Purpose – This paper aims to identify the relative contribution of sustainability criteria to property value risk … estimate the impact of an individual feature on the risk (volatility) of the property value distribution. Findings – The … risk. Practical implications – The results are used for a risk-based weighting of a sustainability rating. The rating …

systematic risk, as measured by beta, and expected share returns. The CAPM attempts to describe this relationship by using beta … describe and explain the risk/return relationship. However, other risk factors (i.e. other than beta) may also be useful for …

Expected utility theory is widely acknowledged to be a rational approach to making decisions involving risk. Yet the … methodology gives no explicit role to measures of risk and return. In this paper we identify those families of utility functions … that are compatible with a risk-return interpretation. From these families we deduce utility-compatible measures of risk. …