Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation
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References listed on IDEAS
- Stambaugh, Fred, 1996. "Risk and value at risk," European Management Journal, Elsevier, vol. 14(6), pages 612-621, December.
- Titman, Sheridan, 1985. "Urban Land Prices under Uncertainty," American Economic Review, American Economic Association, vol. 75(3), pages 505-514, June.
- Quigg, Laura, 1993. "Empirical Testing of Real Option-Pricing Models," Journal of Finance, American Finance Association, vol. 48(2), pages 621-640, June.
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Cited by:
- Serhat Basdogan & Hilde Remøy & Ruud Binnekamp, 2018. "Valuation Construction Permit Uncertainties in Real Estate Development Projects with Stochastic Decision Tree Analysis," ERES eres2018_265, European Real Estate Society (ERES).
- Fabrice Barthélémy & Jean-Luc Prigent, 2009.
"Optimal Time to Sell in Real Estate Portfolio Management,"
The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
- Fabrice Barthélémy & Jean-Luc Prigent, 2008. "Optimal Time to Sell in Real Estate Portfolio Management," THEMA Working Papers 2008-13, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," Post-Print hal-03679715, HAL.
- Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
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More about this item
Keywords
DCF; Monte-Carlo Simulations; Real Estate Indices; Real Estate Valuations;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2006-03-11 (Computational Economics)
- NEP-FIN-2006-03-11 (Finance)
- NEP-URE-2006-03-11 (Urban and Real Estate Economics)
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