Groh, Alexander Michael

Essays on Modeling Extreme Loss Risk for REITs and Evaluating Green Retrofit Measures

Groh, Alexander Michael (2023) Essays on Modeling Extreme Loss Risk for REITs and Evaluating Green Retrofit Measures. PhD, Universität Regensburg.

Date of publication of this fulltext: 24 Feb 2023 10:51
Thesis of the University of Regensburg
DOI to cite this document: 10.5283/epub.53402

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License: Creative Commons Attribution No Derivatives 4.0

Abstract (English)

The thesis extends the real estate literature by exploring extreme loss risk factors of REITs and the economics of green retrofit measures in an analytical,
systematic, and critical manner. The results on the one hand aim to provide a
new framework for rendering modern real estate risk management more resilient to extreme risks. On the other hand, the dissertation provides insights into practice relevant climate risk mitigation.

Translation of the abstract (German)

Die Dissertation erweitert die Immobilienliteratur, indem sie extreme Verlustrisikofaktoren von REITs und die Wirtschaftlichkeit grüner Sanierungsmaßnahmen analytisch, systematisch und kritisch untersucht. Die Ergebnisse zielen einerseits darauf ab, einen neuen Rahmen zu schaffen, um das moderne Immobilienrisikomanagement widerstandsfähiger gegenüber extremen Risiken zu machen. Andererseits gibt die Dissertation Einblicke in praxisrelevante Klimarisikominderung.

Involved Institutions

Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE|BS > Kompetenzzentrum für Nachhaltigkeit in der Immobilienwirtschaft (Prof. Dr. Sven Bienert)
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Details

Item type	Thesis of the University of Regensburg (PhD)
Open Access Type:	Primary Publication
Date	24 February 2023
Referee	Prof. Dr. Sven Bienert and Prof. Dr. Tobias Just
Date of exam	14 November 2022
Institutions	Business, Economics and Information Systems > Institut für Immobilienenwirtschaft / IRE\|BS > Kompetenzzentrum für Nachhaltigkeit in der Immobilienwirtschaft (Prof. Dr. Sven Bienert)
Keywords	Energy performance certificates, Green premia, Energy efficiency, Retrofits, Value effect, Extreme Value Regression, Generalized Additive Models, Tail Risk, Risk Management
Dewey Decimal Classification	300 Social sciences > 330 Economics
Status	Published
Refereed	Yes, this version has been refereed
Created at the University of Regensburg	Yes
URN of the UB Regensburg	urn:nbn:de:bvb:355-epub-534029
Item ID	53402

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