We thank John Doukas (the editor of this Journal) and the two anonymous referees for their help in improving the content and presentation of this article. Earlier versions of this article were presented at seminars at ICMA Reading and Judge Business School Cambridge as well as at conferences, Campus for Finance 2010 in Vallendar and the conference on Incomplete Markets, 2010 London. We also thank the participants at those events, in particular, Michael Dempster, Markus Harder, Tony Key, and Hashem Pesaran, for helpful comments; special thanks to Stuart Heath at EUREX, London for making the IPD UK futures data available. Correspondence: Frank J. Fabozzi.
A Pricing Framework for Real Estate Derivatives
Version of Record online: 9 DEC 2011
© 2011 Blackwell Publishing Ltd
European Financial Management
Volume 18, Issue 5, pages 762–789, November 2012
How to Cite
Fabozzi, F. J., Shiller, R. J. and Tunaru, R. S. (2012), A Pricing Framework for Real Estate Derivatives. European Financial Management, 18: 762–789. doi: 10.1111/j.1468-036X.2011.00635.x
- Issue online: 17 OCT 2012
- Version of Record online: 9 DEC 2011
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