Baroni Michel

Professeur ESSEC
Membre permanent

Contact

Mail: baroni@essec.edu
Page perso

Adresse:
ESSEC Business School - Avenue Bernard Hirsch
Cergy France
France

Specialité

Évaluation du risque immobilier
Indices immobiliers
Gestion de portefeuille en immobilier

Articles

  • Market Heterogeneity, Investment Risk and Portfolio Allocation – Applying Quantile Regression to the Paris Apartment Market Barthélémy Fabrice, C-O. Amédée-Manesme, F. Des Rosiers , International Journal of Housing Markets and Analysis, 10 (5), 2017
  • Market heterogeneity and the determinants of Paris apartment prices : A quantile regression approach Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, François des Rosiers , Urban studies, 54 (14), p.3260-3280, 2017
  • The impact of lease structures on the optimal holding period for a commercial real estate portfolio Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Mahdi Mokrane , Journal of Property Investment and Finance, 33 (2), p.121-139, 2015
  • Combining Monte-Carlo Simulations and Options to Manage Risk of Real Estate Portfolios Barthélémy Fabrice, Charles-Olivier Amédée-Manesme, Étienne Dupuy , Journal of Property Investment and Finance, 31 (4), p.360-389, 2013
  • A Repeat Sales Index Robust to Small Datasets Barthélémy Fabrice, M. Mokrane , Journal of Property Investment and Finance, 29 (1), p.35-48, 2011
  • Is it Possible to Construct Derivatives for the Paris Residential Market ? Barthélémy Fabrice, M. Mokrane , Journal of real estate finance and economics, 37 (3), p.233-264, 2008
  • Un nouvel indice de risque immobilier pour le marché résidentiel parisien Barthélémy Fabrice, Mokrane M. , Revue economique, 59 (1), p.99-118, 2008
  • A PCA Repeat Sales Index to Forecast Apartment Prices in Paris (France) Barthélémy Fabrice, Mokrane M. , Journal of real estate research, 29 (2), p.137-158, 2007
  • Using rents and price dynamics in real estate portfolio valuation Barthélémy Fabrice, M. Mokrane , Property Management, 25 (5), 2007
  • Optimal Holding Period of a Real Estate Portfolio Barthélémy Fabrice, Mokrane M. , Journal of Property Investment and Finance, 25 (6), p.603-625, 2007
  • Real Estate Prices : A Paris Repeat Sales Residential Index Barthélémy Fabrice, Mokrane M. , Journal of real estate literature, 13 (3), p.303-321, 2005