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  • Search: person:"Tay, Shea Jean"
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Year of publication
Subject
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Binomial option pricing model 2 Non-risk neutral pricing 2 Risk averse pricing 2 Risk neutral pricing 2 S-REITs 2 Singapore 2 CAPM 1 Derivat 1 Derivative 1 Immobilienfonds 1 Option pricing theory 1 Optionspreistheorie 1 Real estate fund 1 Risiko 1 Risikoaversion 1 Risk 1 Risk aversion 1 Singapur 1
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Online availability
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1 research-article 1
Language
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English 2
Author
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Tay, Shea Jean 2 Ho, Kim Hin David 1 Ho, Kim-hin David 1
Published in...
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Journal of Property Investment & Finance 1 Journal of property investment & finance 1
Source
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ECONIS (ZBW) 1 Other ZBW resources 1
Showing 1 - 2 of 2
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REIT market efficiency through a binomial option pricing tree approach
Ho, Kim Hin David; Tay, Shea Jean - In: Journal of Property Investment & Finance 34 (2016) 5, pp. 496-520
Purpose – The purpose of this paper is to examine the risk neutral and non-risk neutral pricing of Singapore Real Estate Investment Trusts (S-REITs) via comparing the average of the individual ratios (of deviation between expected and observed closing price/observed closing price) with the...
Persistent link: https://www.econbiz.de/10014898676
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Cover Image
REIT market efficiency through a binomial option pricing tree approach
Ho, Kim-hin David; Tay, Shea Jean - In: Journal of property investment & finance 34 (2016) 4, pp. 496-520
Persistent link: https://www.econbiz.de/10011599031
Saved in:
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