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.
- 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.
- Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008.
"Open-End Real Estate Funds in Germany – Genesis and Crisis,"
Credit and Capital Markets,
Credit and Capital Markets, pages 9-36.
- Bannier, Christina E. & Fecht, Falko & Tyrell, Marcel, 2007. "Open-end real estate funds in Germany: genesis and crisis," Discussion Paper Series 2: Banking and Financial Studies 2007,04, Deutsche Bundesbank, Research Centre.
- Christina E. Bannier & Falko Fecht & Marcel Tyrell, 2008. "Open-End Real Estate Funds in Germany - Genesis and Crisis," Working Paper Series: Finance and Accounting 165, Department of Finance, Goethe University Frankfurt am Main.
More about this item
Keywordsreal estate investment funds; asset management; firm value model; non-normal distributions; Monte Carlo simulation;
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-05-29 (All new papers)
- NEP-CMP-2012-05-29 (Computational Economics)
- NEP-RMG-2012-05-29 (Risk Management)
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