Details about Gang-Zhi Fan

Access statistics for papers by Gang-Zhi Fan.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pfa415

Journal Articles

2016

1. The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks
   Journal of Risk & Insurance, 2016, 83, (2), 447-474 View citations (2)

2014

2. Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry
   The Journal of Real Estate Finance and Economics, 2014, 48, (3), 492-521 View citations (8)

2013

3. The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
   The Journal of Real Estate Finance and Economics, 2013, 46, (4), 568-595 View citations (9)

2012

4. Default Clustering Risks in Commercial Mortgage-Backed Securities
   The Journal of Real Estate Finance and Economics, 2012, 45, (1), 110-127 View citations (3)
5. Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps
   The Journal of Real Estate Finance and Economics, 2012, 44, (4), 543-569 View citations (2)
6. Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions
   The Journal of Real Estate Finance and Economics, 2012, 45, (1), 3-29 View citations (5)

2009

7. Extreme Events and the Copula Pricing of Commercial Mortgage-Backed Securities
   The Journal of Real Estate Finance and Economics, 2009, 38, (3), 327-349 View citations (2)

2006

8. Determinants of House Price: A Decision Tree Approach
   Urban Studies, 2006, 43, (12), 2301-2315 View citations (26)
9. Moral Hazard, Effort Sensitivity and Compensation in Asset-Backed Securitization
   The Journal of Real Estate Finance and Economics, 2006, 32, (3), 229-251 View citations (2)

2004

10. Analysis of Credit Risks in Asset-Backed Securitization Transactions in Singapore
    The Journal of Real Estate Finance and Economics, 2004, 28, (2_3), 235-253