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Optimal time to sell in real estate portfolio management

Barthélémy, Fabrice; Prigent, Jean-Luc - In: The journal of real estate finance and economics 38 (2009) 1, pp. 59-87

Persistent link: https://www.econbiz.de/10003797669

Optimal holding period for a real estate portfolio

Baroni, Michel; Barthélémy, Fabrice; Mokrane, Mahdi - 2007

Persistent link: https://www.econbiz.de/10003497612

Cornish-Fisher expansion for commercial real estate value at risk

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: The journal of real estate finance and economics 50 (2015) 4, pp. 439-464

Persistent link: https://www.econbiz.de/10011474570

The impact of lease structures on the optimal holding period for a commercial real estate portfolio

Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - In: Journal of property investment & finance 33 (2015) 2, pp. 121-139

Persistent link: https://www.econbiz.de/10010533308

The impact of lease structures on the optimal holding period for a commercial real estate portfolio

Amédée-Manesme, Charles-Olivier; Baroni, Michel; … - 2014

Persistent link: https://www.econbiz.de/10011338461

Real estate investment : market volatility and optimal holding period under risk aversion

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Economic modelling 58 (2016), pp. 543-555

Persistent link: https://www.econbiz.de/10011647530

Mixed-asset portfolio allocation under mean-reverting asset returns

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Decision making and risk/return optimization in …, (pp. 65-98). 2019

Persistent link: https://www.econbiz.de/10012127933

Computation of the corrected Cornish-Fisher expansion using the response surface methodology : application to VaR and CVaR

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice; … - In: Decision making and risk/return optimization in …, (pp. 423-453). 2019

Persistent link: https://www.econbiz.de/10012135898

The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio

Amédée-Manesme, Charles-Olivier - 2014

Purpose:The purpose of this paper is to exhibit the impacts of lease duration and lease break options on the optimal holding period for a real estate asset or portfolio. Methodology/approach: We use a Monte Carlo simulation framework to simulate a real estate assets cash-flows in which lease...

Persistent link: https://www.econbiz.de/10013046491

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion

Amédée-Manesme, Charles-Olivier; Barthélémy, Fabrice - In: Risk management decisions and value under uncertainty, (pp. 691-712). 2022

Persistent link: https://www.econbiz.de/10013341975