Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
Year of publication: |
2012
|
---|---|
Authors: | Amédée-Manesme, Charles-Olivier |
Other Persons: | Baroni, Michel (contributor) ; Barthelemy, Fabrice (contributor) ; Dupuy, Etienne (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Optionspreistheorie | Option pricing theory | Derivat | Derivative |
Extent: | 1 Online-Ressource (30 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 6, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2084266 [DOI] |
Classification: | R33 - Nonagricultural and Nonresidential Real Estate Markets ; L85 - Real Estate Services ; G11 - Portfolio Choice ; G32 - Financing Policy; Capital and Ownership Structure ; R32 - Other Spatial Production and Pricing Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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