Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - In: Journal of Property Investment & Finance 33 (2015) February, pp. 121-121
optimal holding period for a real estate asset or portfolio. Design/methodology/approach – The authors use a Monte Carlo … specific stochastic processes. The authors derive the optimal holding period for the asset as the value that maximizes its … as a practical methodology for determining the ex-ante optimal holding period for an asset or a portfolio based on a …