Title:

Consuming Durable Goods When Stock Markets Jump: A Strategic Asset Allocation Approach

Authors:

João Amaro de Matos (U Nova)
Nuno Silva (U Coimbra)

Journal:

Journal of Economic Dynamics and Control

Year:

2014

Volume:

42

Pages:

86-104

JEL codes:

D14 - Personal Finance
G11 - Portfolio Choice; Investment Decisions
G14 - Information and Market Efficiency; Event Studies