Property
2010
May 2010 What Is the Parent Equity Asset correlation Model?
2009
Dec 2009 End December 2009 Market Consistent Correlation Calibration
Jan 2009 A Calibration for the UK Property Model
Jan 2009 Market Consistent Asset Model Calibrations ESG Correlation Results - USD End December 2008
Jan 2009 Market Consistent Asset Model Calibrations ESG Correlation Results - EUR End December 2008
2006
Nov 2006 Standard Errors of Equity & Property Asset Martingale Tests
Feb 2006 Pan-European Property Calibration Notes
2000
May 2000 A Simple Model for UK House Prices