Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions

Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions

10.1007/s11146-011-9323-2

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Bibliographic Details
Main Authors: Fan, G.-Z., Pu, M., Ong, S.E.
Other Authors: REAL ESTATE
Format: Article
Published: 2013
Subjects:
Forward transactions
House risk
Incomplete markets
Optimal portfolio
Utility maximization
Online Access:http://scholarbank.nus.edu.sg/handle/10635/46200
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Institution: National University of Singapore
Description
Summary:10.1007/s11146-011-9323-2

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