A new optimal portfolio selection model with owner-occupied housing
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DOI: 10.1016/j.amc.2015.08.075
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- Renhe Liu & Eddie Chi-man Hui & Jiaqi Lv & Yi Chen, 2017. "What Drives Housing Markets: Fundamentals or Bubbles?," The Journal of Real Estate Finance and Economics, Springer, vol. 55(4), pages 395-415, November.
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Keywords
Portfolio selection; Owner-occupied housing; Linear-quadratic optimal control; Poisson process; Partial information;All these keywords.
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