---
title: High Frequency Risk Pricing for Real Estate Securities
url: https://www.ml-quant.com/papers/ssrn/4786792/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4786792
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4786792
featured: 2024-04-10
citations: unknown
topic: Trading, Microstructure & Execution
---


# High Frequency Risk Pricing for Real Estate Securities

A paper has found that the pricing of default interest rate, liquidity, and excess liquidity risks for securitized commercial real estate securities can yield significant returns, with the first estimates made at intraday frequencies.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4786792
- Identifier: SSRN 4786792
- Released: 2024-02-12
- First featured: Quant Letter No. 44 (2024-04-10): https://www.ml-quant.com/issues/2024-04-10/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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