Bert Kramer

Ortec Finance

Orly Centre

Barajasweg 10

Amsterdam, 1043 CP

Netherlands

SCHOLARLY PAPERS

3

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210

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

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1.

Risk-Neutral Valuation of Real Estate Derivatives

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Risk-Neutral Valuation of Real Estate Derivatives

Netspar Discussion Paper No. 10/2009-048, Ortec Finance Research Center Technical Paper No. 2009-02, https://doi.org/10.3905/jod.2015.23.1.089
Posted: 20 May 2019
David van Bragt, Marc Francke, Bert Kramer and Antoon Pelsser
Ortec Finance, University of Amsterdam - Faculty of Economics and Business (FEB), Ortec Finance and Maastricht University
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Real Estate Derivatives, Option Pricing, Incomplete Markets, Price Discovery, Autoregressive Models, Seasonality, Stochastic Volatility

2.

The Risk and Return of Home Ownership

Ortec Finance Research Center Applied Paper No. 2010-02
Number of pages: 28 Posted: 05 Nov 2010
Bert Kramer
Ortec Finance
Downloads 105 (466,889)
Citation 1

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Home Ownership, User Costs, Risk Analysis

3.

Comparative Analysis of Dutch House Price Indices

OFRC Working Paper No. 2009-01
Number of pages: 28 Posted: 28 Oct 2010
Marc Francke, Tessa Kuijl and Bert Kramer
University of Amsterdam - Faculty of Economics and Business (FEB), affiliation not provided to SSRN and Ortec Finance
Downloads 105 (466,889)

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Hedonic price indices, Repeat sales, Sales price appraisal ratio