Valuation of real-estate losses via Monte Carlo simulation-Reference-Cited by-同舟云学术

Valuation of real-estate losses via Monte Carlo simulation

Published:2020-01-01 Issue:1 Volume:33 Page:1867-1888
ISSN:1331-677X
Container-title:Economic Research-Ekonomska Istraživanja
language:en
Short-container-title:Economic Research-Ekonomska Istraživanja

Author:

Barañano Aitor¹,De La Peña J. Iñaki²^ORCID,Moreno Rafael³

Affiliation:

1. PHD Program on Economy and Business, University of Malaga, Málaga, Spain

2. Faculty of Economics and Business, Financial Economics I Department, University of the Basque Country (UPV/EHU), Bilbao, Spain

3. Faculty of Economics and Business, Finance and Accounting Department, University of Málaga (UMA), Málaga, Spain

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/1331677X.2020.1756372

Reference64 articles.

1. A comprehensive review of Value at Risk methodologies

2. Implementation of Enterprise Risk Management: Evidence from the German Property-Liability Insurance Industry

3. Cornish-Fisher Expansion for Commercial Real Estate Value at Risk

4. Amédée-Manesme, C.O., Barthélémy, F., Prigent, J.L., Keenan, D., Mokrane, M. (2017). Modified Sharpe ratios in real estate performance measurement: Beyond the standard cornish fisher expansion. THEMA Working Paper 20. Université de Cergy-Pontoise.

5. Ex-ante real estate Value at Risk calculation method

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