Optimal holding period In Real Estate Portfolio
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- Atkins, Allen B & Dyl, Edward A, 1997. " Transactions Costs and Holding Periods for Common Stocks," Journal of Finance, American Finance Association, vol. 52(1), pages 309-325, March.
- Amihud, Yakov & Mendelson, Haim, 1986. "Asset pricing and the bid-ask spread," Journal of Financial Economics, Elsevier, vol. 17(2), pages 223-249, December.
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- Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Etienne Dupuy, 2011.
"Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios,"
- Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Dupuy, Etienne, 2012. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," ESSEC Working Papers WP1115, ESSEC Research Center, ESSEC Business School.
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Keywordsvaluation; DCF; optimal holding period; commercial property;
- R3 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Real Estate Markets, Spatial Production Analysis, and Firm Location
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