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Simulation‐based excess return model for real estate development
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Simulation‐based excess return model for real estate development (2011)Simulation‐based excess return model for …Decision theory and real estate development: a note on uncertainty (2008)Decision theory and real esta…Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method (2006)Valuing Real Capital Investme…Real Options by Spreadsheet: Parking Garage Case Example (2006)Real Options by Spreadsheet: …Monte Carlo simulations for real estate valuation (2006)Monte Carlo simulations for r…Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates (2006)Determining Real Estate Betas…The Promise and Peril of Real Options (2005)The Promise and Peril of Real…Discounted cash flow: accounting for uncertainty (2005)Discounted cash flow: account…On the foundation of performance measures under asymmetric returns (2002)On the foundation of performa…Real options in real estate development (2001)Real options in real estate d…Optimal timing of a real estate development under uncertainty (2001)Optimal timing of a real esta…Risk analysis and asset valution: A Monte Carlo Simulation using stochastic rents (1995)Risk analysis and asset valut…The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Valuing American Options by Simulation: A Simple Least-Squares Approach (2001)Investing in CO2 transport infrastructure under uncertainty: A comparison between ships and pipelines (2015)Real options in metal mining project valuation: Review of literature (2016)Real options valuation of photovoltaic power investments in existing buildings (2019)Time to build, option value, and investment decisions (1987)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Omega performance measure and portfolio insurance (2010)Portfolio performance evaluation with loss aversion (2011)Omega Performance Measure and Portfolio Insurance (2018)Determinants of corporate borrowing (1977)Business Research: A Practical Guide for Undergraduate and Postgraduate Students (2009)Fuzzy Real Option Evaluation of Real Estate Project Based on Risk Analysis (2011)Binomial option pricing models for real estate development (2013)Valuing a greenfield real estate property development project: a real options approach (2013)Megaprojects and Risk (2003)Valuing Simple Multiple-Exercise Real Options in Infrastructure Projects (2007)A critical review of Real Options thinking for valuing investment flexibility in Smart Grids and low carbon energy systems (2015)Supply Chain Finance: A supply chain-oriented perspective to mitigate commodity risk and pricing volatility (2018)Capital Asset Pricing and Real Estate Valuation* (1982)Estimating Real Estate's Systematic Risk from Aggregate Level Appraisal‐Based Returns (1989)Hedge Funds with Style (2003)Decision making: Descriptive, normative, and prescriptive interactions. (1988)Decision Theory: An Introduction to the Mathematics of Rationality (1988)Propagation of Uncertainty in Risk Assessments: The Need to Distinguish Between Uncertainty Due to Lack of Knowledge and Uncertainty Due to Variability (1994)Performing calculative practices: residual valuation, the residential development process and affordable housing (2019)A Theory of the Term Structure of Interest Rates (1985)Integrating value and uncertainty in the energy retrofit analysis in real estate investment—next generation of energy efficiency assessment tools (2015)Policies and Incentives for Promoting Innovation in Antibiotic Research (2010)Revenue guarantee in public-private partnerships: a fair risk allocation model (2014)Embedding real options in scenario planning: A new methodological approach (2016)
this work references cited by second hop

References

  • 2006Real Options by Spreadsheet: Parking Garage Case Example240 cited
  • 2005Discounted cash flow: accounting for uncertainty110 cited
  • 2002On the foundation of performance measures under asymmetric returns97 cited
  • 2005The Promise and Peril of Real Options94 cited
  • 2006Monte Carlo simulations for real estate valuation78 cited
  • 2006Valuing Real Capital Investments Using The Least-Squares Monte Carlo Method72 cited
  • 2001Real options in real estate development69 cited
  • 2008Decision theory and real estate development: a note on uncertainty61 cited
  • 2006Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates34 cited
  • 2001Optimal timing of a real estate development under uncertainty30 cited
  • 1995Risk analysis and asset valution: A Monte Carlo Simulation using stochastic rents28 cited

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