AS WE KNOW, CORRELATION = COV(x,y)/sigma x sigma y IN PVT REAL ESTATE INV INDICES, AS THERE IS SMOOTHENING OF THE APPRAISAL TREND, SIGMA IS UNDERSTATED. ACCORDINGLY, CORRELATION SHOULD BE OVERSTATED. IF CORRELATION IS OVERSTATED , HOW IS DIVERSIFICATION BENEFIT BETWEEN ...
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Market based and non market based val. approaches? Can someone elaborate this please.
the research concludes that the market is in backwardation as well as in contango but the exhibit declares
How does Public Market Equivalent method lead to negative NAV and IRR when PE fund significantly outperforms index returns?
explain in breif
I have my exam on 18th Nov. As of today I am still left with AI and Ethics lectures to be completed. Will the Review Classes be sufficient enough to have a good understanding for the exams
here in this ques they have not subtracted the non cash rents while calculating the value of the property which we do according to the asset valuation approach. my answer is coming 55.77, please confirm its right or wrong.
Can someone state the adjustments that are made to come from Funds from operations(FFO) to Adjusted Funds from operations(AFFO)