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Commercial Real Estate Risk Management with Derivatives

Journal of Portfolio Management, Volume 39, Number 5, pp. 111-119 Helping managers to gauge the interaction between commercial property prices and interest rates for commercial property and CMBS portfolios. Keywords: Real estate, CMBS and commercial mortgage loans, interest-rate and currency swaps...
Author(s)
Frank J. Fabozzi, Silvia Stanescu, Radu Tunaru

Journal of Portfolio Management, Volume 39, Number 5, pp. 111-119

Helping managers to gauge the interaction between commercial property prices and interest rates for commercial property and CMBS portfolios.

Keywords: Real estate, CMBS and commercial mortgage loans, interest-rate and currency swaps

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