\textit{Ex-ante} real estate value at risk calculation method
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Publication:1615788
DOI10.1007/S10479-015-2046-7zbMath1416.91407OpenAlexW2258667926MaRDI QIDQ1615788
Fabrice Barthélémy, Charles-Olivier Amédée-Manesme
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-015-2046-7
Cites Work
- Coherent risk measures in inventory problems
- Living on the edge: how risky is it to operate at the limit of the tolerated risk?
- Double-sided price adjustment flexibility with a preemptive right to exercise
- Coherent Measures of Risk
- Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors
- Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics
- Safety First and the Holding of Assets
- Dynamic value at risk under optimal and suboptimal portfolio policies.
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