Working Paper |
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12 months |
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Last month |
3 months |
12 months |
Total |
A Hybrid Housing Price Index for Paris |
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0 |
0 |
3 |
0 |
0 |
0 |
30 |
A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France) |
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0 |
1 |
128 |
0 |
0 |
2 |
616 |
A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris |
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0 |
0 |
4 |
0 |
1 |
1 |
33 |
A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME |
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0 |
0 |
0 |
6 |
8 |
9 |
36 |
A Repeat Sales Index Robust to Small Datasets |
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0 |
0 |
10 |
0 |
0 |
0 |
97 |
A Repeat Sales Index for Paris |
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0 |
0 |
0 |
0 |
1 |
1 |
15 |
A changing model for Real Estate Returns: a factorial approach |
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0 |
0 |
15 |
0 |
1 |
1 |
34 |
A comparison between the methods of apportionment using power indices: the case of the U.S. presidential election |
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0 |
0 |
58 |
1 |
1 |
1 |
221 |
A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections |
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0 |
2 |
33 |
2 |
2 |
8 |
135 |
A repeat sales index Robust to small datasets |
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0 |
0 |
138 |
0 |
0 |
2 |
489 |
A repeat sales index robust to small datasets |
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0 |
0 |
21 |
0 |
0 |
0 |
113 |
An index to forecast housing returns |
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0 |
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14 |
0 |
0 |
2 |
36 |
Analyse spatiale du pouvoir de vote: application au cas de l'intercommunalité dans le département du Val d'Oise |
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0 |
0 |
39 |
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0 |
0 |
185 |
Analysing the real estate investment risk: The case of Paris |
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0 |
1 |
6 |
0 |
0 |
1 |
26 |
COMBINING MONTE-CARLO SIMULATIONS AND OPTIONS TO MANAGE RISK OF REAL ESTATE PORTFOLIOS |
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0 |
0 |
4 |
0 |
0 |
0 |
31 |
Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios |
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0 |
0 |
21 |
0 |
1 |
3 |
96 |
Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios |
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0 |
0 |
43 |
0 |
0 |
0 |
127 |
Computation of the Corrected Cornish-Fisher Expansion using the Response Surface Methodology: Application to V aR and CV aR |
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1 |
5 |
71 |
1 |
2 |
25 |
268 |
Configurations study for the Banzhaf and the Shapley-Shubik indices of power |
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0 |
0 |
70 |
1 |
1 |
1 |
184 |
Cornish-Fisher Expansion for Commercial Real Estate Value at Risk |
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1 |
1 |
13 |
0 |
2 |
7 |
61 |
Cornish-Fisher expansion for real estate value at risk |
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1 |
2 |
49 |
1 |
2 |
6 |
133 |
Do building and street matter? |
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0 |
0 |
1 |
0 |
0 |
0 |
14 |
Dummy Players and the Quota in Weighted Voting Games |
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0 |
0 |
1 |
1 |
4 |
6 |
Dummy players and the quota in weighted voting games: Some further results |
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0 |
0 |
19 |
1 |
3 |
5 |
57 |
Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions |
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0 |
0 |
9 |
0 |
0 |
0 |
121 |
Ex-ante real estate Value at Risk calculation method |
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0 |
1 |
59 |
0 |
1 |
3 |
122 |
Fair Apportionment in the Italian Senate: Which Reform Should Be Implemented? |
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0 |
0 |
28 |
0 |
0 |
0 |
119 |
Forecasting Real Estate Prices From a PCA Repeat Sales Index |
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0 |
0 |
3 |
0 |
1 |
1 |
31 |
Indices de l'immobilier physique et facteurs systématiques de risque |
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0 |
1 |
83 |
0 |
0 |
1 |
301 |
Is it possible to construct derivatives for the Paris residential market? |
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0 |
0 |
41 |
0 |
0 |
1 |
173 |
Is it possible to construct derivatives for the Paris residential market? |
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0 |
1 |
42 |
0 |
0 |
1 |
217 |
Italian Senate apportionment: is the 2007 proposal fair? |
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0 |
0 |
34 |
0 |
0 |
0 |
118 |
La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier |
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0 |
0 |
72 |
0 |
0 |
4 |
305 |
La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ? |
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0 |
0 |
22 |
0 |
0 |
0 |
126 |
La loi LRU a-telle modifié les distributions de pouvoir au sein des universités françaises |
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0 |
0 |
10 |
0 |
0 |
1 |
74 |
Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration: une analyse en termes de pouvoir |
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0 |
0 |
4 |
0 |
0 |
0 |
75 |
Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d’administration: une analyse en termes de pouvoir |
0 |
0 |
0 |
43 |
0 |
0 |
0 |
212 |
Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach |
0 |
0 |
0 |
30 |
0 |
0 |
1 |
58 |
Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006 |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
50 |
Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach |
0 |
0 |
0 |
5 |
0 |
0 |
3 |
24 |
May we Build Derivatives on the Paris Residential Market? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
12 |
Mixed-asset portfolio allocation under mean-reverting asset returns |
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0 |
0 |
0 |
0 |
0 |
1 |
31 |
Modified Sharpe Ratios in Real Estate Performance Measurement: Beyond the Standard Cornish Fisher Expansion |
0 |
0 |
4 |
115 |
1 |
4 |
14 |
696 |
Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation |
1 |
6 |
14 |
1,461 |
4 |
12 |
30 |
3,691 |
OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO |
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0 |
0 |
1 |
0 |
0 |
0 |
13 |
On the Likelihood of Dummy players in Weighted Majority Games |
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0 |
0 |
21 |
0 |
1 |
2 |
82 |
On the likelihood of dummy players in weighted majority games |
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0 |
0 |
0 |
1 |
1 |
2 |
19 |
On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates |
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0 |
0 |
81 |
0 |
0 |
0 |
335 |
Optimal Holding Period for a Real Estate Portfolio |
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0 |
0 |
215 |
0 |
0 |
1 |
806 |
Optimal Time to Sell in Real Estate Portfolio Management |
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0 |
0 |
0 |
0 |
0 |
0 |
1 |
Optimal Time to Sell in Real Estate Portfolio Management |
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0 |
1 |
135 |
0 |
0 |
2 |
392 |
Optimal holding period In Real Estate Portfolio |
0 |
0 |
0 |
97 |
0 |
0 |
0 |
345 |
Paris Repeat Sales Commercial Property Indices |
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0 |
0 |
3 |
0 |
0 |
0 |
23 |
Physical Real Estate. A Paris Repeat Sales Residential Index |
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0 |
1 |
4 |
0 |
0 |
1 |
15 |
Physical Real Estate: A Paris Repeat Sales Residential Index |
0 |
0 |
2 |
12 |
0 |
0 |
2 |
121 |
Physical Real Estate: A Paris Repeat Sales Residential Index |
0 |
0 |
2 |
217 |
0 |
0 |
2 |
1,014 |
Properties of Unit Root Tests for Models with Trend and Cycles |
0 |
0 |
0 |
0 |
0 |
0 |
2 |
939 |
Properties of the ADF Unit Root Test for Models with Trends and Cycles |
0 |
0 |
0 |
6 |
0 |
0 |
1 |
2,980 |
Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion |
0 |
0 |
1 |
9 |
0 |
0 |
3 |
32 |
Real Estate Portfolio Management: Optimization under Risk Aversion |
0 |
0 |
1 |
117 |
0 |
0 |
4 |
321 |
Répartition des sièges au sein des structures intercommunales du Val d’Oise |
0 |
0 |
0 |
25 |
0 |
0 |
0 |
136 |
Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes |
0 |
0 |
0 |
2 |
0 |
0 |
1 |
20 |
Segmenting the Paris residential market using a Principal Component Analysis |
0 |
0 |
0 |
5 |
0 |
0 |
1 |
17 |
Sequential Multiple Unit Root Test: New Evidence |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
97 |
Some conjectures on the two main power indices |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
82 |
Strategies optimales d'allocation de portefeuilles internationaux avec contraintes |
0 |
0 |
0 |
1 |
0 |
0 |
0 |
134 |
Tests de racines unitaires multiples et saisonnalité |
0 |
0 |
0 |
1 |
0 |
0 |
1 |
350 |
The Carrez Law: a Law to Fight Against the Round Numbers? |
0 |
0 |
0 |
2 |
0 |
0 |
3 |
156 |
The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio |
0 |
0 |
0 |
9 |
0 |
0 |
0 |
64 |
The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio |
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0 |
0 |
3 |
0 |
0 |
0 |
15 |
The Optimal Holding Period for a Commercial Real Estate Portfolio: Taking the Lease Structure into Account |
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0 |
0 |
11 |
0 |
0 |
2 |
62 |
The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001 |
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0 |
1 |
164 |
0 |
0 |
1 |
895 |
Trump’s victory like Harrison, not Hayes and Bush |
0 |
0 |
0 |
17 |
2 |
5 |
12 |
97 |
U.S Presidential Elections and the Referendum Paradox |
0 |
0 |
0 |
29 |
0 |
0 |
1 |
77 |
Value-at-risk: A specific real estate model |
10 |
18 |
51 |
114 |
16 |
34 |
135 |
287 |
What Discount Rate Should Bankruptcy Judges Use? Estimate from Canadian Reorganization Data |
0 |
0 |
0 |
7 |
0 |
0 |
0 |
45 |
What Discount Rate Should Bankruptcy Judges Use? Estimates from Canadian Reorganization Data |
0 |
0 |
0 |
39 |
0 |
0 |
0 |
291 |
Which Capital Growth Index for the Paris Residential Market? |
0 |
0 |
0 |
137 |
0 |
0 |
1 |
951 |
Which Capital Growth Index for the Paris Residential Market? |
0 |
0 |
0 |
22 |
0 |
0 |
0 |
113 |
Which Capital Growth for the Paris Residential Market? |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
11 |
Total Working Papers |
11 |
27 |
93 |
4,388 |
38 |
85 |
320 |
20,937 |