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Monte Carlo simulations versus DCF in real estate portfolio valuation
Baroni, Michel (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003305012
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The impact of lease structures on the optimal holding period for a commercial real estate portfolio
Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - In: Journal of property investment & finance 33 (2015) 2, pp. 121-139
Persistent link: https://www.econbiz.de/10010533308
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Monte Carlo simulations versus DCF in real estate portfolio valuation
Baroni, Michel; Barthélémy, Fabrice; Mokrane, Mahdi - 2006
Persistent link: https://www.econbiz.de/10003293371
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Combining Monte Carlo simulations and options to manage the risk of real estate portfolios
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Journal of property investment & finance 31 (2013) 4, pp. 360-389
Persistent link: https://www.econbiz.de/10009771290
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Mixed-asset portfolio allocation under mean-reverting asset returns
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Decision making and risk/return optimization in …, (pp. 65-98). 2019
Persistent link: https://www.econbiz.de/10012127933
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Real estate investment : market volatility and optimal holding period under risk aversion
Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555
Persistent link: https://www.econbiz.de/10011647530