IPF Research Awards 2023: Sentiment-Adjusted Equilibrium Valuation and Predictability of Prices of Commercial Real Estate (September 2024) Report

Forecasting commercial real estate returns and providing reliable indicators of market risk is challenging. The University of Cambridge research team of Colin Lizieri, Nick Mansley and Zilong Wang will summarise their paper which develops and tests a Valuation Stress Index that incorporates economic theory and sentiment to predict future commercial real estate capital values.

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