
This thesis serves as master proof for the ‘Master of Science program Accounting and Finance’ at the ‘Open University Netherlands, School of Management’.
The subject of this thesis is to improve the risk measurement of investing in real estate assets.
The outcome is a model through which risk can be measured on an asset level. Because such a model is currently not available it is not possible to put real estate into an overall portfolio risk framework like VaR and as such confirm its role as a mature institutional asset class. The lack of such model also puts a strain on making, quantitative, real estate portfolio decisions.
Details
- Publication Date
- Aug 5, 2006
- Language
- English
- Category
- Business & Economics
- Copyright
- All Rights Reserved - Standard Copyright License
- Contributors
- By (author): Ruud Roosen
Specifications
- Pages
- 138
- Binding Type
- Paperback Perfect Bound
- Interior Color
- Black & White
- Dimensions
- A4 (8.27 x 11.69 in / 210 x 297 mm)