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La modélisation du risque en immobilier d'entreprise

Editor

Listed:
  • Batsch, Laurent

Author

Listed:
  • Vu Anh Tuan, Eric

Abstract

The real estate asset class is tangible, heterogeneous and illiquid. It gives a specific investment universe that needs to be understood by investors, because the uncertainties created by this universe compose the risk of real estate investment. We suggest modelling risks across a sum of risk unit appraisal, on one hand, in constructing portfolio analysis, and on the other hand, through the office market risk premium modelling. Our doctoral study proposes to adapt financial theorems to risk modelling in the main European office markets. Our thesis will be written in Englishand its body will be articulated around three axes whereby those will be illustrated under the form of article.

Suggested Citation

  • Vu Anh Tuan, Eric, 2014. "La modélisation du risque en immobilier d'entreprise," Economics Thesis from University Paris Dauphine, Paris Dauphine University, number 123456789/14336 edited by Batsch, Laurent.
    • Handle: RePEc:dau:thesis:123456789/14336
    Note: dissertation
    as

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    More about this item

    Keywords

    Immobilier; Markowitz; Estimateur à rétrécissement; Prime de risque; Real Estate; Shrinkage Estimator; Risk Premium;
    All these keywords.

    JEL classification:

    • M19 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Other
    • L29 - Industrial Organization - - Firm Objectives, Organization, and Behavior - - - Other
    • L19 - Industrial Organization - - Market Structure, Firm Strategy, and Market Performance - - - Other

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