Organization profile

Organization profile

Research Interests

Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

market Earth & Environmental Sciences
real estate Social Sciences
foreclosure Social Sciences
loan Social Sciences
credit Social Sciences
pricing Social Sciences
Mortgages Business & Economics
editor Social Sciences

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Profiles

No photo of Brent William Ambrose

Brent William Ambrose

Person: Academic

19902019
No photo of Daniel Robert Cahoy

Daniel Robert Cahoy

Person: Academic

20022018
No photo of Keith John Crocker

Keith John Crocker

  • Risk Management - The William Elliott Chair Professor of Insurance and Risk Management and Department Head

Person: Academic

19832014
No photo of Sanket Korgaonkar

Sanket Korgaonkar

Person: Academic

No photo of Anthony Mark Kwasnica

Anthony Mark Kwasnica

Person: Academic

20002019
No photo of Liang Peng

Liang Peng

Person: Academic

20012019
No photo of Lisa Lipowski Posey

Lisa Lipowski Posey

Person: Academic

19932019
No photo of Jeffery M. Sharp

Jeffery M. Sharp

Person: Academic

19912002
No photo of Chloe Jeanne Tergiman

Chloe Jeanne Tergiman

Person: Academic

20122019
No photo of James B. Thomas

James B. Thomas

Person: Academic

19862010

Research Output 1983 2019

CAT BOND PRICING UNDER A PRODUCT PROBABILITY MEASURE WITH POT RISK CHARACTERIZATION

Tang, Q. & Yuan, Z., May 1 2019, In : ASTIN Bulletin. 49, 2, p. 457-490 34 p.

Research output: Contribution to journalArticle

Pricing
Catastrophe bonds
Catastrophe risk
Bond market
Interest rate risk

Communication in bargaining games with unanimity

Agranov, M. & Tergiman, C. J., Jun 15 2019, In : Experimental Economics. 22, 2, p. 350-368 19 p.

Research output: Contribution to journalArticle

Unanimity
Communication
Bargaining games
Voting rules
Majority voting
1 Citation (Scopus)

Did You See What i Saw? Interpreting Others' Forecasts When Their Information Is Unknown

Kwasnica, A. M., Velthuis, R. & Williams, J., Mar 1 2019, In : Review of Finance. 23, 2, p. 325-361 37 p.

Research output: Contribution to journalArticle

Overreaction
Financial analysts
Financial institutions
Underreaction
Propensity

Economic Fundamentals, Capital Expenditures and Asset Dispositions

Ambrose, B. W. & Steiner, E., Jan 1 2019, In : Journal of Real Estate Finance and Economics.

Research output: Contribution to journalArticle

disposition
expenditure
assets
expenditures
economics

House Prices and Systematic Risk: Evidence from Microdata

Peng, L. & Zhang, L., Jan 1 2019, In : Real Estate Economics.

Research output: Contribution to journalArticle

Micro data
House prices
Systematic risk
Stock market
Price risk

Interest Rates and Investment: Evidence from Commercial Real Estate

Peng, L. & Thibodeau, T. G., Jan 1 2019, In : Journal of Real Estate Finance and Economics.

Research output: Contribution to journalArticle

interest rate
real estate
evidence
financial crisis
expenditure

Large losses and equilibrium in insurance markets

Posey, L. L. & Thistle, P. D., Jan 1 2019, In : GENEVA Risk and Insurance Review.

Research output: Contribution to journalArticle

Insurance market
Insurance
Bankruptcy
Cross-subsidization
Adverse selection

Robust Actuarial Risk Analysis

Blanchet, J., Lam, H., Tang, Q. & Yuan, Z., Jan 1 2019, In : North American Actuarial Journal.

Research output: Contribution to journalArticle

Risk Analysis
Optimization Problem
Conditional Value at Risk
Robust Estimate
Loss Probability
1 Citation (Scopus)

Size effects and economies of scale in European real estate companies

Ambrose, B. W., Fuerst, F., Mansley, N. & Wang, Z., Jan 1 2019, In : Global Finance Journal.

Research output: Contribution to journalArticle

Real estate
Economies of scale
Real estate investment trusts
Revenue
Expenses

Benchmarking Local Commercial Real Estate Returns: Statistics Meets Economics

Peng, L., Jan 1 2018, (Accepted/In press) In : Real Estate Economics.

Research output: Contribution to journalArticle

Economics
Statistics
Benchmarking
Real estate returns
Commercial real estate