| 1 |
Course introduction, portfolio theory |
Chapters 21 and 22, slides 19-29 (PDF) |
| 2 |
Portfolio theory and CAPM |
Chapters 21 and 22, slides 30-59 |
| 3 |
CAPM (cont.) |
Chapters 21 and 22, slides 60-73 |
| 4 |
REITs introduction |
Chapter 23, slides 80-82, 1-26 (PDF)
|
| 5 |
REIT CF-based valuation (as stocks) |
Chapter 23, slides 27-46 |
| 6 |
REIT NAV-based valuation and asset valuation |
Chapter 23, slides 79, 47-72 |
| 7 |
Lincoln case due |
|
| 8 |
REITs management considerations, wrap-up |
Chapter 23, slides 73-78 |
| 9 |
CMBS introduction, CMBS structure (start) |
Chapter 20, slides 1-16 (PDF) |
| 10 |
CMBS structure and rating |
Chapter 20, slides 17-36 |
| 11 |
CMBS rating and other topics |
Chapter 20, slides 37-54 |
| 12 |
Real estate equity derivatives: Index swaps |
Chapter 26 (PDF)
Derivatives (PDF)
|
| 13 |
Course wrap-up, CMBS case due |
|