in an increasing market. Analyses a reasonably simple computer program 'Call‐Risk' asking the computer to do a lot of … are not really good enough but the addition of uncertainty, and risk analysis, gives improved plans with better chances to …

Purpose – The purpose of this paper is to propose and discuss practical approaches on how to address risk and … there is insufficient comparable transaction evidence available: Identifying, measuring and expressing risk by making use of … property rating approaches. Transforming risk into risk premia for calculating the yield on a risk free basis by partially …

Purpose – An acute need exists for a practical quantitative risk management‐based real estate investment underwriting … simulation to project risk assessment combined with the widely practiced DCF modeling. A case study is provided where results of … the modeling are compared with traditional DCF risk models and with prior projects with known outcomes. Findings – This …

Purpose – This paper aims to show that the accuracy of real estate portfolio valuations and of real estate risk … management can be improved through the simultaneous use of Monte Carlo simulations and options theory. Design … contribution of the paper is both by accounting for market risk (Monte Carlo simulations for the prices and market rental values …

Purpose – Value-at-risk (VaR) is a risk measure of potential loss on a specific portfolio. The main uses of VaR are in … risk management and financial reporting. Researchers are continuously looking for new and efficient ways to evaluate VaR …

Purpose – The purpose of this paper is to try to show how to manage risk by the use of “value at risk (VaR) concept … in calculation of VaR in different set of stock portfolio, so that the risk inherent in the portfolio while making … in a position to select better stock portfolio with a known risk measure. Originality/value – This paper tries to manage …

supply chain. Design/methodology/approach – This combination approach involves a qualitative risk analysis methodology termed … as the supply chain risk‐failure mode and effect analysis (SCR‐FMEA) which integrates risk identification, analysis and … mitigation actions together to evaluate supply chain outsourcing risk. The qualitative risk assessment will allow risk manager to …

then used to predict the final project duration of active projects. Design/methodology/approach Project planning and … effective leadership/governance were identified from literature as the most significant factors that impact the duration of …. Findings The research showed that information from project site meetings can be used to predict final project duration of …

gap between theory and market practice. Develops a model which adds household income, ability to pay problems and mortgage … results which suggest that prepayment risk dominates default risk in all except very low growth housing markets. Adds that … markets (due to decline in prepayment risk), but have little impact on high growth/high volatility markets (because they are …