Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions

2011 ◽  
Vol 45 (1) ◽  
pp. 3-29 ◽  
Author(s):  
Gang-Zhi Fan ◽  
Ming Pu ◽  
Seow Eng Ong
2012 ◽  
Author(s):  
Jin-ray Lu ◽  
Chih-Ming Chan ◽  
Yi-Long Hsiao ◽  
Kai-Ping Chen

2019 ◽  
Vol 72 (2) ◽  
pp. 146-166 ◽  
Author(s):  
Ricardo Laborda ◽  
Jose Olmo

2018 ◽  
Vol 41 ◽  
pp. 200-217
Author(s):  
Gang-Zhi Fan ◽  
Ming Pu ◽  
Xiaoying Deng ◽  
Seow Eng Ong

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