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Details about Fabrice Barthélémy

E-mail:
Homepage:http://www3.u-cergy.fr/barthelemy/
Workplace:Théorie Économique, Modélisation, Application (THEMA) (Economic Theory, Modeling, Applications), Université de Cergy-Pontoise (University of Cergy-Pontoise), (more information at EDIRC)

Access statistics for papers by Fabrice Barthélémy.

Last updated 2016-09-08. Update your information in the RePEc Author Service.

Short-id: pba408


Jump to Journal Articles

Working Papers

2015

  1. Ex-ante real estate Value at Risk calculation method
    ERES, European Real Estate Society (ERES) Downloads

2014

  1. Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006
    ERES, European Real Estate Society (ERES) Downloads
  2. The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads
    Also in Working Papers, HAL (2014) Downloads

    See also Journal Article in Journal of Property Investment & Finance (2015)

2013

  1. Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach
    ERES, European Real Estate Society (ERES) Downloads

2012

  1. Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (3)
    Also in Post-Print, HAL (2011) Downloads
  2. Cornish-Fisher expansion for real estate value at risk
    ERES, European Real Estate Society (ERES) Downloads
  3. On the likelihood of dummy players in weighted majority games
    Post-Print, HAL View citations (1)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2011) Downloads View citations (1)

    See also Journal Article in Social Choice and Welfare (2013)
  4. Value-at-risk: A specific real estate model
    ERES, European Real Estate Society (ERES) Downloads

2011

  1. A comparison between the methods of apportionment using power indices: the case of the U.S. presidential elections
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2007) Downloads

    See also Journal Article in Annals of Economics and Statistics (2011)
  2. Fair Apportionment in the Italian Senate: Which Reform Should Be Implemented?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  3. Real Estate Portfolio Management: Optimization under Risk Aversion
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
  4. Some conjectures on the two main power indices
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  5. U.S Presidential Elections and the Referendum Paradox
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads

2010

  1. COMBINING MONTE-CARLO SIMULATIONS AND OPTIONS TO MANAGE RISK OF REAL ESTATE PORTFOLIOS
    ERES, European Real Estate Society (ERES) Downloads

2009

  1. A Repeat Sales Index Robust to Small Datasets
    Post-Print, HAL Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2009) Downloads
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2009) Downloads
  2. Forecasting Real Estate Prices From a PCA Repeat Sales Index
    ERES, European Real Estate Society (ERES) Downloads
  3. La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in Post-Print, HAL (2009) Downloads

    See also Journal Article in Revue économique (2009)
  4. Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes
    ERES, European Real Estate Society (ERES) Downloads
  5. What Discount Rate Should Bankruptcy Judges Use? Estimate from Canadian Reorganization Data
    Post-Print, HAL Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads

    See also Journal Article in International Review of Law and Economics (2009)

2008

  1. A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME
    ERES, European Real Estate Society (ERES) Downloads
  2. Italian Senate apportionment: is the 2007 proposal fair?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  3. Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration: une analyse en termes de pouvoir
    Post-Print, HAL Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2008) Downloads View citations (1)

    See also Journal Article in Revue d'économie politique (2008)
  4. Optimal Time to Sell in Real Estate Portfolio Management
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (5)
    See also Journal Article in The Journal of Real Estate Finance and Economics (2009)

2007

  1. Configurations study for the Banzhaf and the Shapley-Shubik indices of power
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  2. Is it possible to construct derivatives for the Paris residential market?
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2007) Downloads

    See also Journal Article in The Journal of Real Estate Finance and Economics (2008)
  3. May we Build Derivatives on the Paris Residential Market?
    ERES, European Real Estate Society (ERES) Downloads
  4. On the performance of the Shapley Shubik and Banzhaf power indices for the allocations of mandates
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (1)
  5. Optimal Holding Period for a Real Estate Portfolio
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (8)
  6. Paris Repeat Sales Commercial Property Indices
    ERES, European Real Estate Society (ERES) Downloads
  7. The Carrez Law: a Law to Fight Against the Round Numbers?
    ERES, European Real Estate Society (ERES) Downloads

2006

  1. Analyse spatiale du pouvoir de vote: application au cas de l'intercommunalité dans le département du Val d'Oise
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  2. Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (3)
  3. OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO
    ERES, European Real Estate Society (ERES) Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations (2)

2005

  1. A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (21)
  2. Répartition des sièges au sein des structures intercommunales du Val d’Oise
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (1)

2004

  1. A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris
    ERES, European Real Estate Society (ERES) Downloads
  2. Do building and street matter?
    ERES, European Real Estate Society (ERES) Downloads
  3. Estimates of Creditors' Discount Rates in Court-Supervised Reorganisation Decisions
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (3)
  4. La Rénovation de la Goutte d’Or est elle un succès ? Un Diagnostic à l’Aide d’Indices de Prix Immobilier
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (1)
    See also Journal Article in Économie et Prévision (2007)
  5. Physical Real Estate. A Paris Repeat Sales Residential Index
    ERES, European Real Estate Society (ERES) Downloads View citations (3)
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2004) Downloads View citations (4)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2004) Downloads View citations (6)
  6. The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (9)
  7. Which Capital Growth Index for the Paris Residential Market?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2003) Downloads

2003

  1. A Hybrid Housing Price Index for Paris
    ERES, European Real Estate Society (ERES) Downloads
  2. Which Capital Growth for the Paris Residential Market?
    ERES, European Real Estate Society (ERES) Downloads

2002

  1. A Repeat Sales Index for Paris
    ERES, European Real Estate Society (ERES) Downloads View citations (1)
  2. Sequential Multiple Unit Root Test: New Evidence
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

2001

  1. Analysing the real estate investment risk: The case of Paris
    ERES, European Real Estate Society (ERES) Downloads
  2. Indices de l'immobilier physique et facteurs systématiques de risque
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads

2000

  1. Strategies optimales d'allocation de portefeuilles internationaux avec contraintes
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise

1997

  1. Tests de racines unitaires multiples et saisonnalité
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise View citations (1)
    See also Journal Article in Revue Économique (1997)

1996

  1. Properties of Unit Root Tests for Models with Trend and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III
  2. Properties of the ADF Unit Root Test for Models with Trends and Cycles
    G.R.E.Q.A.M., Universite Aix-Marseille III View citations (1)

Journal Articles

2015

  1. Cornish-Fisher Expansion for Commercial Real Estate Value at Risk
    The Journal of Real Estate Finance and Economics, 2015, 50, (4), 439-464 Downloads
  2. The impact of lease structures on the optimal holding period for a commercial real estate portfolio
    Journal of Property Investment & Finance, 2015, 33, (2), 121-139 Downloads View citations (1)
    See also Working Paper (2014)

2013

  1. On the likelihood of dummy players in weighted majority games
    Social Choice and Welfare, 2013, 41, (2), 263-279 Downloads View citations (1)
    See also Working Paper (2012)

2011

  1. A Comparison Between the Methods of Apportionment Using Power Indices: the Case of the US Presidential Elections
    Annals of Economics and Statistics, 2011, (101-102), 87-106 Downloads
    See also Working Paper (2011)

2009

  1. La loi LRU a-t-elle modifié les distributions de pouvoir au sein des universités françaises ?
    Revue économique, 2009, 60, (6), 1469-1481 Downloads
    See also Working Paper (2009)
  2. Optimal Time to Sell in Real Estate Portfolio Management
    The Journal of Real Estate Finance and Economics, 2009, 38, (1), 59-87 Downloads View citations (4)
    See also Working Paper (2008)
  3. What discount rate should bankruptcy judges use? Estimates from Canadian reorganization data
    International Review of Law and Economics, 2009, 29, (1), 67-72 Downloads
    See also Working Paper (2009)

2008

  1. Is It Possible to Construct Derivatives for the Paris Residential Market?
    The Journal of Real Estate Finance and Economics, 2008, 37, (3), 233-264 Downloads View citations (3)
    See also Working Paper (2007)
  2. Loi relative aux libertés et responsabilités des universités (loi LRU), élection du président et conseil d'administration: une analyse en termes de pouvoir
    Revue d'économie politique, 2008, 118, (3), 299-315 Downloads
    See also Working Paper (2008)
  3. Un nouvel indice de risque immobilier pour le marché résidentiel parisien
    Revue économique, 2008, 59, (1), 99-118 Downloads

2007

  1. APCA Factor Repeat Sales Index for Apartment Prices in Paris
    Journal of Real Estate Research, 2007, 29, (2), 137-158 Downloads View citations (7)
  2. Critères pour une meilleure répartition des sièges au sein des structures intercommunales. Une application au cas du Val-d'Oise
    Revue économique, 2007, 58, (2), 399-425 Downloads View citations (1)
  3. La rénovation de la Goutte d'Or est-elle un succès ? Un diagnostic à l'aide d'indices de prix immobilier
    Économie et Prévision, 2007, 180, (4), 107-126 Downloads View citations (2)
    Also in Economie & Prévision, 2007, n° 180-181, (4), 107-126 (2007) Downloads View citations (1)

    See also Working Paper (2004)

1997

  1. Tests de racines unitaires multiples et saisonnalité
    Revue Économique, 1997, 48, (3), 673-683 Downloads View citations (1)
    See also Working Paper (1997)

1996

  1. Unit roots tests and SARIMA models
    Economics Letters, 1996, 50, (2), 147-154 Downloads View citations (1)
 
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