Journal of Property Investment & Finance: Volume 29 Issue 2

Liquidity risk exposure for specialised and unspecialised real estate banks: Evidence from the Italian market

Claudio Giannotti, Lucia Gibilaro, Gianluca Mattarocci

The purpose of this paper is to compare banks specialised on real estate lending with the overall market in order to the test if they are more or less exposed to liquidity risk.

Simulation‐based excess return model for real estate development: A practical Monte Carlo simulation‐based method for quantitative risk management and project valuation for real estate development projects illustrated with a high‐rise office development case study

David Gimpelevich

An acute need exists for a practical quantitative risk management‐based real estate investment underwriting methodology that clearly helps guide decision making and addresses the…

The influence of real estate risk on market volatility

Chee Seng Cheong, Anna Olshansky, Ralf Zurbruegg

The purpose of this paper is to investigate the causal relationship between risk experienced within the real estate industry and that of the overall market in the UK context. The…

Sector, region or function? A MAD reassessment of real estate diversification in Great Britain

Peter Byrne, Stephen Lee

This paper aims to re‐examine the portfolio risk/return performance of “conventional” sector/regional classifications with one based on socio‐economic criteria.

Valuers' perceptions of depreciation models in DRC valuations

Olusegun Ogunba

The paper aims to address concerns that valuers' choice of depreciation models in their cost approach to value is not sustainable (is incapable of preserving patronage in present…

Risk assessment and compensation analysis of court decisions in compulsory land acquisition compensation cases in Australia

Graeme Newell, Nelson Chan, Evan Goodridge

This paper aims to assess all compulsory land acquisition court decisions in Australia over 1985‐2009 to provide a risk assessment and compensation analysis involved in proceeding…

An Introduction to Statistical Methods and Data Analysis (6th ed., international ed.)

Pernille Christensen

Landlord and tenant update December 2010

Malcolm Dowden