Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
| Year of publication: |
2012
|
|---|---|
| Authors: | Fan, Gang-Zhi ; Pu, Ming ; Ong, Seow |
| Published in: |
The Journal of Real Estate Finance and Economics. - Springer. - Vol. 45.2012, 1, p. 3-29
|
| Publisher: |
Springer |
| Subject: | House risk | Optimal portfolio | Forward transactions | Utility maximization | Incomplete markets |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010866996