Combining Monte Carlo simulations and options to manage the risk of real estate portfolios
Year of publication: |
2013
|
---|---|
Authors: | Amédée‐Manesme, Charles‐Olivier ; Barthélémy, Fabrice ; Baroni, Michel ; Dupuy, Etienne |
Published in: |
Journal of Property Investment & Finance. - Emerald Group Publishing Limited, ISSN 1470-2002, ZDB-ID 2025925-6. - Vol. 31.2013, 4, p. 360-389
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Monte Carlo simulation | Real estate portfolio valuation | Break options | Lease structure | Risk management | Risk metrics |
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