Commercial Real Estate Risk Management with Derivatives

Frank J. Fabozzi; Silvia Stanescu; Radu Tunaru

doi:10.3905/jpm.2013.39.5.111

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Commercial Real Estate Risk Management with Derivatives

Frank J. Fabozzi, Silvia Stanescu and Radu Tunaru

The Journal of Portfolio Management Special Real Estate Issue 2013, 39 (5) 111-119; DOI: https://doi.org/10.3905/jpm.2013.39.5.111

Frank J. Fabozzi

is a professor of finance at EDHEC Business School and a member of the EDHEC-Risk Institute in Nice, France. frank.fabozzi@edhec.edu

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For correspondence: frank.fabozzi@edhec.edu

Silvia Stanescu

is an assistant professor of finance at Kent Business School, University of Kent in Canterbury, UK. s.stanescu@kent.ac.uk

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For correspondence: s.stanescu@kent.ac.uk

Radu Tunaru

is a professor of quantitative finance at Kent Business School, University of Kent in Canterbury, UK. r.tunaru@kent.ac.uk

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For correspondence: r.tunaru@kent.ac.uk

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Abstract

Helping managers to gauge the interaction between commercial property prices and interest rates for commercial property and CMBS portfolios.

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Commercial Real Estate Risk Management with Derivatives

Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru

The Journal of Portfolio Management Sep 2013, 39 (5) 111-119; DOI: 10.3905/jpm.2013.39.5.111

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Commercial Real Estate Risk Management with Derivatives

Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru

The Journal of Portfolio Management Sep 2013, 39 (5) 111-119; DOI: 10.3905/jpm.2013.39.5.111

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