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House Price and co-Residence with Older Parents: Evidence from China
期刊论文
Journal of Real Estate Finance and Economics,2018, 卷号: 57, 期号: 3, 页码: 502-533
作者:
Yi, Daichun
;
Deng, Xiaoying
;
Fan, Gang-Zhi
;
Ong, Seow Eng
收藏
  |  
浏览/下载:35/0
  |  
提交时间:2025/03/14
CHFS
Elderly parents
House price
Housing consumption
Intergenerational co-residence
Optimal portfolio choices and the determination of housing rents under housing market uncertainty
期刊论文
Journal of Housing Economics,2018, 卷号: 41, 页码: 200-217
作者:
Fan, Gang-Zhi
;
Pu, Ming
;
Deng, Xiaoying
;
Ong, Seow Eng
收藏
  |  
浏览/下载:38/0
  |  
提交时间:2025/03/14
Incomplete markets
Resale risk
Reservation rent
Tenure choice
Utility maximization
Heterogeneous agents and the indifference pricing of property index linked swaps
期刊论文
Journal of Real Estate Finance and Economics,2012, 卷号: 44, 期号: 4, 页码: 543-569
作者:
Pu, Ming
;
Fan, Gang-Zhi
;
Ong, Seow Eng
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2025/03/14
Heterogeneous agents
Indifference pricing
Market clearing spreads
Reservation swap spreads
Total return swap
Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
期刊论文
Journal of Real Estate Finance and Economics,2012, 卷号: 45, 期号: 1, 页码: 3-29
作者:
Fan, Gang-Zhi
;
Pu, Ming
;
Ong, Seow Eng
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2025/03/14
Forward transactions
House risk
Incomplete markets
Optimal portfolio
Utility maximization
Default Clustering Risks in Commercial Mortgage-Backed Securities
期刊论文
Journal of Real Estate Finance and Economics,2012, 卷号: 45, 期号: 1, 页码: 110-127
作者:
Fan, Gang-Zhi
;
Sing, Tien Foo
;
Ong, Seow Eng
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2025/03/14
Counterparty risk
Default cluster
Intensity model
Subordination structure
Moral hazard, effort sensitivity and compensation in asset-backed securitization
会议论文
Journal of Real Estate Finance and Economics, Hong Kong, PEOPLES R CHINA, August, 2004
作者:
Fan, Gangzhi
;
Ong, Seow Eng
;
Sing, Tien Foo
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2025/03/14
Asset-backed securitization
Effort sensitivity
Managerial compensation
Moral hazard
Principal-agent model
Determinants of house price: A decision tree approach
期刊论文
Urban Studies,2006, 卷号: 43, 期号: 12, 页码: 2301-2316
作者:
Fan, Gang-Zhi
;
Ong, Seow Eng
;
Koh, Hian Chye
收藏
  |  
浏览/下载:26/0
  |  
提交时间:2025/03/14
Pricing credit risk of asset-backed securitization bonds in Singapore
期刊论文
International Journal of Theoretical and Applied Finance,2005, 卷号: 8, 期号: 3, 页码: 321-338
作者:
Sing, Tien Foo
;
Ong, Seow Eng
;
Fan, Gang-Zhi
;
Lim, Kian Guan
收藏
  |  
浏览/下载:30/0
  |  
提交时间:2025/03/14
Asset-backed securitization
Credit risk
Intensity model
Structural model
Governance and optimal financing for asset-backed securitization
期刊论文
Journal of Property Investment & Finance,2004, 卷号: 22, 期号: 5, 页码: 414-434
作者:
Fan, Gangzhi
;
Sing, Tien Foo
;
Ong, Seow Eng
;
Sirmans, C. F.
收藏
  |  
浏览/下载:29/0
  |  
提交时间:2025/03/14
Assets management
Governance
Singapore
Analysis of credit risks in asset-backed securitization transactions in Singapore
会议论文
Journal of Real Estate Finance and Economics, MAASTRICHT UNIV, LIMBURG INST FINANCIAL ECON, MAASTRICHT, NETHERLANDS, 2002
作者:
Sing, Tien Foo
;
Ong, Seow Eng
;
Fan, Gangzhi
;
Sirmans, C. F.
收藏
  |  
浏览/下载:25/0
  |  
提交时间:2025/03/14
Asset-backed securitization
Default risks
Fixed-rate cash flows
Floating-rate cash flows
Swaps