SSRN logo
Public User
Advanced Search

Charles-Olivier Amédée-Manesme

Laval University - Business School

Professor

2325 rue de la Terrasse

local 3652

Québec, Quebec G1V0A6

Canada

  • Laval University - Business School

SCHOLARLY PAPERS

3

DOWNLOADS

231

CITATIONS

0

Scholarly Papers (3)

Actions:
Email selected abstracts
1.

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

Downloads 184 (134,875)

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
Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthelemy and Etienne Dupuy
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), Independent and BNP Paribas
Downloads 137 (174,327)

Abstract:

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

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

Number of pages: 31 Posted: 28 Sep 2013
Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthélémy and Etienne Dupuy
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and BNP Paribas
Downloads 47 (339,333)

Abstract:

Monte Carlo Simulations, Real Estate Portfolio Valuation, Break options, Lease Structure, Options

2.

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

Number of pages: 31 Posted: 01 Oct 2014
Charles-Olivier Amédée-Manesme, Michel Baroni, Fabrice Barthélémy and Mahdi Mokrane
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)
Downloads 28 (333,590)

Abstract:

Real estate, Portfolio management, Simulation, Optimal holding period

3.

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
Charles-Olivier Amédée-Manesme, Fabrice Barthelemy and Donald C. Keenan
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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.218 seconds

Relx Group logo