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

URN to cite this document:: urn:nbn:de:bvb:355-epub-534029
DOI to cite this document:: 10.5283/epub.53402

Groh, Alexander Michael

License: Creative Commons Attribution No Derivatives 4.0
PDF
(5MB)

Date of publication of this fulltext: 24 Feb 2023 10:51

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
Item ID:	53402

Preview

Export bibliographical data

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.

Owner only: item control page

Download Statistics

More literature (via CORE)