Publication: Sustainability and risk in real estate investments: combining monte carlo simulation and dcf
Sustainability and risk in real estate investments: combining monte carlo simulation and dcf
Date
Date
Date
Citations
Meins, E., & Sager, D. (2013). Sustainability and risk in real estate investments: combining monte carlo simulation and dcf (01/13; CCRS Working Paper Series). http://www.ccrs.uzh.ch/publikationen/workingpapers.html
Abstract
Abstract
Abstract
This paper identifies the relative contribution of sustainability criteria to property value risk. We use a discounted cash flow (DCF) model to assess the effect of a given set of 42 sustainability sub-indicators on property value. The anticipated demand for each sustainability sub-indicator is described by four future states of nature. Their impact on costs and/or revenue is estimated and included in the model. Subjective probability distributions describe the occurrence of the future states of nature. Monte Carlo simulations of the
Metrics
Citations
Additional indexing
Creators (Authors)
Series Name
Series Name
Series Name
Item Type
Item Type
Item Type
Language
Language
Language
Publication date
Publication date
Publication date
Date available
Date available
Date available
OA Status
OA Status
OA Status
Free Access at
Free Access at
Free Access at
Metrics
Citations
Citations
Meins, E., & Sager, D. (2013). Sustainability and risk in real estate investments: combining monte carlo simulation and dcf (01/13; CCRS Working Paper Series). http://www.ccrs.uzh.ch/publikationen/workingpapers.html
