Boxwood has core competencies in statistical and financial modeling that are exercised in client projects including portfolio risk assessment, investment analytics, REIT/ investment fund development, appraisal validation and survey research. Click on the links below for an outline of our capabilities in each area.
.......................................................................................................................................................
Statistical Modeling:
- Univariate and multivariate time series analysis
- LISREL, measurement, reliability and structural equation modeling
- Advanced multivariate linear and non-linear modeling
- Principal components and factor analysis
- Statistical analysis of property transactions and survey data
- Statistical sampling design for survey administration
- Experimental design and evaluation
- Neural network design
Financial Modeling:
- Maximization of objective functions through numerical optimization, i.e., portfolio optimization
- Factor-based risk model estimation and implementation
- Volatility and risk estimation
Monte Carlo Simulation:
Monte Carlo simulation can be an effective approach for analysts attempting to solve complex business problems involving uncertainty or risk. The Monte Carlo approach begins with the modeling of a business or economic process – with particular attention to measuring uncertainty in the process. This information is then used in simulations to understand not only the most likely outcome of a process, but the range of possible outcomes and their probabilities.
Boxwood has employed Monte Carlo techniques in a variety of real estate and investment projects where understanding and quantifying the risks and probabilities of future events is paramount. These applications include portfolio analysis, econometric/real estate forecasts, diversification studies and the construction of investment/hedge funds.
For more information on Boxwood’s Monte Carlo methodologies applied to a real estate setting, there are two citations of research articles on the Publications page (see the references to The RMA Journal and Real Estate Finance articles).
Systems Development:
- Multi-platform production system design and implementation
- Data integration, calculation, and presentation systems
- Real-time data analysis and delivery
|
