A Mean-Variance Optimization Approach for Residential Real Estate Valuation
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DOI: 10.2478/remav-2021-0018
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References listed on IDEAS
- Fengyun Liu & Deqiang Liu & Reza Malekian & Zhixiong Li & Deqing Wang, 2017. "A measurement model for real estate bubble size based on the panel data analysis: An empirical case study," PLOS ONE, Public Library of Science, vol. 12(3), pages 1-26, March.
- Marcos Lins & Luiz Novaes & Luiz Legey, 2005. "Real Estate Appraisal: A Double Perspective Data Envelopment Analysis Approach," Annals of Operations Research, Springer, vol. 138(1), pages 79-96, September.
- Gang-Zhi Fan & Seow Eng Ong & Hian Chye Koh, 2006. "Determinants of House Price: A Decision Tree Approach," Urban Studies, Urban Studies Journal Limited, vol. 43(12), pages 2301-2315, November.
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More about this item
Keywords
pricing; economic valuation; multiple linear regression model; quadratic programming; objective weights;All these keywords.
JEL classification:
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
- R30 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location - - - General
Statistics
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