Sökning: "hedging housing price"
Visar resultat 1 - 5 av 6 uppsatser innehållade orden hedging housing price.
1. The Effect of House Price Risk on Homeowners' Portfolio Choice
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Using the 2017 wave of China Household Finance Survey (CHFS), this paper studies how house price risk affects homeowners' stock market participation and share of liquid financial wealth invested in stocks conditional on not moving. Exploiting the subsample of homeowners whose tenure choices are exogenous due to the institutional changes during the Chinese housing market privatization, this study finds that the correlation between housing return and stock return has a crowding-out effect on both stock market participation and stock shares among participants. LÄS MER
2. Household Hedging Motives and Financial Risk Taking: Evidence from Europe
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Financial economists have suggested how hedging motives related to human capital and real estate should affect financial risk-taking of a utility maximizing household. Using rich cross-sectional data from the second wave of the Eurosystem Household Finance and Consumption Survey, I analyze how such motives relate to the propensity to participate in the markets for risky assets and the risky share - portion of financial portfolio allocated to the risky assets. LÄS MER
3. Prishedge av svenska bostäder : Är det effektivt och vilka hinder för en marknad?
Master-uppsats, Linköpings universitet/NationalekonomiSammanfattning : Denna uppsats undersöker hur effektivt det vore att hedga svenska bostadspriser under tidsperioden 2005–2017 med hjälp av ett bostadsprisindex. Uppsatsen undersöker ickeperiodiserade och periodiserade hedgar genom tre olika hedgingstrategier i form av statisk, dynamisk och optimal hedge. LÄS MER
4. Is there a Future in Real Estate? : Incorporate Futures Contracts within the Swiss Real Estate Market
Master-uppsats, KTH/Fastigheter och byggandeSammanfattning : In the past decades, real estate has turned into something more than just a home, it has become an investment. The interest to invest in the real estate market has increased from investors but also from private persons where the demand not only is to find a living but also perceived as an investment to make a profit or reinvest in the future. LÄS MER
5. Index-Linked Mortgages in Sweden : A Study of an Alternative Mortgage Structure
Master-uppsats, KTH/Entreprenörskap och InnovationSammanfattning : Households generally have little or no possibility to unload their real estate risk, which constitutes a large part of their total portfolio risk. The aim of this study is to analyze a way for households to unload this risk through a socalled index-linked mortgage financed by a fund. LÄS MER