Fabrice Barthélémy

University of Cergy-Pontoise - THEMA

33 boulevard du port

F-95011 Cergy-Pontoise Cedex, 95011

France

SCHOLARLY PAPERS

4

DOWNLOADS

257

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (4)

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

Number of pages: 31 Posted: 28 Sep 2013
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and BNP Paribas
Downloads 54 (384,720)
Citation 1

Abstract:

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

2.

A PCA Factor Repeat Sales Index for Apartment Prices in Paris

Journal of Real Estate Research, Vol. 29, No. 2, 2007
Number of pages: 22 Posted: 12 Apr 2007
Michel Baroni, Fabrice Barthélémy and Mahdi Mokrane
Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)
Downloads 89 (288,431)

Abstract:

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Real estate indices, Repeat sales, Factors, PCA, Index forecasting

3.

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

Number of pages: 31 Posted: 01 Oct 2014
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 59 (362,923)
Citation 1

Abstract:

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Real estate, Portfolio management, Simulation, Optimal holding period

4.

What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data

International Review of Law and Economics, Forthcoming
Number of pages: 16 Posted: 05 Oct 2008
Fabrice Barthélémy, Timothy C. G. Fisher and Jocelyn Martel
University of Cergy-Pontoise - THEMA, University of Sydney, School of Economics and ESSEC Business School
Downloads 55 (375,511)

Abstract:

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Bankruptcy, Reorganization, Discount Rate