Combining Monte Carlo simulations and options to manage the risk of real estate portfolios-Reference-Cited by-同舟云学术

Combining Monte Carlo simulations and options to manage the risk of real estate portfolios

Published:2013-07-05 Issue:4 Volume:31 Page:360-389
ISSN:1463-578X
Container-title:Journal of Property Investment & Finance
language:en
Short-container-title:J of Property Inv & Finance

Author:

Amédée‐Manesme Charles‐Olivier,Barthélémy Fabrice,Baroni Michel,Dupuy Etienne

Publisher

Emerald

Subject

General Economics, Econometrics and Finance,Finance,General Business, Management and Accounting,General Economics, Econometrics and Finance,Finance,General Business, Management and Accounting

Reference25 articles.

1. Length of residence discounts, turnover, and demand elasticity. Should long-term tenants pay less than new tenants?

2. Baroni, M., Barthélémy, F. and Mokrane, M. (2005), “Real estate prices: a Paris repeat sales residential index”, Journal of Real Estate Literature, Vol. 13 No. 3, pp. 303‐321.

3. Optimal holding period for a real estate portfolio

4. Using rents and price dynamics in real estate portfolio valuation

5. Optimal Time to Sell in Real Estate Portfolio Management

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