Walter N. Torous
Affiliations: | University of California, Los Angeles, Los Angeles, CA |
Area:
Management Business Administration, FinanceGoogle:
"Walter Torous"Children
Sign in to add traineeShane D. Shepherd | grad student | 2008 | UCLA |
Alberto Plazzi | grad student | 2010 | UCLA |
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Publications
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Ghent AC, Torous WN, Valkanov RI. (2019) Complexity in Structured Finance The Review of Economic Studies. 86: 694-722 |
Ghent AC, Torous WN, Valkanov RI. (2019) Commercial Real Estate as an Asset Class Review of Financial Economics. 11: 153-171 |
Linnainmaa JT, Torous W, Yae J. (2016) Reading the tea leaves: Model uncertainty, robust forecasts, and the autocorrelation of analysts’ forecast errors Journal of Financial Economics. 122: 42-64 |
Plazzi A, Torous WN, Valkanov RI. (2011) Exploiting Property Characteristics in Commercial Real Estate Portfolio Allocation The Journal of Portfolio Management. 37: 39-50 |
Plazzi A, Torous W, Valkanov R. (2010) Expected Returns and Expected Growth in Rents of Commercial Real Estate Review of Financial Studies. 23: 3469-3519 |
Plazzi A, Torous WN, Valkanov RI. (2008) The Cross‐Sectional Dispersion of Commercial Real Estate Returns and Rent Growth: Time Variation and Economic Fluctuations Real Estate Economics. 36: 403-439 |
Schwartz ES, Torous WN. (2007) Commercial office space: Testing the implications of real options models with competitive interactions Real Estate Economics. 35: 1-20 |
Hong H, Torous WN, Valkanov R. (2007) Do industries lead stock markets Journal of Financial Economics. 83: 367-396 |
Dierker M, Quan DC, Torous WN. (2005) Valuing the Defeasance Option in Securitized Commercial Mortgages Real Estate Economics. 33: 663-680 |
Berardi A, Torous W. (2005) Term Structure Forecasts of Long-Term Consumption Growth Journal of Financial and Quantitative Analysis. 40: 241-258 |