Basis risk and property derivative hedging in the UK : implications of the 2007 IPF Study of tracking error

Basis risk and property derivative hedging in the UK : implications of the 2007 IPF Study of tracking error

Thesis (S.M.)--Massachusetts Institute of Technology, Program in Real Estate Development in Conjunction with the Center for Real Estate, 2009.

Bibliographic Details
Main Author: Ma, Jia, S.M. Massachusetts Institute of Technology
Other Authors: David M. Geltner.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2010
Subjects:
Center for Real Estate. Program in Real Estate Development.
Online Access:http://hdl.handle.net/1721.1/54859

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