Eres : Digital Library : Works

Paper eres2011_333:
Developing a style framework for real esate assets

id eres2011_333
authors Frodsham, Malcolm
year 2011
title Developing a style framework for real esate assets
source 18th Annual European Real Estate Society Conference in Eindhoven, the Netherlands
summary An effective asset risk score would enable fund managers to construct portfolios most appropriate to their clientís risk appetite. As an assetís risk profile changes over time, such a risk score needs to be dynamic and change as the assetís characteristics change. This will enable the investor to monitor whether the asset continues to meet their investment requirements. Such asset risk scores could also be used as the basis for performance sub-indices by risk bands, for example high, medium and low risk assets. The performance characteristics of these sub-indices will also inform investor asset allocation strategies and allow an exploration of the relationship between asset risk and ex-post asset returns.
series ERES:conference
email malcolm.frodsham@ipd.com
content file.ppt (2,475,008 bytes)
discussion No discussions. Post discussion ...
ratings
session D1: Finance & Investment (IV), Risk & Portfollio Management
last changed 2011/06/23 16:27
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