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On indexing commercial real estate properties and portfolios
Boudry, Walter I.; Coulson, N. Edward; Kallberg, Jarl G.; … - In: The journal of real estate finance and economics 47 (2013) 4, pp. 617-639
Persistent link: https://www.econbiz.de/10010249837
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Downside risk optimization in securitized real estate markets
Kroencke, Tim-Alexander; Schindler, Felix - In: Journal of property investment & finance 28 (2010) 6, pp. 434-453
Persistent link: https://www.econbiz.de/10008906773
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ImmoWert : Integration von Nachhaltigkeitsaspekten in die Wertermittlung und Risikobeurteilung von Einzelimmobilien und Gebäudebeständen ; [Abschlussbericht zum Projekt ; ein Gemei...
Schäfer, Henry; Lützkendorf, Thomas; Gromer, Christian; … - 2010
Persistent link: https://www.econbiz.de/10008647715
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Downside Risk Optimization in Securitized Real Estate Markets
Kroencke, Tim Alexander - 2018
Optimization of international securitized real estate portfolios has been a key topic for several decades. However, most previous analysis has focused on regional diversification by applying the traditional mean-variance (MV) framework suggested by Markowitz (1952) even if the limitations of...
Persistent link: https://www.econbiz.de/10012940623
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An international analysis of time varying beta risk in listed real estate securities
Morri, Giacomo; Romito, Federico - In: Journal of property investment & finance 35 (2017) 2, pp. 116-134
Persistent link: https://www.econbiz.de/10011661938
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Consumption, inflation risk and dynamic hedging
Schubert, Stefan Franz; Broll, Udo - In: Contemporary economics 9 (2015) 2, pp. 171-179
and inflation risk. Both sources of uncertainty make it difficult to stabilize consumption over time. However, investors …. Optimal consumption and risk management strategies are derived. It is shown that dynamic hedging increases an investor …
Persistent link: https://www.econbiz.de/10011306018
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Protecting insurance portfolios from inflation
Griffin, Ken; Yao, Edward Y. - In: Inflation-sensitive assets : Instruments and strategies, (pp. 369-388). 2012
Persistent link: https://www.econbiz.de/10011457182
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Robust hedging of terminal wealth under interest rate risk and inflation risk
Balter, Anne; Coumans, Lieske; Jong, Frank de - 2021 - This version: November 9, 2021
Persistent link: https://www.econbiz.de/10012664512
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Using financial derivatives to hedge against market risks in IT outsourcing projects : a quantitative decision model
Buhl, Hans Ulrich; Fridgen, Gilbert; König, Christian - In: Journal of decision systems 22 (2013) 4, pp. 249-264
Persistent link: https://www.econbiz.de/10010239884
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Production and risk management in a multi-period duopoly under demand uncertainty
Pelster, Matthias - In: International journal of trade and global markets 6 (2013) 4, pp. 384-405
Persistent link: https://www.econbiz.de/10010199103