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Fan, Gang-Zhi's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
539 |
Total
Citations
2 |
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1.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Huszar, Zsuzsa R.
National University of Singapore Zhang, Weina
National University of Singapore (NUS) - Department of Finance
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01 Aug 09
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Last Revised:
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16 Nov 11
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202
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Comovement, Indifference Pricing, Incomplete Market, Real Estate, Risk and Return
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2.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Sing, Tien Foo
National University of Singapore (NUS) - Department of Real Estate Ong, Seow Eng
National University of Singapore (NUS) - Department of Real Estate
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71
(169,659)
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Default cluster, counterparty risk, intensity model, subordination structure
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3.
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Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Fan, Gang-Zhi
Konkuk University - Department of Real Estate Deng, Yongheng
National University of Singapore (NUS) - Institute of Real Estate Studies
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06 Mar 11
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Last Revised:
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28 Dec 12
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67
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Reverse Mortgages, Heterogeneous Beliefs, Information Asymmetry, Loan Limits
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4.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Sing, Tien Foo
National University of Singapore (NUS) - Department of Real Estate
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16 Apr 12
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Last Revised:
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31 Jan 13
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47
(208,021)
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Urban Land Development, Risk Aversion, Incomplete Market, Optimal Stopping, Investment Threshold, Utility Maximization
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5.
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Pu, Ming
affiliation not provided to SSRN Fan, Gang-Zhi
Konkuk University - Department of Real Estate Ong, Seow Eng
National University of Singapore (NUS) - Department of Real Estate
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45
(211,821)
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1
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Total Return Swap, Indifference Pricing, Reservation Swap Spread, Heterogeneous Beliefs, Market Clearing Spread
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6.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Lv, Xiu-Mei
Chongqing Technology and Business University
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25 Oct 11
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Last Revised:
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02 Mar 13
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35
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real options, irrational expectations, strategic investment, overbuilding, development cascade
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7.
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Liu, Zhanyong Simon
affiliation not provided to SSRN Fan, Gang-Zhi
Konkuk University - Department of Real Estate Lim, Kian-Guan
Singapore Management University
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12 Nov 08
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Last Revised:
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11 Jun 11
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CMBS, copula model, extreme events, heavy tail, tail dependence
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8.
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Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
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Versions (2)
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Ong, Seow Eng
affiliation not provided to SSRN
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Posted:
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14 Oct 09
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Last Revised:
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26 Jun 12
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29
(248,439)
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1
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Ong, Seow Eng
National University of Singapore (NUS) - Department of Real Estate
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0
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House risk, Optimal portfolio, Forward transactions, Utility maximization, Incomplete markets
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Ong, Seow Eng
affiliation not provided to SSRN
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| Posted: |
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14 Oct 09
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Last Revised:
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16 Nov 10
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29
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1
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House Risk, Optimal Portfolio, Forward Transactions, Utility Maximization, Incomplete Markets
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9.
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Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Fan, Gang-Zhi
Konkuk University - Department of Real Estate Ban, Chunsheng
Ohio State University (OSU) - Department of Mathmatics
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| Posted: |
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15 Dec 12
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Last Revised:
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12 May 13
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12
(306,539)
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mortgage insurance, informational advantage, portfolio diversification, default loss
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10.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Huszar, Zsuzsa R.
National University of Singapore Zhang, Weina
National University of Singapore (NUS) - Department of Finance
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comovement, indifference pricing, incomplete market, real estate, risk and return
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11.
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Fan, Gang-Zhi
Konkuk University - Department of Real Estate Sing, Tien Foo
National University of Singapore (NUS) - Department of Real Estate Ong, Seow Eng
National University of Singapore (NUS) - Department of Real Estate
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Default cluster, Counterparty risk, Intensity model, Subordination structure
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12.
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Pu, Ming
Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management Fan, Gang-Zhi
Konkuk University - Department of Real Estate Ong, Seow Eng
National University of Singapore (NUS) - Department of Real Estate
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Total return swap, Indifference pricing, Reservation swap spreads, Heterogeneous agents, Market clearing spreads
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