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ERM Resource

Property Derivatives for Managing European Real-Estate Risk

Property Derivatives for Managing European Real-Estate Risk Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Although property markets represent a large proportion of total wealth in developed countries, the real-estate derivatives markets are still …
Last updated: 30 Nov 2016
ERM Resource

Managing Specific risk in property portfolios

Managing Specific risk in property portfolios Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Managing Specific risk in property portfolios No category Property Andrew Baum, Peter Struempell Mon, 01/01/2007 - 12:00 Paper Academic Download this …
Last updated: 30 Nov 2016
ERM Resource

Irelands Investment Crisis: Diagnosis and Prescription

Irelands Investment Crisis: Diagnosis and Prescription Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Irelands post-2007 economic crisis has given rise to persistently and historically low rates of investment, high unemployment, large public and …
Last updated: 30 Nov 2016
ERM Resource

The reporting of risk in real estate appraisal property risk scoring

The reporting of risk in real estate appraisal property risk scoring Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The UK valuation profession has been criticised for inconsistencies and failures to reflect risk and uncertainty in certain …
Last updated: 30 Nov 2016
ERM Resource

Risk estimation and appraisal-smoothing in UK property returns

Risk estimation and appraisal-smoothing in UK property returns Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 For property investment returns which are calculated more frequently than annually (e.g. monthly, quarterly), determination of annual …
Last updated: 30 Nov 2016
ERM Resource

Private real estate: From asset class to asset

Private real estate: From asset class to asset Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to place private real estate in a multi-asset-class context and to explain the distinct characteristics of the asset class …
Last updated: 30 Nov 2016
ERM Resource

Coherent risk measures in real estate investment

Coherent risk measures in real estate investment Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 The purpose of this paper is to propose a new way to measure risk in real estate investment, which departs from traditional statistical methodology …
Last updated: 30 Nov 2016
ERM Resource

Currency risk and international property investments

Currency risk and international property investments Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 Incorporating exchange rate fluctuations into the analysis of an international investment substantially alters the expected risk and return …
Last updated: 30 Nov 2016
ERM Resource

EDHEC European Real Estate Investment and Risk Management Survey

EDHEC European Real Estate Investment and Risk Management Survey Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 This survey is part of the EDHEC Risk and Asset Management Research Centres research programme in asset allocation and alternative …
Last updated: 30 Nov 2016
ERM Resource

Using Housing Wealth To Fund Long Term Care

Using Housing Wealth To Fund Long Term Care Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 A report published by the Institute and Faculty of Actuaries in November 2011 entitled Responding to the Dilnot Commission: Information Gathering Regarding …
Last updated: 30 Nov 2016