Concepedia

Valuation Adjustment Analysis

Valuation Adjustment Analysis is a formal methodological framework within appraisal review that systematically identifies, quantifies, and interprets deviations between estimated and reference property values to assess appraisal accuracy, reliability, and potential biases in real estate valuation.

35

Publications

2.1K

Citations

74

Authors

65

Institutions

Publications per year

2017–2026

11

Parents

Publications

35

Experts, amateurs, and real estate: An anchoring-and-adjustment perspective on property pricing decisions

Gregory B. Northcraft, Margaret A. Neale · Organizational Behavior and Human Decision Processes · 1987 · 1.1K citations

, , +8

A Longitudinal Examination of the Appraisal Smoothing Hypothesis

Julián Ruiz Díaz, Marvin Wolverton · Real Estate Economics · 1998 · 146 citations

, , +15

Funding, Collateral and Hedging: Uncovering the Mechanics and the Subtleties of Funding Valuation Adjustments

Andrea Pallavicini, Daniele Perini, Damiano Brigo · SSRN Electronic Journal · 2012 · 77 citations · Full text

, , +17

Nonlinear consistent valuation of CCP cleared or CSA bilateral trades with initial margins under credit, funding and wrong-way risks

Damiano Brigo, Andrea Pallavicini · Journal of Financial Engineering · 2014 · 57 citations

, , +17

KVA: Capital Valuation Adjustment

Andrew Green, Chris Kenyon, Chris Dennis · SSRN Electronic Journal · 2014 · 56 citations · Full text

, , +16

1–5 of 35

Authors

74

  1. DB
    Damiano Brigo

    Imperial College London, United Kingdom

    5 publications · 195 citations

    5

    h-index

  2. SC
    Stéphane Crépey

    Université d'Évry Val-d'Essonne, France

    3 publications · 76 citations

    3

    h-index

  3. AP
    Andrea Pallavicini

    Imperial College London, United Kingdom

    3 publications · 153 citations

    3

    h-index

  4. CK
    Chris Kenyon

    IBM Research - Zurich, Switzerland

    3 publications · 85 citations

    3

    h-index

  5. CB
    Cristin Buescu

    King's College London, United Kingdom

    2 publications · 42 citations

    2

    h-index

1–5 of 74

Institutions

65

  1. Imperial College London

    London, United Kingdom

    4 h-index

    7 publications

    263 citations

  2. University College London

    London, United Kingdom

    2 h-index

    2 publications

    66 citations

  3. University at Buffalo, State University of New York

    Buffalo, United States

    2 h-index

    4 publications

    94 citations

  4. Intesa Sanpaolo (Italy)

    Turin, Italy

    2 h-index

    2 publications

    96 citations

  5. Swedish National Bank

    Stockholm, Sweden

    2 h-index

    2 publications

    66 citations

  6. Bocconi University

    Milan, Italy

    2 h-index

    2 publications

    42 citations

  7. Université d'Évry Val-d'Essonne

    Évry-Courcouronnes, France

    2 h-index

    6 publications

    204 citations

  8. King's College London

    London, United Kingdom

    2 h-index

    3 publications

    69 citations

1–8 of 65

Venues

  1. SSRN Electronic Journal

    Repository · 8 publications · 253 citations

    8

    h-index

  2. Real Estate Economics

    3 publications · 209 citations

    3

    h-index

  3. International Journal of Theoretical and Applied Finance

    IJTAF · 3 publications · 93 citations

    3

    h-index

  4. Journal of Real Estate Research

    JRER · 3 publications · 71 citations

    3

    h-index

  5. arXiv (Cornell University)

    Repository · 2 publications · 38 citations

    2

    h-index

1–5