Italian real estate investment funds: market structure and risk measurement
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References listed on IDEAS
- Giacomo Morri & Stephen Lee, 2008. "The Performance Of Italian Real Estate Funds," ERES eres2008_212, European Real Estate Society (ERES).
- Martin Hoesli & Elion Jani & André Bender, 2005.
"Monte Carlo Simulations for Real Estate Valuation,"
FAME Research Paper Series
rp148, International Center for Financial Asset Management and Engineering.
- Elion Jani & Martin Hoesli & André Bender, 2005. "Monte Carlo Simulations for Real Estate Valuation," ERES eres2005_212, European Real Estate Society (ERES).
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
Journal of Finance, American Finance Association, vol. 29(2), pages 449-470, May.
- Merton, Robert C., 1973. "On the pricing of corporate debt: the risk structure of interest rates," Working papers 684-73., Massachusetts Institute of Technology (MIT), Sloan School of Management.
- James Kau & Donald Keenan & Yildiray Yildirim, 2009. "Estimating Default Probabilities Implicit in Commercial Mortgage Backed Securities (CMBS)," The Journal of Real Estate Finance and Economics, Springer, vol. 39(2), pages 107-117, August.
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Cited by:
- Costanza Consolandi & Giampaolo Gabbi & Massimo Matthias & Pietro Vozzella, 2013. "The Italian Financial System," FESSUD studies fstudy12, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
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More about this item
Keywords
real estate investment funds; asset management; firm value model; non-normal distributions; Monte Carlo simulation;All these keywords.
JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2012-05-29 (Computational Economics)
- NEP-RMG-2012-05-29 (Risk Management)
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