Optimal holding period for a real estate portfolio
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DOI: 10.1108/14635780710829306
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- Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
References listed on IDEAS
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Citations
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Cited by:
- Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016.
"Real estate investment: Market volatility and optimal holding period under risk aversion,"
Economic Modelling, Elsevier, vol. 58(C), pages 543-555.
- Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- 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.
- 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.
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015.
"The impact of lease structures on the optimal holding period for a commercial real estate portfolio,"
Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
- Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015.
"The impact of lease structures on the optimal holding period for a commercial real estate portfolio,"
Journal of Property Investment & Finance,
Emerald Group Publishing, vol. 33(2), pages 121-139, March.
- Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.
- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Working Papers hal-01070033, HAL.
- Paul M Anglin & Yanmin Gao, 2011. "Integrating Illiquid Assets into the Portfolio Decision Process," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 277-311, June.
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More about this item
Keywords
Investment appraisal; Market value; Real estate; Discounted cash flow; Sensitivity analysis;All these keywords.
JEL classification:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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