Similar Search Results - EconBiz

Inundation and views in coastal residential property values : does the sale price reflect the trade off?

Rambaldi, Alicia N.; Ganegodage, K. Renuka; Flechter, … - 2014

Persistent link: https://www.econbiz.de/10010520875

Statistical risk analysis for real estate collateral valuation using Bayesian distributional and quantile regression

Razen, Alexander; Brunauer, Wolgang; Klein, Nadja; … - 2014

The Basel II framework strictly defines the conditions under which financial institutions are authorized to accept real estate as collateral in order to decrease their credit risk. A widely used concept for its valuation is the hedonic approach. It assumes, that a property can be characterized...

Persistent link: https://www.econbiz.de/10010354740

Selection of socially responsible portfolios using hedonic prices

Bilbao Terol, Amelia; Arenas-Parra, Mar; … - In: Journal of business ethics : JOBE 115 (2013) 3, pp. 515-529

Persistent link: https://www.econbiz.de/10009787957

Using revealed preference methods to estimate the value of reduced mortality risk : best practice Recommendations for the hedonic wage model

Evans, Mary F.; Taylor, Laura O. - In: Review of environmental economics and policy 14 (2020) 2, pp. 282-301

Persistent link: https://www.econbiz.de/10012395299

Measurement of extreme market risk : insights from a comprehensive literature review

Chakraborty, Gourab; Chandrashekhar, G. R.; … - In: Cogent economics & finance 9 (2021) 1, pp. 1-24

evaluation of the methodological and empirical advances in the measurement of the extreme market risk. This paper argues that a …

Persistent link: https://www.econbiz.de/10013183970

Measuring organizational downside risk

Miller, Kent D. - 1994

Persistent link: https://www.econbiz.de/10000891710

Interest rate interventions with different stock market risk measures

Lindén, Mikael; Suonperä, Antti - 1990

Persistent link: https://www.econbiz.de/10000806904

Credit risk measurement : new approaches to value at risk and other paradigms

Saunders, Anthony - 1999

Persistent link: https://www.econbiz.de/10000682884

Risikomessung mit Shortfall-Maßen : das Programm MAMBA - Metzler Asset Management Benchmark Analyser

Korn, Olaf; Schröder, Michael; Szczesny, Andrea; … - 1996

Persistent link: https://www.econbiz.de/10000663809

Computation and asymptotic properties of estimated coherent risk measures

Miller, D. J.; Kim, M. - In: Computational finance and its applications III : …, (pp. 175-184). 2008

Persistent link: https://www.econbiz.de/10003713310

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