Real estate risk management at BPI GA

Detalhes bibliográficos
Autor(a) principal: Jesus, Sofia Marques Da Silva
Data de Publicação: 2021
Tipo de documento: Dissertação
Idioma: eng
Título da fonte: Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
Texto Completo: http://hdl.handle.net/10362/124106
Resumo: This paper determines the fundamental drivers that impact the CRE asset class, based on the analysis of a Portuguese Real Estate open-end fund. We developed a tailored risk management approach that considers both macro and micro risks–market and asset-specific, respectively. The material micro drivers analysed are vacancy, tenant, asset concentration, liquidity and ESG(environmental, social and governance factors). The results support the previous drivers' relevance on CRE capitalization rates and demonstrate the significant benefits inherent to adding Real Estate Investment Trusts to the portfolio.
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spelling Real estate risk management at BPI GACommercial real estateRisk managementMacro risksMicro risksDomínio/Área Científica::Ciências Sociais::Economia e GestãoThis paper determines the fundamental drivers that impact the CRE asset class, based on the analysis of a Portuguese Real Estate open-end fund. We developed a tailored risk management approach that considers both macro and micro risks–market and asset-specific, respectively. The material micro drivers analysed are vacancy, tenant, asset concentration, liquidity and ESG(environmental, social and governance factors). The results support the previous drivers' relevance on CRE capitalization rates and demonstrate the significant benefits inherent to adding Real Estate Investment Trusts to the portfolio.Prado, Melissa PorrasRUNJesus, Sofia Marques Da Silva2024-01-04T01:30:42Z2021-01-142021-01-042021-01-14T00:00:00Zinfo:eu-repo/semantics/publishedVersioninfo:eu-repo/semantics/masterThesisapplication/pdfhttp://hdl.handle.net/10362/124106TID:202740455enginfo:eu-repo/semantics/openAccessreponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãoinstacron:RCAAP2024-03-11T05:05:34Zoai:run.unl.pt:10362/124106Portal AgregadorONGhttps://www.rcaap.pt/oai/openaireopendoar:71602024-03-20T03:45:20.966740Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informaçãofalse
dc.title.none.fl_str_mv Real estate risk management at BPI GA
title Real estate risk management at BPI GA
spellingShingle Real estate risk management at BPI GA
Jesus, Sofia Marques Da Silva
Commercial real estate
Risk management
Macro risks
Micro risks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
title_short Real estate risk management at BPI GA
title_full Real estate risk management at BPI GA
title_fullStr Real estate risk management at BPI GA
title_full_unstemmed Real estate risk management at BPI GA
title_sort Real estate risk management at BPI GA
author Jesus, Sofia Marques Da Silva
author_facet Jesus, Sofia Marques Da Silva
author_role author
dc.contributor.none.fl_str_mv Prado, Melissa Porras
RUN
dc.contributor.author.fl_str_mv Jesus, Sofia Marques Da Silva
dc.subject.por.fl_str_mv Commercial real estate
Risk management
Macro risks
Micro risks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
topic Commercial real estate
Risk management
Macro risks
Micro risks
Domínio/Área Científica::Ciências Sociais::Economia e Gestão
description This paper determines the fundamental drivers that impact the CRE asset class, based on the analysis of a Portuguese Real Estate open-end fund. We developed a tailored risk management approach that considers both macro and micro risks–market and asset-specific, respectively. The material micro drivers analysed are vacancy, tenant, asset concentration, liquidity and ESG(environmental, social and governance factors). The results support the previous drivers' relevance on CRE capitalization rates and demonstrate the significant benefits inherent to adding Real Estate Investment Trusts to the portfolio.
publishDate 2021
dc.date.none.fl_str_mv 2021-01-14
2021-01-04
2021-01-14T00:00:00Z
2024-01-04T01:30:42Z
dc.type.status.fl_str_mv info:eu-repo/semantics/publishedVersion
dc.type.driver.fl_str_mv info:eu-repo/semantics/masterThesis
format masterThesis
status_str publishedVersion
dc.identifier.uri.fl_str_mv http://hdl.handle.net/10362/124106
TID:202740455
url http://hdl.handle.net/10362/124106
identifier_str_mv TID:202740455
dc.language.iso.fl_str_mv eng
language eng
dc.rights.driver.fl_str_mv info:eu-repo/semantics/openAccess
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
instname:Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron:RCAAP
instname_str Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
instacron_str RCAAP
institution RCAAP
reponame_str Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
collection Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos)
repository.name.fl_str_mv Repositório Científico de Acesso Aberto de Portugal (Repositórios Cientìficos) - Agência para a Sociedade do Conhecimento (UMIC) - FCT - Sociedade da Informação
repository.mail.fl_str_mv
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