Applied analytics and quantitative methods for private real estate investing
Understanding the mathematics of real estate is an essential requirement to making any investment decision. With real estate markets improving and opportunities arising again following the economic downturn, the need to accurately analyse and calculate investments is greater than ever.
Gain exclusive insight from industry experts on:
- Understanding the fundamentals, risks and returns of real estate investing and its drivers
- Assessing risks using cutting-edge mathematical methods
- Forecast and benchmark performance best practices
- Understanding the dynamics of financing sources
- Successfully calculate management fees, carried interest and other economic incentives
- The latest in real estate valuation and appraisals
- The principles and methods of sustainable property financial analysis; plus much more
Who should own this guide:
- Real Estate Fund Managers
- Fund of Fund Managers
- Institutional Investors
- Asset Managers
- Real Estate Bankers
- Real Estate Financiers
- Real Estate Lawyers
- Real Estate Consultants and Advisers
- Real Estate Analysts
- Real Estate Academics
Real Estate Mathematics is written by highly experienced and respected industry professionals from leading international institutions including:
- Aviva Investors
- Bard Consulting
- CBRE Econometric Advisors
- Chandan Economics
- GIC Real Estate
- Green Building Finance Consortium
- Grosvenor
- JPMorgan Chase & Co.
- MGPA
- Pension Real Estate Association
- Real Estate Economics
- Real Estate Research Corporation
- Royal Institute of Chartered Surveyors (RICS)
- ROZ Real Estate Council
- Russell Investments
- Zisler Capital Associates
Editors: David Lynn, PhD, MBA, MS, MA, CRE, CPM
Tim Wang, PhD, MBA
- Nigel Allsopp, MGPA
- Dean Altshuler, Bard Consulting
- Richard Barkham, Grosvenor
- Timothy Bellman
- Edward Casal, Aviva Investors
- Sam Chandan, Chandan Economics
- Philip Gainey, Royal Institute of Chartered Surveyors
- Maurizio Grilli, Grosvenor
- Aart Hordijk, ROZ Real Estate Council and Peter van Arnhem
- Hugh Kelly, Real Estate Economics
- Greg MacKinnon, Pension Real Estate Association
- Paige Mueller, GIC Real Estate
- Scott Muldavin, Green Building Finance Consortium
- Ken Riggs, Real Estate Research Corporation
- Stephen Roulac, Roulac Global Places
- Kevin Scherer, BlackRock
- Roy Schneiderman, Bard Consulting
- Jon Southard, CBRE Econometric Advisors
- Tiffany Thomas, Aviva Investors
- Pip White, MGPA
- Derek Williams, Russell Investments
- Josh Younger, JPMorgan Chase & Co.
- Randall Zisler, Zisler Capital Associates
SECTION I: FUNDAMENTALS
Chapter One: Private real estate allocations in multi-asset investment portfolios
Chapter Two: Forecasting real estate returns
Chapter Three: Real estate investment capital structure
Chapter Four: Contrasting approaches to quantifying risk in real estate investments
Chapter Five: Modelling uncertainty: Monte Carlo analysis and the pricing of real estate
Chapter Six: Analysing and pricing risk in international real estate markets
Chapter Seven: Special considerations in sustainable property financial analysis
Chapter Eight: Real estate loans and real estate debt
Chapter Nine: Distressed debt investment strategy
SECTION II: INVESTING
Chapter Ten: CMBS securitisation and investing
Chapter Eleven: Key considerations in joint-venture projects
Chapter Twelve: Cash-flow considerations for value-added deals
Chapter Thirteen: Cross-border investment: Considerations and risks
Chapter Fourteen: Benchmarking real estate performance
SECTION III: FUND AND PORTFOLIO MANAGEMENT
Chapter Fifteen: Principles of real estate appraisal
Chapter Sixteen: Valuation of income-producing real estate
Chapter Seventeen: Management fee, carried interest and other economic terms of real estate funds
Chapter Eighteen: Mathematical concepts in building a real estate multi-manager portfolio
Chapter Nineteen: Portfolio returns and volatilities through the cycles
