Questions tagged [real-estate]
The real-estate tag has no usage guidance.
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How can I correctly assess the risk of real estate debt fund? [closed]
I'm trying to assess the attractiveness of real estate debt funds. I'm very surprised when I look at the investment performance of many of those funds. Many of them have no negative returns, and can ...
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Case Shiller repeat sales index methodology
I am trying to find a definitive specification of the index construction methodology for the S&P CoreLogic Case-Shiller Home Price Indices produced by S&P Global – also known simply as Case-...
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Nareit indices representing underlying assets or traded REITS?
I’m looking into using Nareit for my analysis but do not understand exactly what it is. From the website it sounds like the indices track the REIT returns… not the returns of the properties underlying ...
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How to create a local price index?
I have a set of real estate data; historic sales price, square meters, location (latitude, longitude), neighbourhood, city, sold date and bunch of other features. I have used a boosting model to ...
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The link between discount rates and cap rates?
I’m reading an article found here: https://www.gwlrealtyadvisors.com/research_report/yielding-perspective-cap-rates-discount-rates-and-relative-value-for-real-estate/.
The article mentions the ...
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Is it possible to create an instrument on the amount of beds sold within the real-estate market
I have been doing some research on the PBSA (purpose-built student accommodation) market around the globe. The market is growing year on year there is an index on this market the cbre.
What ...
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Why does an increase in eviction court filings result in an increase in REIT returns?
I'm a data mining developer working for a company that wholesales eviction record data on a national level. I was recently assigned a project to build a program to mine all county courts in Oklahoma ...
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Historical Neighborhood Level Housing Data Source?
Quandl has neighborhood level housing data and a good API. Is there a way to use their API to get the same data from 2009? If not, is there another source for historical neighborhood level housing ...
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Is there a way of synthetically deleveraging a Real Estate portfolio?
If I manage a Real Estate portfolio with approximately 400 million in debt, which is roughly 50% Loan-to-Value (the properties are worth about 800 million). Is it possible to synthesize a bond ...
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What is your estimation for a fair market value for a share of the REIT
From the question below am having some issues in solving it. I know that Fair Market Value of Assets = Net asset value+Liabilities. However, in this case am dealing with stocks and I need to find the ...
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Borrower, platform, SPV relationship with borrower payment dependent notes?
As you know, real estate crowd funding platforms are taking off at the moment. Platforms connect investors to real estate assets. I am having an issue with understanding how exactly borrower payment ...
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Modeling Interest-only Mortgages
Can we infer a range of future all-in costs for I/O ARMs with current index forward curves?
Essentially, just taking a worksheet like this and adding some type of ramping capability after the fixed ...
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positive financial leverage in real estate
I had the understanding that leverage always helped improve cash on cash returns so long as the interest paid was less than the unlevered rate of return/cap rate. doing a quick back of the envelope ...
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How to price a reversion?
A reversion is the right to exclusive possession of a property after a specified date (‘reversion date’). Assume no ground rent is payable. Its complement is a leasehold, the right to exclusive ...
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Quantitative Real Estate Investment Finance
I'm wondering if there is an application of quantitative finance to real estate investment? Specifically I'm wondering about models for pricing small neighborhoods (or even single houses) that take ...
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How to correctly construct a value- and equally weighted portfolio consisting of property-types?
A problem of which I couldn’t find the answer on the forum is about the construction of equally-weighted and value-weighted portfolio.
I want to compute the equally-weighted property-type portfolio ...
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Quantitative risk model for an open real estate mutual fund in Europe
How useful are quantitative techniques for the risk analysis/management of a open real estate fund?
I am thinking about an approach for Europe (US and other markets are probably quite different - ...
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