Sökning: "hedging housing price"

Visar resultat 6 - 6 av 6 uppsatser innehållade orden hedging housing price.

  1. 6. Portfolio Implications of Homeownership - Hedging Housing Risk in Urban and Peripheral Sweden

    D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi; Handelshögskolan i Stockholm/Institutionen för nationalekonomi

    Författare :Philip Löfgren; Ludvig Mattsson; [2007]
    Nyckelord :household portfolio; homeownership; hedging; real estate;

    Sammanfattning : This paper investigates the investment implications of the housing consumption choice in a mean-variance framework using quarterly time series ranging from the first quarter 1986 to the last quarter 2005. We analyze the investment portfolio of the Swedish household on a quarterly horizon containing general stocks, real estate stocks, T-bills, government bonds and housing. LÄS MER