The Journal of Real Estate Finance and Economics, Springer, vol. 57(4), pages 677-701, November.
  16. Raffaele Miniaci & Sergio Pastorello, 2010. "Mean-variance econometric analysis of household portfolios," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 25(3), pages 481-504.
  17. Lu, Xiaomeng & Guo, Jiaojiao & Gan, Li, 2020. "International comparison of household asset allocation: Micro-evidence from cross-country comparisons," Emerging Markets Review, Elsevier, vol. 43(C).
  18. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Risk Bearing over Age and Time," Working Papers 15/2011, University of Verona, Department of Economics.
  19. Luc Arrondel & Fr餩rique Savignac, 2015. "Risk management, housing and stockholding," Applied Economics, Taylor & Francis Journals, vol. 47(39), pages 4208-4227, August.
  20. Yunker, James A. & Melkumian, Alla A., 2010. "The effect of capital wealth on optimal diversification: Evidence from the Survey of Consumer Finances," The Quarterly Review of Economics and Finance, Elsevier, vol. 50(1), pages 90-98, February.
  21. Xiaomeng Lu & Jingna Xiao & Yu Wu, 2021. "Financial literacy and household asset allocation: Evidence from micro‐data in China," Journal of Consumer Affairs, Wiley Blackwell, vol. 55(4), pages 1464-1488, December.
  22. repec:bla:germec:v:11:y:2010:i::p:381-396 is not listed on IDEAS
  23. Argentesi Elena & Lütkepohl Helmut & Motta Massimo, 2010. "Acquisition of Information and Share Prices: An Empirical Investigation of Cognitive Dissonance," German Economic Review, De Gruyter, vol. 11(3), pages 381-396, August.
  24. Suleyman Gokhan Gunay & Kasirga Yildirak, 2016. "Choosing the Appropriate Amount of Mortgage Loan: Risk Based Decision Making," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 8(11), pages 12-29, November.
  25. Peng, Geng & Liu, Fang, 2024. "Digital inclusive finance and the resilience of households involved in financial markets," Finance Research Letters, Elsevier, vol. 69(PB).
  26. Luc Arrondel & Frédérique Savignac, 2009. "Stockholding: Does housing wealth matter?," Working papers 266, Banque de France.
  27. Alessandro Bucciol & Raffaele Miniaci, 2011. "Household Portfolios and Implicit Risk Preference," The Review of Economics and Statistics, MIT Press, vol. 93(4), pages 1235-1250, November.
  28. Carolina Fugazza & Massimo Guidolin & Giovanna Nicodano, 2007. "Investing for the Long-run in European Real Estate," The Journal of Real Estate Finance and Economics, Springer, vol. 34(1), pages 35-80, January.
  29. West Tracey, 2017. "Equity Holdings of Australian Baby Boomers-Comparing Life Cycle Phases," Financial Planning Research Journal, Sciendo, vol. 3(2), pages 87-109.
  30. Monica Paiella & Alberto Franco Pozzolo, 2007. "Choosing between Fixed- and Adjustable-Rate Mortgages," Palgrave Macmillan Books, in: Sumit Agarwal & Brent W. Ambrose (ed.), Household Credit Usage, chapter 0, pages 219-236, Palgrave Macmillan.
  31. Weiou Wu & Apostolos Fasianos & Stephen Kinsella, 2015. "Differences in Borrowing Behaviour between Core and Peripheral Economies — Economic Environment versus Financial Perceptions," Working Papers 201516, Geary Institute, University College Dublin.
  32. Bucciol, Alessandro & Miniaci, Raffaele & Pastorello, Sergio, 2017. "Return expectations and risk aversion heterogeneity in household portfolios," Journal of Empirical Finance, Elsevier, vol. 40(C), pages 201-219.
  33. Giorgio Bellettini & Filippo Taddei, 2009. "Real Estate Prices and the Importance of Bequest Taxation," Carlo Alberto Notebooks 107, Collegio Carlo Alberto, revised 2011.
  34. Bellettini Giorgio & Taddei Filippo & Zanella Giulio, 2013. "Bequest taxes, donations, and house prices," The B.E. Journal of Macroeconomics, De Gruyter, vol. 13(1), pages 355-379, October.
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