May 2014

Weimer School Session
North Palm Beach, FL  33408-4424

Friday, May 16 – Sunday, May 18, 2014


Presentations from Session

Session Topic #1 Aspects of Real Estate Risk

Dr. Eva Steiner (University of Cambridge) “Macroeconomic Risk Factors and the Role of Mispriced Credit in the Returns from International Real Estate Stocks”
Dr. Konstantin Magin (University of California – Berkeley) “Measuring Risk Premiums for Real Estate Securities”
Dr. Jeffrey D. Fisher
(Homer Hoyt Institute)
“Measuring Risk Capital Using NCREIF Data” 
Dr. Andy Naranjo
(University of Florida)
“The Impacts of Leverage for Real Estate Risk:  A Study of International Securities Markets”
Panel Discussion:
The Release of Fannie and Freddie Data:  Opportunities for Research

Mr. Mark D. Hanson
(Freddie Mac)
N/A (no presentation shown)
Dr. Xudong An
(San Diego State University)
Dr. Anthony Pennington-Cross (Marquette University)  
Panel Discussion:  
Automated Valuation Models, Price Trend Analysis, and Big Data Mining

Mr. Thomas W. Showalter (Digital Risk)  “Veritas Valuation
Session Topic #2:
Lessons Learned, Risk Analysis and Counter-Cyclical Capital Policies

Dr. James Follain
(Collateral Analytics and Rockefeller Institute of Government)
“Regional Price Bubbles and Implications for Credit Risk Management”
Dr. Michael Lea
(San Diego State University and Cardiff Economic Consulting)
“Housing Finance in the Aftermath of the Crisis”  
Dr. Tyler Yang
(Integrated Financial Engineering)
“Re-default Risk of Modified Mortgages”
Panel Discussion:   The Outlook for Housing Reform

Dr. Michael Berman, JD
(Michael Berman Consulting LLC)
N/A (No presentation shown) 
Dr. Laurie Goodman
(Urban Institute)
“The Housing Finance Market: With and Without GSE Reform”
Dr. Joseph S. Tracy
(Federal Reserve Bank of New York)
 “Issues in Mortgage and Housing Finance:  GSE Reform Proposals”

May 2014 Weimer School Postdoctoral Honoree Presentations

Dr. Itzhak (Zahi) Ben-David he Ohio State University) “Do Loan Officers’ Incentives Lead to Lax Lending Standards?”
Dr. Stephanie Moulton
(The Ohio State University)
“An Analysis of Default Risk in the Home Equity Conversion Mortgage (HECM) Program”
Dr. Peng (Peter) Liu
(Cornell University)
“Sponsor-Underwriter Affiliation & The Performance of Non-Agency Mortgage-Backed Securities”


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