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Korteniemi, 2024 - Google Patents

Hedging strategies in real estate investment trusts: exploring futures and options contracts

Korteniemi, 2024

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Document ID
14058720472929112220
Author
Korteniemi V
Publication year

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Thesis studies the idea of whether real estate investment trusts, trusts whose portfolio value consists of apartments, could hedge their exposure with derivatives. This thesis uses a VAR model to see whether a real estate investment trust could hedge their portfolio with selected …
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