Individual Property Risk (July 2015) Major Report
An IPF report examining the measurement, explanation and pricing of individual property risk, utilising individual property data. Individual property risk requires more systematic pricing and greater understanding of the relationship between risk, performance and stock selection. Systematic and specific risks are quantified and the pricing of risk explored. Individual property analysis is developed at a portfolio level, providing insights into the control of risk and structuring of portfolios. A technical appendix provides statistical analysis detail.