Optimal portfolio choices, house risk hedging and the pricing of forward house transactions
Year of publication: |
2012
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Authors: | Fan, Gang-zhi ; Pu, Ming ; Ong, Seow-eng |
Published in: |
The journal of real estate finance and economics. - Dordrecht : Springer, ISSN 0895-5638, ZDB-ID 1073289-5. - Vol. 45.2012, 1, p. 3-29
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Subject: | Immobilienmarkt | Real estate market | Derivat | Derivative | Immobilienpreis | Real estate price | Risiko | Risk | Hedging | Risikoprämie | Risk premium | Risikopräferenz | Risk attitude | Theorie | Theory |
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