Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
10.1007/s11146-011-9323-2
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sg-nus-scholar.10635-462002023-10-29T20:13:25Z Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions Fan, G.-Z. Pu, M. Ong, S.E. REAL ESTATE Forward transactions House risk Incomplete markets Optimal portfolio Utility maximization 10.1007/s11146-011-9323-2 Journal of Real Estate Finance and Economics 45 1 3-29 2013-10-14T05:10:27Z 2013-10-14T05:10:27Z 2012 Article Fan, G.-Z., Pu, M., Ong, S.E. (2012). Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions. Journal of Real Estate Finance and Economics 45 (1) : 3-29. ScholarBank@NUS Repository. https://doi.org/10.1007/s11146-011-9323-2 08955638 http://scholarbank.nus.edu.sg/handle/10635/46200 000305403000002 Scopus |
| institution |
National University of Singapore |
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NUS Library |
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Asia |
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Singapore Singapore |
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NUS Library |
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ScholarBank@NUS |
| topic |
Forward transactions House risk Incomplete markets Optimal portfolio Utility maximization |
| spellingShingle |
Forward transactions House risk Incomplete markets Optimal portfolio Utility maximization Fan, G.-Z. Pu, M. Ong, S.E. Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| description |
10.1007/s11146-011-9323-2 |
| author2 |
REAL ESTATE |
| author_facet |
REAL ESTATE Fan, G.-Z. Pu, M. Ong, S.E. |
| format |
Article |
| author |
Fan, G.-Z. Pu, M. Ong, S.E. |
| author_sort |
Fan, G.-Z. |
| title |
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| title_short |
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| title_full |
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| title_fullStr |
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| title_full_unstemmed |
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions |
| title_sort |
optimal portfolio choices, house risk hedging and the pricing of forward house transactions |
| publishDate |
2013 |
| url |
http://scholarbank.nus.edu.sg/handle/10635/46200 |
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1781411434622615552 |