Beyond Index-Based Hedging: Can Real Estate Trigger a New Breed of Derivatives Market?-Reference-Cited by-同舟云学术

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Beyond Index-Based Hedging: Can Real Estate Trigger a New Breed of Derivatives Market?

Published:2007-01-01 Issue:4 Volume:13 Page:345-378
ISSN:1083-5547
Container-title:Journal of Real Estate Portfolio Management
language:en
Short-container-title:Journal of Real Estate Portfolio Management

Author:

Lecomte Patrick¹

Affiliation:

1. University of Cincinnati, Cincinnati, OH

Publisher

Informa UK Limited

Subject

Economics, Econometrics and Finance (miscellaneous),Management Information Systems

Link

https://www.tandfonline.com/doi/pdf/10.1080/10835547.2007.12089791

Reference89 articles.

1. Using genetic algorithms to find technical trading rules1Helpful comments were made by Adam Dunsby, Lawrence Fisher, Steven Kimbrough, Paul Kleindorfer, Michele Kreisler, James Laing, Josef Lakonishok, George Mailath, and seminar participants at Institutional Investor, J.P. Morgan, the NBER Asset Pricing Program, Ohio State University, Purdue University, the Santa Fe Institute, Rutgers University, Stanford University, University of California, Berkeley, University of Michigan, University of Pennsylvania, University of Utah, Washington University (St. Louis), and the 1995 AFA Meetings in Washington, D.C. We are particularly grateful to Kenneth R. French (the referee), and G. William Schwert (the editor) for their suggestions. Financial support from the National Science Foundation is gratefully acknowledged by the first author and from the Academy of Finland by the second and from the Geewax-Terker Program in Financial Instruments by both. Correspondence should be addressed to Franklin Allen, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104-6367.1

2. Real Estate Investment Funds: Performance and Portfolio Considerations

Cited by 6 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Selected Bibliography;Active Private Equity Real Estate Strategy;2015-09-26

2. Testing alternative models of property derivatives: the case of the City of London;Journal of Property Investment & Finance;2014-02-25

3. International Financial Innovation, Real Estate and the Macroeconomy;Real Estate Finance in the New Economy;2014-02-21

4. Part Introduction;The Blackwell Companion to the Economics of Housing;2010-04-29

5. Housing Futures: A Role for Derivatives?;The Blackwell Companion to the Economics of Housing;2010-04-29

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