Real Estate Portfolio Management : Optimization under Risk Aversion
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- 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.
- repec:hal:journl:hal-01070033 is not listed on IDEAS
More about this item
KeywordsReal estate portfolio; Optimal holding period; Risk aversion; Real estate market volatility;
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- R21 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - Household Analysis - - - Housing Demand
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-08-09 (All new papers)
- NEP-UPT-2011-08-09 (Utility Models & Prospect Theory)
- NEP-URE-2011-08-09 (Urban & Real Estate Economics)
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