{"id":"https://openalex.org/W2258667926","doi":"https://doi.org/10.1007/s10479-015-2046-7","title":"Ex-ante real estate Value at Risk calculation method","display_name":"Ex-ante real estate Value at Risk calculation method","publication_year":2015,"publication_date":"2015-10-30","ids":{"openalex":"https://openalex.org/W2258667926","doi":"https://doi.org/10.1007/s10479-015-2046-7","mag":"2258667926"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-015-2046-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-015-2046-7","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5025876400","display_name":"Charles-Olivier Am\u00e9d\u00e9e-Manesme","orcid":"https://orcid.org/0000-0002-9192-7228"},"institutions":[{"id":"https://openalex.org/I43406934","display_name":"Universit\u00e9 Laval","ror":"https://ror.org/04sjchr03","country_code":"CA","type":"education","lineage":["https://openalex.org/I43406934"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"Charles-Olivier Am\u00e9d\u00e9e-Manesme","raw_affiliation_strings":["Department of Finance, Insurance and Real Estate, Universit\u00e9 Laval, Pavillon Palasis Prince, Quebec, QC, G1V 0A6, Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Finance, Insurance and Real Estate, Universit\u00e9 Laval, Pavillon Palasis Prince, Quebec, QC, G1V 0A6, Canada","institution_ids":["https://openalex.org/I43406934"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029403503","display_name":"Fabrice Barth\u00e9l\u00e9my","orcid":"https://orcid.org/0000-0002-3484-3116"},"institutions":[{"id":"https://openalex.org/I195731000","display_name":"Universit\u00e9 de Versailles Saint-Quentin-en-Yvelines","ror":"https://ror.org/03mkjjy25","country_code":"FR","type":"education","lineage":["https://openalex.org/I195731000","https://openalex.org/I277688954"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Fabrice Barth\u00e9l\u00e9my","raw_affiliation_strings":["CEMOTEV, Universit\u00e9 de Versailles Saint-Quentin-en-Yvelines, 78047, Guyancourt Cedex 33, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CEMOTEV, Universit\u00e9 de Versailles Saint-Quentin-en-Yvelines, 78047, Guyancourt Cedex 33, France","institution_ids":["https://openalex.org/I195731000"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5025876400"],"corresponding_institution_ids":["https://openalex.org/I43406934"],"apc_list":{"value":2990,"currency":"USD","value_usd":2990},"apc_paid":null,"fwci":1.0807,"has_fulltext":false,"cited_by_count":13,"citation_normalized_percentile":{"value":0.87769108,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":90,"max":97},"biblio":{"volume":"262","issue":"2","first_page":"257","last_page":"285"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10632","display_name":"Housing Market and Economics","score":0.9977999925613403,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.9965999722480774,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12394","display_name":"Insurance and Financial Risk Management","score":0.9828000068664551,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/value-at-risk","display_name":"Value at risk","score":0.7161232233047485},{"id":"https://openalex.org/keywords/basel-ii","display_name":"Basel II","score":0.641827404499054},{"id":"https://openalex.org/keywords/real-estate","display_name":"Real estate","score":0.6179279088973999},{"id":"https://openalex.org/keywords/expected-shortfall","display_name":"Expected shortfall","score":0.6118252873420715},{"id":"https://openalex.org/keywords/lease","display_name":"Lease","score":0.5901126861572266},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.5232909321784973},{"id":"https://openalex.org/keywords/risk-management","display_name":"Risk management","score":0.5146957039833069},{"id":"https://openalex.org/keywords/market-risk","display_name":"Market risk","score":0.5106509327888489},{"id":"https://openalex.org/keywords/solvency","display_name":"Solvency","score":0.4414007067680359},{"id":"https://openalex.org/keywords/actuarial-science","display_name":"Actuarial science","score":0.4245629608631134},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.4036444425582886},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3525391221046448},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.33853527903556824},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.33357274532318115},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.1518159806728363},{"id":"https://openalex.org/keywords/capital-requirement","display_name":"Capital requirement","score":0.14251437783241272},{"id":"https://openalex.org/keywords/microeconomics","display_name":"Microeconomics","score":0.09363281726837158}],"concepts":[{"id":"https://openalex.org/C94128290","wikidata":"https://www.wikidata.org/wiki/Q963287","display_name":"Value at risk","level":3,"score":0.7161232233047485},{"id":"https://openalex.org/C2780759654","wikidata":"https://www.wikidata.org/wiki/Q809934","display_name":"Basel II","level":4,"score":0.641827404499054},{"id":"https://openalex.org/C82279013","wikidata":"https://www.wikidata.org/wiki/Q684740","display_name":"Real estate","level":2,"score":0.6179279088973999},{"id":"https://openalex.org/C5496284","wikidata":"https://www.wikidata.org/wiki/Q5420856","display_name":"Expected shortfall","level":3,"score":0.6118252873420715},{"id":"https://openalex.org/C2779614062","wikidata":"https://www.wikidata.org/wiki/Q716894","display_name":"Lease","level":2,"score":0.5901126861572266},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.5232909321784973},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.5146957039833069},{"id":"https://openalex.org/C73858035","wikidata":"https://www.wikidata.org/wiki/Q1164550","display_name":"Market risk","level":2,"score":0.5106509327888489},{"id":"https://openalex.org/C2778215004","wikidata":"https://www.wikidata.org/wiki/Q1137437","display_name":"Solvency","level":3,"score":0.4414007067680359},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4245629608631134},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4036444425582886},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3525391221046448},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.33853527903556824},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.33357274532318115},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.1518159806728363},{"id":"https://openalex.org/C2864544","wikidata":"https://www.wikidata.org/wiki/Q2914988","display_name":"Capital requirement","level":3,"score":0.14251437783241272},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.09363281726837158},{"id":"https://openalex.org/C29122968","wikidata":"https://www.wikidata.org/wiki/Q1414816","display_name":"Incentive","level":2,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10479-015-2046-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-015-2046-7","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:HAL:hal-02510294v1","is_oa":false,"landing_page_url":"https://hal.science/hal-02510294","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Annals of Operations Research, 2018, 262 (2), pp.257-285. ⟨10.1007/s10479-015-2046-7⟩","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-2046-7","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-015-2046-7","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"},{"id":"pmh:oai:corpus.ulaval.ca:20.500.11794/38394","is_oa":false,"landing_page_url":"http://hdl.handle.net/20.500.11794/38394","pdf_url":null,"source":{"id":"https://openalex.org/S4306400293","display_name":"Corpus Universit\u00e9 Laval (Universit\u00e9 Laval)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I43406934","host_organization_name":"Universit\u00e9 Laval","host_organization_lineage":["https://openalex.org/I43406934"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"article de recherche"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":31,"referenced_works":["https://openalex.org/W1106997938","https://openalex.org/W1261059988","https://openalex.org/W1551275368","https://openalex.org/W1575985025","https://openalex.org/W1628915767","https://openalex.org/W1965261290","https://openalex.org/W1977979500","https://openalex.org/W1980314087","https://openalex.org/W1982862064","https://openalex.org/W1990570686","https://openalex.org/W2015637388","https://openalex.org/W2019291268","https://openalex.org/W2032697805","https://openalex.org/W2037568872","https://openalex.org/W2048105122","https://openalex.org/W2060655959","https://openalex.org/W2061305916","https://openalex.org/W2070401626","https://openalex.org/W2097708300","https://openalex.org/W2107514618","https://openalex.org/W2119684026","https://openalex.org/W2121142089","https://openalex.org/W2152278349","https://openalex.org/W2152900967","https://openalex.org/W2163932646","https://openalex.org/W2170206178","https://openalex.org/W2171682970","https://openalex.org/W2236301932","https://openalex.org/W2788277033","https://openalex.org/W3125152626","https://openalex.org/W6628937876"],"related_works":["https://openalex.org/W3126123222","https://openalex.org/W799577184","https://openalex.org/W4301377905","https://openalex.org/W2548899867","https://openalex.org/W2922471105","https://openalex.org/W4312925611","https://openalex.org/W2580761771","https://openalex.org/W2610996819","https://openalex.org/W2253752404","https://openalex.org/W4294662285"],"abstract_inverted_index":null,"counts_by_year":[{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2022,"cited_by_count":2},{"year":2021,"cited_by_count":2},{"year":2020,"cited_by_count":3},{"year":2015,"cited_by_count":1}],"updated_date":"2026-07-29T09:40:50.615796","created_date":"2025-10-10T00:00:00"}