Cristian Voicu

Investment Technology Group

44 Farnsworth Street

9th Floor

Boston, MA 02210

United States

SCHOLARLY PAPERS

4

DOWNLOADS

259

CITATIONS

0

Scholarly Papers (4)

1.

Understanding Systematic Risk in Real Estate Markets

Number of pages: 52 Posted: 28 Aug 2012
Cristian Voicu and Michael Seiler
Investment Technology Group and College of William and Mary - Finance
Downloads 171 (173,823)
Citation 1

Abstract:

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2.

Deriving the Rent Versus Buy Decision in the Absence of Expected Home Price Appreciation or Risk Premia

Number of pages: 12 Posted: 28 Aug 2012
Cristian Voicu and Michael Seiler
Investment Technology Group and College of William and Mary - Finance
Downloads 63 (346,009)

Abstract:

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Rent versus Buy, Housing Derivatives, CME Futures

3.

Calibrating the Inputs of Optimal Portfolios Using CME Housing Futures

Number of pages: 20 Posted: 26 Nov 2012
Cristian Voicu and Michael Seiler
Investment Technology Group and College of William and Mary - Finance
Downloads 25 (490,292)

Abstract:

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Housing Derivatives, Optimal Portfolios, Hedging Strategies

Deriving Optimal Portfolios for Hedging Housing Risk

Journal of Real Estate Finance and Economics, Forthcoming
Posted: 21 Jun 2011
Cristian Voicu and Michael Seiler
Investment Technology Group and College of William and Mary - Finance

Abstract:

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Housing Derivatives, Optimal Portfolio Derivation, Hedging Strategies

Deriving Optimal Portfolios for Hedging Housing Risk

Journal of Real Estate Finance and Economics, Vol. 46, No. 3, 2013
Posted: 14 Feb 2013
Cristian Voicu and Michael Seiler
Investment Technology Group and College of William and Mary - Finance

Abstract:

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Housing derivatives, Optimal portfolio derivation, Hedging strategies