... the Simulation‐Based Excess Return Model (SERM), a methodology to address this problem. Monte Carlo simulation Underwriting Real estate Risk management Modelling Return on investment Real estate development is a risky endeavor. Some projects generate outsized returns while others languish...

... Kingdom Risk assessment Return on investment Using the single index methodology (SIM) over the period 1986‐2003 we assess the risk inherent in public real estate securities. The crucial part of a SIM analysis is finding the appropriate index, which best distinguishes between the systematic...

... as an appropriate description of these real estate and stock market datasets since all Jarque‐Bara statistic (JB) greatly exceed 9.21, which is the 99 percent quantile of the chi‐squared distribution with two degrees of freedom. Real estate Stock markets Return on investment Risk analysis International...

.... Ermina Topintzi can be contacted at: ermina.topintzi@rreef.com © Emerald Group Publishing Limited 2008 Return on investment Globalization Performance measures Real estate The recent and sustained strong investment performance of real estate has led to increased interest...

...) methodology. Real estate Risk management Return on investment Singapore In view of the trends in real estate securitization, investigating the integration between real estate market and other capital markets has become increasingly important (Liu et al., 1990...

... and the actual counting technique is described more fully in the Appendix of Graff et al. (1999) . Property Real estate Return on investment Performance levels Asset valuation United Kingdom The persistence of property returns is a topic of particular interest to real estate fund...

...: Greater Manchester (Salford, Trafford and Manchester), Tyne and Wear (Newcastle, Gateshead and Sunderland), Sheffield, Birmingham, Nottingham, Bristol, Cardiff, Glasgow, Edinburgh, Belfast, and London Docklands. Return on investment Property Rental value Yield management Property...

... for the weighted and unweighted data. Indeed, the only differences between the weighted and unweighted inputs are the values of weight matrix (W), which in the case of unweighted data are a series of ones. © MCB UP Limited 2003 Time Return on investment Portfolio investment Performance...

... may be expected to produce quality. This produces a complex subsidiary question concerning this relationship, which is also addressed here. Depreciation Design Net present value Obsolescence Offices Quality Return on investment Quality and profit are often considered...

... deviation, quantifying the dispersion of returns around the expected (or mean) return. Investment risk is only one component of asset risk (other dimensions include business risk and liability matching) but has received most attention in the development of investment decision models. © MCB UP Limited...

... rate assumption than vice versa. © MCB UP Limited 1993 Investment Return on investment Return on investment Financial risk Reinvestment Rate Risk Analysis Received (in revised form): 31st August, 1992 Dr MichaelJ.Crean Keywords: Reinvestment rate internal rate of return external...

...Colin Lizieri; Stephen Satchell Suggests that the use of the geometric mean as a measure of average return on investment presents problems for estimating the variance as a measure of risk. Notes that the use of a measure based on the arithmetic mean seems an uncomfortable compromise. Shows...