The development and performance of listed property trust futures

Graeme Newell; Yen Keng Tan

doi:10.1080/14445921.2004.11104157

The development and performance of listed property trust futures

Graeme Newell, Yen Keng Tan

Research output: Contribution to journal › Article

18 Citations (Scopus)

Abstract

Listed property trust futures were established on the Australian Stock Exchange (ASX) in August 2002; this being a world first. These property trust futures have been the most actively supported of the range of futures products on the ASX. Using a number of scenarios, property trust futures are shown to be an effective risk management tool for institutional investors for hedging their listed property trust exposure.

Original language	English
Pages (from-to)	132-145
Journal	Pacific Rim Property Research Journal
Volume	10
Issue number	2
DOIs	https://doi.org/10.1080/14445921.2004.11104157
Publication status	Published - Jan 2004

Keywords

Australia
futures
property trusts
stock exchanges

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10.1080/14445921.2004.11104157

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title = "The development and performance of listed property trust futures",

abstract = "Listed property trust futures were established on the Australian Stock Exchange (ASX) in August 2002; this being a world first. These property trust futures have been the most actively supported of the range of futures products on the ASX. Using a number of scenarios, property trust futures are shown to be an effective risk management tool for institutional investors for hedging their listed property trust exposure.",

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AB - Listed property trust futures were established on the Australian Stock Exchange (ASX) in August 2002; this being a world first. These property trust futures have been the most actively supported of the range of futures products on the ASX. Using a number of scenarios, property trust futures are shown to be an effective risk management tool for institutional investors for hedging their listed property trust exposure.

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KW - stock exchanges

UR - http://handle.uws.edu.au:8081/1959.7/34935

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The development and performance of listed property trust futures

Abstract

Keywords

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