Purpose – The purpose of this paper is to provide an indication of the returns to commercial property lending over the last 30 years in the UK. Design/methodology/approach – There is no long-term index of the returns to commercial property lending in the UK. This paper provides a partial...

ERES:conference

An effective asset risk score would enable fund managers to construct portfolios most appropriate to their clientís risk appetite. As an assetís risk profile changes over time, such a risk score needs to be dynamic and change as the assetís characteristics change. This will enable the...

Purpose - The purpose of this paper is to identify and quantify the importance of the major market factors driving the relative risk and returns across all four real estate quadrants (public/ private, debt/ equity) in the UK over the period 1992-2012, and to identify the pricing signals for...