Recent Publications

Liquidity in global real estate securities markets
N Lux and A. Moss (2016)

The impact of liquidity on European REITs, JERER-12-2013-0026
N Lux and A. Moss (2014)

Author Publications

Pricing REIT liquidity through the cycle – the European experience 2002 – 2012
by Nicole Lux and Alexander Moss, 4/2013

Real estate debt analysis – Lecture 2013
by Nicole Lux, 3/2013

Book review: Paper promises, Philip Coggan
by Nicole Lux, 3/2013

Assessing real estate risk – models, concepts, methods – reading sample
by Nicole Lux, 10/2012

Real estate credit risk

Byrne, P, Risk, Uncertainty and Decision-making in Property, 1996, Routledge.

Coyle, B, Measuring Credit Risk, 2004, Financial World Publishing.

de Laurentis G, Maino, R and Molteni, L, Developing, Validating and Using Internal Ratings: methodologies and case studies, 2010, Wiley-Blackwell.

de Servigny, A and Renault, O, Measuring and Managing Credit Risk, 2004, Standard & Poor’s Press.

Loeffler, G and Posch, P, Credit Risk Modeling Using Excel and VBA, 2nd edition, 2010, John Wiley & Sons.

Marrison, C, The Fundamentals of Risk Measurement, 2002, McGraw-Hill.

van Gestel, T and Baesens, B, Credit Risk Management: basic concepts: financial risk components,rating analysis, models, economic and regulatory capital, 2009, Oxford University Press.

Fixed income – structured finance – CMBS

Fabozzi, F, The Handbook of Mortgage-backed Securities, 4th edition, 1995, Probus Publishing Company.

Fabozzi, F and Modigliani, F, Mortgage and Mortgage-backed Securities, 1992, Harvard Business School Press.

Tuckmann, B, Fixed Income Securities, 3rd edition, 2011, John Wiley & Sons.

Real estate investment management

Baum, A and Hartzell, D, Global Property Investment: Strategies, Structures, 2012, Wiley-Blackwell.

Baum, A, Nunnington, N and Mackmin, D, The Income Approach to Property Valuation, 6th edition, 2011, EG Books Elsevier.

Baum, A, Commercial Real Estate Investment, 2nd edition, 2009, Taylor & Francis.

McMahan, J, Handbook of Commercial Real Estate Investing, 2006, McGraw-Hill.