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Commercial real estate investments and the term structure of risk and return

Rehring, Christian (2010) Commercial real estate investments and the term structure of risk and return. PhD, Universität Regensburg.

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Date of publication of this fulltext: 29 Nov 2010 10:48

Abstract (German)

Die Dissertation besteht aus einer Einleitung und drei in sich abgeschlossenen Kapiteln. Die Basis für die Analysen in den drei Hauptkapiteln bilden Vektor-Autogressionen. Grundsätzlich wird festgestellt, dass ein Bewertungsverhältnis, das spezifisch für den untersuchten Markt ist, zu berücksichtigen ist, um die Dynamiken der Renditen direkter (gewerblicher) und indirekter Immobilienanlagen ...

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Translation of the abstract (English)

The thesis consists of an introduction and of three self-contained chapters. The basis for the analysis in all of the three main chapters is the estimation of vector-autogressions. A common finding is that it is important to account for a valuation ratio specific to the asset market analyzed in order to capture the dynamics of the real estate asset markets. In Chapter 2, the term structures of ...

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Item type:Thesis of the University of Regensburg (PhD)
Date:29 November 2010
Referee:Prof. Dr. Steffen Sebastian
Date of exam:15 October 2010
Institutions:Business, Economics and Information Systems > Institut für Betriebswirtschaftslehre > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE|BS > Lehrstuhl für Immobilienfinanzierung (Prof. Dr. Steffen Sebastian)
Interdisciplinary Subject Network:Not selected
Keywords:Immobilieninvestitionen, Renditeprognostizierbarkeit, Risiko und Rendite, Portfoliooptimierung, Vektorautoregression, real estate investments, return predictability, risk and return, portfolio optimization, vector autoregression
Dewey Decimal Classification:300 Social sciences > 330 Economics
Status:Published
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Yes
Item ID:17469
Owner only: item control page

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