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FAN Gangzhi
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2012
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Forward transactions
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House risk
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Journal of Real Estate Fina...
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Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
Journal article
Journal of Real Estate Finance and Economics,2012, volume: 45, issue: 1, pages: 3-29
Authors:
Fan, Gang-Zhi
;
Pu, Ming
;
Ong, Seow Eng
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Submit date：2025/03/14
Forward transactions
House risk
Incomplete markets
Optimal portfolio
Utility maximization
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