CVaR Methodology and Its Application in Investment Risk Analysis of Small and Medium Real Estate Business

机译：CVaR方法论及其在中小型房地产企业投资风险分析中的应用

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This paper discusses the concept and calculation method of CVaR for measuring the investment risk of real estate. Based on the discontinuous probability distribution of the price of real estate, the CVaRs of price in Hangzhou under different confidence levels are investigated, and the comparisons with actual investment status are also presented. The application of CVaR to real estate investment is helpful for the small and medium business to make decision.

机译：本文探讨了用于衡量房地产投资风险的CVaR的概念和计算方法。基于房地产价格的不连续概率分布，研究了杭州市不同置信度下的价格CVaR，并与实际投资状况进行了比较。 CVaR在房地产投资中的应用有助于中小企业做出决策。

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《West Lake International Conference on Small and Medium Business(SMB)》|2006年|521-524|共4页
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作者
GAO Hui;
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原文格式 PDF
正文语种
中图分类企业;
关键词
real estate business; investment risk analysis; CVaR methodology; confidence level;

机译：房地产业务;投资风险分析; CVaR方法论;置信度;

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2. Real Estate, the External Finance Premium and Business Investment: A Quantitative Dynamic General Equilibrium Analysis [J] . Yi Jin, Charles K.Y. Leunq, Zhixionq Zenq Real estate economics . 2012,第1期

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4. CVaR Methodology and Its Application in Investment Risk Analysis of Small and Medium Real Estate Business [C] . GAO Hui, Economic Commission Hangzhou Municipal Government, Blue Mountains Group Pty Ltd, West Lake International Conference on Small and Medium Business . 2006

机译：Cvar方法论及其在中小房地产业务投资风险分析中的应用
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6. Real estate is a profitable investment but first spell out the questions [O] . L.M. Nuspl 1973

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7. Comprehensive Case Study Approach in Major-specific Courses of Real Estate Development and Management-Based on the Application in the Course of Real Estate Investment Analysis [O] . Lin Chen, Xue-tong Wang 2016

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CVaR Methodology and Its Application in Investment Risk Analysis of Small and Medium Real Estate Business

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