Housing and relative risk aversion

DOI10.1016/J.ECONLET.2014.01.010MaRDI QIDQ2453007zbMATH OpenOpenAlexFDO

Authors Francesco Zanetti

Publication date 6 June 2014

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://ora.ox.ac.uk/objects/uuid:528874ab-5f9e-4d63-8c93-09c0db0ce294

zbMATH Keywords

housingrelative risk aversiontime-varying risk aversion

Mathematics Subject Classification ID

Utility theory (91B16) Consumer behavior, demand theory (91B42)

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Cites work

• Asset Pricing and Optimal Portfolio Choice in the Presence of Illiquid Durable Consumption Goods
• Housing, portfolio choice and the macroeconomy
• Risk Aversion in the Small and in the Large

Cited in

(5)

• On the welfare cost of rare housing disasters
• Risk and predictability of Singapore's private residential market
• Household Risk Management and Optimal Mortgage Choice
• Hedging housing price risks: some empirical evidence from the US
• Housing risk and its influence on house price: an expected utility approach

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