Juerg M. Syz

Diener Syz Real Estate

Partner

Dufourstrasse 21

Zollikon, 8702

Switzerland

University of Zurich

Rämistrasse 71

Zürich, CH-8006

Switzerland

SCHOLARLY PAPERS

6

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Top 29,482

in Total Papers Downloads

1,976

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.
Downloads 662 ( 47,587)
Citation 4

Property Derivatives and Index-Linked Mortgages

Number of pages: 18 Posted: 06 Sep 2006
Paolo Vanini, Juerg M. Syz and Marco Salvi
University of Basel, Diener Syz Real Estate and Cantonal Bank of Zurich
Downloads 662 (46,946)
Citation 4

Abstract:

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House Price Risk, Mortgage Default Risk, Rent or Buy, Hedonic Index

Property Derivatives and Index-Linked Mortgages

Journal of Real Estate Finance and Economics, Vol. 36, No. 1, 2008
Posted: 11 Sep 2007
Juerg M. Syz, Paolo Vanini and Marco Salvi
Diener Syz Real Estate, University of Basel and Cantonal Bank of Zurich

Abstract:

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house price risk, mortgage default risk, rent or buy, hedonic index

2.

Trend Derivatives: Pricing, Hedging, and Application to Executive Stock Options

Number of pages: 44 Posted: 18 Aug 2005
Markus Leippold and Juerg M. Syz
University of Zurich - Department of Banking and Finance and Diener Syz Real Estate
Downloads 484 (70,664)
Citation 3

Abstract:

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Time diversification, regression, trend derivatives, executive stock option plans

3.

The Trend is Your Friend: Absence of Pin Risk in Trend Options and Time Diversification

Number of pages: 9 Posted: 09 Sep 2005
Markus Leippold and Juerg M. Syz
University of Zurich - Department of Banking and Finance and Diener Syz Real Estate
Downloads 318 (114,771)

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Time Diversification, Regression, PIN Risk

Arbitrage Free Price Bounds for Property Derivatives

Journal of Real Estate Finance and Economics, Forthcoming
Number of pages: 18 Posted: 29 Dec 2008 Last Revised: 01 Jan 2010
Juerg M. Syz and Paolo Vanini
Diener Syz Real Estate and University of Basel
Downloads 302 (120,568)

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Property derivatives, Property spread, Arbitrage free price bounds, Market frictions, Halifax House Price Index

Arbitrage Free Price Bounds for Property Derivatives

Journal of Real Estate Finance and Economics, Vol. 43, No. 3, 2011
Posted: 27 Jul 2011
Juerg M. Syz and Paolo Vanini
Diener Syz Real Estate and University of Basel

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Property Derivatives, Property Spread, Arbitrage Free Price Bounds, Market Frictions, Halifax House Price Index

5.

Let Us Trade Pension Claims

Number of pages: 22 Posted: 27 Oct 2005
Bernard Dumas and Juerg M. Syz
INSEAD and Diener Syz Real Estate
Downloads 210 (174,117)

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Defined Benefit Plans, Underfunding, Collateralized Pension Claim Obligation, Diversification, Benchmark

6.

Perspectives: Why Not Trade Pension Claims?

Financial Analysts Journal, Vol. 63, No. 1, pp. 46-54, January/February 2007
Posted: 02 Feb 2007
Bernard Dumas and Juerg M. Syz
INSEAD and Diener Syz Real Estate

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Financial Markets, Market Structure and Organizations, Investment Industry, Future Directions, Sources of Change, Portfolio Management, Asset/Liability Management