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Seow Eng Ong
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Scholarly Papers (1)
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Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
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Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
Number of pages: 39
Posted: 14 Oct 2009
Last Revised: 16 Nov 2010
Gang-Zhi Fan
,
Ming Pu
and Seow Eng Ong
Beijing Normal University-Hong Kong Baptist University United International College, Southwestern University of Finance and Economics (SWUFE) - Research Institute of Economics & Management and
affiliation not provided to SSRN
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Abstract:
House Risk, Optimal Portfolio, Forward Transactions, Utility Maximization, Incomplete Markets
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