Calibrating the Inputs of Optimal Portfolios Using CME Housing Futures

The trading volume of Chicago Mercantile Exchange (CME) housing futures remains thin despite efforts to increase the prevalence of pricing models and the derivation of optimal portfolios for households. We apply actual CME data to the theoretical models of Voicu and Seiler (2012) to demonstrate exactly how CME housing futures can be used based on a number of homeowners characteristics and tenure scenarios

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Year of publication:	2015
Authors:	Voicu, Cristian
Other Persons:	Seiler, Michael (contributor)
Publisher:	[2015]: [S.l.] : SSRN
Subject:	Portfolio-Management \| Portfolio selection \| Theorie \| Theory

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Extent:	1 Online-Ressource (20 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 26, 2012 erstellt
Other identifiers:	10.2139/ssrn.2136617 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013036577