Financial engineering of risk/ return characteristics of real estate funds

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  • Year: 2011 en eerder

Problem definition: What are the (technical) possibilities to offer different real estate participations, with different risk/ return profiles, and is there sufficient market potential to package and sell these participations? Objectives: 1) determining the interesting areas of attention with respect to the problem definition 2) investigate existing products characteristics and attach the investors goals they do or do not achieve 3) this should result in a comprehensive view for the approah that will be used to delineate the specific product and/ or technique for further analysis and implementation 4) simultaneously the reasons why the investors could seek for this kind of products have to be identified. This approach can also be used to determine the growth drivers for these products 5) based on modelling and interviews investigate whether the product has potential from the perspective of the institutional investors 6) in conclusion this has to result in an overview of the technical possibilities to offer different real estate participations, by which the consequences and conclusions can be derived from a (uniform) modelling method.