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Prognosmodeller med Monte Carlo-simuleringar
KTH, School of Industrial Engineering and Management (ITM), Industrial Economics and Management (Dept.), Industrial Management.
2015 (Swedish)Independent thesis Advanced level (degree of Master (Two Years)), 20 credits / 30 HE creditsStudent thesisAlternative title
Forecasting methods with Monte Carlo simulations (English)
Abstract [en]

This study focuses on risks real estate investments companies that are buying unrenovated apartments with a plan to rent them out can encounter. For some real estate companies leasing or renting out apartments is a necessity in order to meet expenses. One way to maximize profits has been to rent out apartments for tourists. When a ban on tourist rentals recently was introduced, investment analyses and forecasting models have become more important, as the investor might need to switch to long term leases or let apartments be unused which is decreasing the profits.

The study also describes how an investor in order to achieve long term profitable  nvestments can evaluate risks through implementation of Monte Carlo algorithms, which assess risk and insecurity that may arise in applying the cash flow and the net present value methods, two forecasting models that are often used in real estate investments.

Abstract [sv]

I den har rapporten beskrivs olika risker som investmentforetag som ar fokuserade pa att kopa orenoverade lagenheter och hyra ut dem under nagra ar for senare salja av dem kan motas av. En del investmentforetag inom bostader ar beroende av att hyra ut bostader for att kunna tacka sina utgifter. Ett lonsamt satt for dem att maximera intakterna ar att hyra ut lagenheterna som ferielagenheter. Vid ett forbud mot ferielagenheter blir investeringsanalysen och prognosmodellerna allt viktigare, eftersom investeraren blir tvingad att antingen hyra ut pa langre tid alternativt lata bostaden sta tom vilket ar dyrt pa sikt.

For att gora langsiktiga lonsamma investeringar beskrivs aven i rapporten hur man med hjalp av Monte Carlo-algoritmer kan ta hansyn till risker och osakerheter som kan uppkomma i kassaflodesmetoden och nuvardesmetoden, tva prognosmodeller som ofta anvands inom bostadsinvesteringar.

Place, publisher, year, edition, pages
2015. , 53 p.
Keyword [en]
Risk analysis, real estate investment, Monte Carlo, Monte Carlo-algorithms, forecasting
National Category
Economics and Business
Identifiers
URN: urn:nbn:se:kth:diva-190975OAI: oai:DiVA.org:kth-190975DiVA: diva2:953971
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Available from: 2016-08-19 Created: 2016-08-19 Last updated: 2016-08-19Bibliographically approved

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