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Real Estate Mathematics

£429.00

Key Information

  • ISBN: 978-1-904696-93-3
  • Publication Date: October 2011
  • Number of Pages: 250

Real Estate Mathematics is a detailed and practical guide for private real estate fund managers and investors. Edited by David Lynn and Tim Wang of Clarion Partners, this guide features contributions from over 25 leading real estate professionals in the industry today that will shed light on some of the most challenging arithmetical problems that face private real estate today.

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Applied analytics for private real estate

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.

This essential guide will help you:

  • Understand the fundamentals of real estate investing and its drivers
  • Assess and model quantitative risks using cutting-edge mathematical methods
  • Forecast, measure and benchmark real estate performance
  • Understand the dynamics of financing sources, including loans, debt, derivatives and CMBS
  • Analyse and identify the risks and returns in making international and cross-border investments
  • Calculate capital structure, management fees, carried interest and other economic incentives
  • Familiarise yourself with the latest in real estate valuation and appraisals
  • Gain insight into managing your portfolio through the cycles
  • Inform yourself of the principles and methods of sustainable property financial analysis

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

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