University of Reading

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• The Present and Future of Financial Risk Management

  BNET - 2004-02-20

  Current research on financial risk management applications of econometrics centers on the accurate assessment of individual market and credit risks with relatively little theoretical or applied econometric research on other types of risk, aggregation risk, data incompleteness and optimal risk control. The paper reveals that consideration of the model risk...

  Tags: Financial, Aggregation, Risk Management, University Of Reading, Financial Planning, Strategy, Financial Accounting, Financial Services, Security, Finance, Management

• The Impact of Real Estate on the Mixed-Asset Portfolio in Periods of Financial Stress

  BNET - 2003-05-16

  The case for holding real estate in the mixed-asset portfolio is typically made on its stabilizing effect as a result of its diversification benefits. However, portfolio diversification often fails when it is most needed, i.e. during periods of financial stress. In these periods, the variability of returns for most asset...

  Tags: Financial, Portfolio, University Of Reading, Real Estate, Financial Accounting, Business Operations, Finance

• "Financial Alchemy" or a Zero Sum Game - Real Estate Finance, Securitisation and the UK Property Market

  BNET - 2001-09-13

  The paper reports preliminary findings from a project funded by the Corporation of London and the RICS Research Foundation examining a number of innovative schemes to identify, within a formal finance framework, sources of added value and hidden costs. The analysis indicates that many of the gains claimed conceal costs...

  Tags: Game, Financial, University Of Reading, Real Estate, Financial Accounting, Business Operations, Finance

• The Finance Acts 1998 and 2000: Can the Owners of Agricultural Land Continue to Gain From Their Capital Disposals

  BNET - 2001-03-30

  The Finance Bill 1998 introduced a number of significant changes to the Capital Gains Tax CGT regime. Further substantial changes were made in 2000. This paper assesses the impact of those changes on the owners of property, particularly farmland. Contrary to many peoples' hopes, the new provisions do not simplify...

  Tags: Change, University Of Reading, Taxes, Free Trade, Financial Accounting, Financial Planning, Finance

• Persistence of UK Real Estate Returns: A Markov Chain Analysis

  BNET - 2000-10-01

  The persistence of investment performance is a topic of perennial interest to investors. The problem has been of particular interest to investors in real estate; not least because reported returns from investment in real estate are serially correlated thus implying some persistence in investment performance. This paper applies the established...

  Tags: Analysis, University Of Reading, Real Estate, Performance Management, Financial Accounting, Business Operations, Human Resources, Workforce Management, Finance