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Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps

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  • Ming Pu
  • Gang-Zhi Fan
  • Seow Ong

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  • Ming Pu & Gang-Zhi Fan & Seow Ong, 2012. "Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 543-569, May.
    • Handle: RePEc:kap:jrefec:v:44:y:2012:i:4:p:543-569
    DOI: 10.1007/s11146-010-9298-4
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    Cited by:

    1. Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013. "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 568-595, May.
    2. Peter Chinloy & Cheng Jiang & Kose John, 2022. "Spreads and Volatility in House Returns," JRFM, MDPI, vol. 15(8), pages 1-16, August.

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