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Questions tagged [real-estate]

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1answer
51 views

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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0answers
38 views

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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0answers
42 views

Equity Beta for Real Estate?

Before I start running basic linear regressions of real estate indices versus public equity indices, I wanted to ask what research has already been done in this area and what resources are publicly ...
2
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1answer
45 views

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 ...
0
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1answer
83 views

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 ...
0
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1answer
63 views

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 ...
2
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0answers
93 views

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 ...
3
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1answer
173 views

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 ...
0
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1answer
78 views

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 ...
0
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1answer
657 views

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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2answers
1k views

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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0answers
1k views

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 ...
4
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1answer
613 views

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 - ...