Identifying the long term risk and return relationship between listed real estate and direct real estate investments
Identifying the long term risk and return relationship between listed real estate and direct real estate investments
Period:
01.01. – 31.07.2013
The project proposes a new approach to modeling the relationship between real estate investments, the stock market, and the economy. The new model is applied using simulation methods to investigate if empirical findings on the relationship between direct and listed real estate can be rationalized under plausible model assumption.
Project members
Contact
Tim-Alexander Kröncke