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

DOI10.1016/J.JEDC.2013.01.008MaRDI QIDQ1994243zbMATH OpenOpenAlexWikidataFDO

Authors Marcel Marekwica, Alexander Schaefer, Steffen Sebastian

Publication date 1 November 2018

Published in Journal of Economic Dynamics and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jedc.2013.01.008

zbMATH Keywords

housingportfolio choicetax arbitragetax-deferred investing

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Portfolio theory (91G10)

Recommendations

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Cites work

• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Capital Market Equilibrium with Personal Tax
• Consumption Over the Life Cycle
• Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle? *
• Household Risk Management and Optimal Mortgage Choice
• Housing, portfolio choice and the macroeconomy
• Junior Can't Borrow: A New Perspective on the Equity Premium Puzzle
• Liquidity and market participation
• Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good
• Optimal consumption and investment under time-varying relative risk aversion
• Optimal housing, consumption, and investment decisions over the life cycle
• Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans
• The asset location puzzle: Taxes matter

Cited in

(4)

• Asset allocation over the life cycle: how much do taxes matter?
• Life-cycle stock market participation in taxable and tax-deferred accounts
• Household Portfolio Choices in Taxable and Tax-Deferred Accounts: Another Puzzle? *
• Optimal housing, consumption, and investment decisions over the life cycle

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