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Overbuilding and Development Cascades under Irrational Expectations

Lv, Xiu-Mei - 2015

The recent sluggish recovery in the U.S. house market has further motivated our research interests in overbuilding in real estate markets. Our model is an extension to Grenadier's (1996, JF), who emphasizes rational investment decisions possibly leading to oversupply in real estate markets, by...

Persistent link: https://www.econbiz.de/10013037545

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