Fabrice Barthelemy

Independent

No Address Available

SCHOLARLY PAPERS

4

DOWNLOADS

137

CITATIONS

0

Scholarly Papers (4)

Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios

29th International Conference of the French Finance Association (AFFI) 2012
Number of pages: 30 Posted: 05 Nov 2012
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and BNP Paribas
Downloads 137 (177,792)

Abstract:

Monte Carlo Simulations, Real Estate Portfolio Valuation, Break Options, Lease Structure, Risk Management, Risk Metrics

2.

Cornish-Fisher Expansion for Commercial Real Estate Value at Risk

Journal of Real Estate Finance and Economics, Vol. 50, No. 4, 2015
Posted: 09 Apr 2015
Laval University - Business School, Independent and University of Cergy-Pontoise

Abstract:

Value at risk; Risk measurement; Real estate finance; Cornish-Fisher expansion; Risk management; Rearrangement procedures

3.

Optimal Time to Sell in Real Estate Portfolio Management

Journal of Real Estate Finance and Economics, Vol. 38, No. 1, 2009
Posted: 20 Oct 2008
Fabrice Barthelemy and Jean-Luc Prigent
Independent and University of Cergy-Pontoise - ThEMA

Abstract:

real estate portoflio, optimal holding period, American option

4.

Is it Possible to Construct Derivatives for the Paris Residential Market?

Journal of Real Estate Finance and Economics, Vol. 37, No. 3, 2008
Posted: 01 Oct 2008
Michel Baroni, Fabrice Barthelemy and Mahdi Mokrane
Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)

Abstract:

real estate indices, repeat sales indices, index estimates, real estate derivatives