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Practical Applications

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Practical Applications of Commercial Real Estate Risk Management with Derivatives

Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru and Gauri Goyal
Practical Applications Fall 2014, 2 (2) DOI: https://doi.org/10.3905/pa.2014.2.2.067
Frank J. Fabozzi
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Silvia Stanescu
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Radu Tunaru
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Gauri Goyal
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Commercial Real Estate Risk Management
with Derivatives
Frank J. Fabozzi Silvia Stanescu Radu Tunaru

Abstract

Commercial real estate is a huge and significant investment in many global institutional portfolios, but the use of derivatives in this market has been quite limited to date.

That’s a pity. Portfolio managers who are willing to step forward and apply some of the derivatives tools currently available in commercial real estate will find immediate and practical benefits, say authors Frank Fabozzi, Professor of Finance at EDHEC Business School and Editor of The Journal of Portfolio Management , and Kent Business School professors Silvia Stanescu and Radu Tunaru.

For this Practical Applications report, we spoke with Greg MacKinnon—Director of Research at the Pension Real Estate Association and co-editor of the JPM Special Real Estate Issue in which the article appeared.

TOPICS: Real estate, CMBS and commercial mortgage loans, interest-rate and currency swaps

  • The content is made available for your general information and use and is not intended for trading or other specific investment advice purposes or to address your particular requirements. We do not represent or endorse the accuracy or reliability of any advice, opinion, statement, or other information provided any user of this publication. Reliance upon any opinion, advice, statement, or other information shall also be at your own risk. Independent advice should be obtained before making any such decision. Any arrangements made between you and any third party named in this publication are at your sole risk.
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Practical Applications: 2 (2)
Practical Applications
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Fall 2014
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Practical Applications of Commercial Real Estate Risk Management with Derivatives
Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru
Practical Applications Oct 2014, 2 (2) DOI: 10.3905/pa.2014.2.2.067

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Practical Applications of Commercial Real Estate Risk Management with Derivatives
Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru
Practical Applications Oct 2014, 2 (2) DOI: 10.3905/pa.2014.2.2.067
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