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Moral hazard, effort sensitiviy and compensation in asset-backed securitization

Fan, Gang-Zhi; Ong, Seow-eng; Sing, Tien-foo - In: The journal of real estate finance and economics 32 (2006) 3, pp. 229-251

Persistent link: https://www.econbiz.de/10003308622

Extreme events and the copula pricing of commercial mortgage-backed securities

Liu, Zhan Yong; Fan, Gang-zhi; Lim, Kian-Guan - In: The journal of real estate finance and economics 38 (2009) 3, pp. 327-349

Persistent link: https://www.econbiz.de/10003848944

The relationships between real estate price and expected financial asset risk and return : theory and empirical evidence

Fan, Gang-zhi; Huszár, Zsuzsa R.; Zhang, Weina - In: The journal of real estate finance and economics 46 (2013) 4, pp. 568-595

Persistent link: https://www.econbiz.de/10009750329

Breakeven determination of loan limits for reverse mortgages under information asymmetry

Pu, Ming; Fan, Gang-Zhi; Deng, Yongheng - In: The journal of real estate finance and economics 48 (2014) 3, pp. 492-521

Persistent link: https://www.econbiz.de/10010402354

Default clustering risks in commercial mortgage-backed securities

Fan, Gang-zhi; Sing, Tien-foo; Ong, Seow-eng - In: The journal of real estate finance and economics 45 (2012) 1, pp. 110-127

Persistent link: https://www.econbiz.de/10009581761

Optimal portfolio choices, house risk hedging and the pricing of forward house transactions

Fan, Gang-zhi; Pu, Ming; Ong, Seow-eng - In: The journal of real estate finance and economics 45 (2012) 1, pp. 3-29

Persistent link: https://www.econbiz.de/10009581771

Heterogeneous agents and the indifference pricing of property index linked swaps

Pu, Ming; Fan, Gang-zhi; Ong, Seow-eng - In: The journal of real estate finance and economics 44 (2012) 4, pp. 543-569

Persistent link: https://www.econbiz.de/10009581815

Pricing credit risk of asset-backed securitization bonds in Singapore

Sing, Tien-foo; Ong, Seow-eng; Fan, Gang-Zhi; Lim, Kian-Guan - In: International journal of theoretical and applied finance 8 (2005) 3, pp. 321-338

Persistent link: https://www.econbiz.de/10002893277

Analysis of credit risks in asset-backed securitization transactions in Singapore

Sing, Tien-foo; Ong, Seow-eng; Fan, Gang-Zhi; Sirmans, … - In: The journal of real estate finance and economics 28 (2004) 2/3, pp. 235-253

Persistent link: https://www.econbiz.de/10001955356

Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps

Pu, Ming - 2010

Swap spreads predicted by the traditional risk-neutral valuation models are much lower than the quoted market spreads for property index linked swaps (Patel and Pereira, Journal of Real Estate Finance and Economics, 36:5-21, 2008). This paper attempts to develop a utility indifference-based...

Persistent link: https://www.econbiz.de/10013136484