How big are the ambiguity-based premiums on mortgage insurances?
Chang-Chih Chen, Chia-Chien Chang
| Year of publication: |
2019
|
|---|---|
| Authors: | Chen, Chang-Chih ; Chang, Chia-Chien |
| Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 58.2019, 1, p. 133-157
|
| Subject: | Ambiguity aversion | Mortgage insurance premium | Market incompleteness | Pricing Kernel | Housing assets | Hypothek | Mortgage | Risikoprämie | Risk premium | Versicherungsbeitrag | Insurance premium | Versicherung | Insurance | CAPM | Risikoaversion | Risk aversion | Optionspreistheorie | Option pricing theory | Schätzung | Estimation | Immobilienpreis | Real estate price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11146-016-9569-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012151885