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Hedging Housing Risk

This paper analyses derives market-wide price and return series for housing investment during a 13-year period, and it also provides estimates of the individual-specific, idiosyncratic, variation in housing returns.

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Year of publication:	2000-12-01
Authors:	Englund, Peter ; Hwang, Min ; Quigley, John M.
Institutions:	University of California - Berkley Program of Housing and Urban Policy
Published in:	University of California - Berkley Program of Housing and Urban Policy - Publications Journal of Real Estate Finance and Economics, 24:1/2, S. 167-200, 2002
Subject:	Hedging \| Portfolio Selection \| Preisindex

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1. Introduction
2. Evidence on housing returns and optimal portfolio choice
3. Data and methods
4. Investments returns
5. Optimal portfolios

Persistent link: https://www.econbiz.de/10005843241