Michel Baroni

Ecole Superieure des Sciences Economiques et Commerciales (ESSEC)

3 Avenue Bernard Hirsch

CS 50105 CERGY

CERGY, CERGY PONTOISE CEDEX 95021

France

SCHOLARLY PAPERS

4

DOWNLOADS

310

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 135 (175,051)

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
Laval University - Business School, Ecole Superieure des Sciences Economiques et Commerciales (ESSEC), University of Cergy-Pontoise - THEMA and BNP Paribas
Downloads 47 (336,628)

Abstract:

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 75 (250,121)

Abstract:

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 28 (330,897)

Abstract:

Real estate, Portfolio management, Simulation, Optimal holding period

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