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An extraction and analysis of the return risk of real estate industry : (based on value at risk based on Markov approach)

Zolfaghari, Mahdi; Faghihiyan, Fatemeh - In: Journal of urban economics and management : a quarterly … 6 (2018) 23, pp. 35-54

Persistent link: https://www.econbiz.de/10011901409

An Equilibrium Analysis of Real Estate

Grenadier, Steven R. - 2009

This paper provides a unified equilibrium approach to valuing a wide variety of commercial real estate lease contracts. Using a game-theoretic variant of real options analysis, the underlying real estate asset market is modeled as a continuous-time Nash equilibrium in which developers make...

Persistent link: https://www.econbiz.de/10012767771

An Equilibrium Analysis of Real Estate

Grenadier, Steven R. - 2003

Persistent link: https://www.econbiz.de/10012469228

Real Estate Risk in Equity Returns : Empirical Evidence from U.S. Stock Markets

Michel, Gaston (contributor) - 2009

Gaston Michel investigates whether shocks to real estate markets constitute an important source of the risk that is … priced in the cross section of equity returns. His results document that real estate risk explains a large part of the cross … pricing story: higher asset returns must be associated with lower prices and higher risk exposure. In particular, he …

Persistent link: https://www.econbiz.de/10013521240

Real estate risk in equity returns : empirical evidence from U.S. stock markets

Michel, Gaston - 2009 - 1. Aufl.

Persistent link: https://www.econbiz.de/10003829197

Real estate as a common risk factor in bank stock returns

Carmichael, Benoît; Coën, Alain - In: Journal of banking & finance 94 (2018), pp. 118-130

Persistent link: https://www.econbiz.de/10011966483

Modelling uncertain operational cash flows of real estate investments using simulations of stochastic processes

Pfnür, Andreas; Armonat, Stefan - In: Journal of property investment & finance 31 (2013) 5, pp. 481-501

Persistent link: https://www.econbiz.de/10009790273

Do short-term real estate investors outperform the market?

Wong, Siu Kei; Deng, Kuang Kuang; Chau, K. W. - In: Journal of real estate research : JRER ; a publication … 44 (2022) 2, pp. 287-309

Persistent link: https://www.econbiz.de/10013364983

Validating empirically identified risk factors

Pettengill, Glenn N.; Chang, George - In: Journal of economics and finance 43 (2019) 1, pp. 162-179

Persistent link: https://www.econbiz.de/10012171017

Intertemporal risk-return relationship in housing markets

Lin, Pin-Te - In: Journal of real estate research : JRER ; a publication … 44 (2022) 3, pp. 331-354

Persistent link: https://www.econbiz.de/10013364989

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