Ex-ante real estate Value at Risk calculation method

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in International Finance Conference (8. : 2015 : Paris) Risk management decisions and wealth management in financial economics (2018)

Proper use of the modified Sharpe ratios in performance measurement: rearranging the Cornish Fisher expansion

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in Risk management decisions and value under uncertainty (2022)

Un nouveau paradigme de la dynamique des rendements immobiliers parisiens : = A paradigm shift of Paris housing returns dynamics

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in Revue économique (2020)

Computation of the corrected Cornish-Fisher expansion using the response surface methodology : application to VaR and CVaR

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in International Finance Conference (9. : 2017 : Paris) Decision making and risk/return optimization in financial economics (2019)

Real estate investment : market volatility and optimal holding period under risk aversion

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in Economic modelling (2016)

Cornish-Fisher expansion for commercial real estate value at risk

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in The journal of real estate finance and economics (2015)

The pricing of embedded lease options

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in Finance research letters (2015)

Combining Monte Carlo simulations and options to manage the risk of real estate portfolios

Veröffentlicht in Journal of property investment & finance (2013)

The impact of lease structures on the optimal holding period for a commercial real estate portfolio

Veröffentlicht in Journal of property investment & finance (2015)

Mixed-asset portfolio allocation under mean-reverting asset returns

von Amédée-Manesme, Charles-Olivier
Veröffentlicht in International Finance Conference (9. : 2017 : Paris) Decision making and risk/return optimization in financial economics (2019)