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

School of Business

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)	133-145
Number of pages	13
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
LPTs
Scenario analysis
Hedging
Performance analysis
Risk management
LPT futures
Investment dynamics

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10.1080/14445921.2004.11104157

Cite this

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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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author = "Graeme Newell and Tan, {Yen Keng}",

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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.

KW - Australia

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KW - property trusts

KW - stock exchanges

KW - LPTs

KW - Scenario analysis

KW - Hedging

KW - Performance analysis

KW - Risk management

KW - LPT futures

KW - Investment dynamics

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JO - Pacific Rim Property Research Journal

JF - Pacific Rim Property Research Journal

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The development and performance of listed property trust futures

Abstract

Keywords

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