Greer Advisors, LLC

 Innovators in Real Estate Analytics
   Research - This page needs to be updated!

As noted elsewhere on this site, Everett (Allen) Greer was the Director of Research for Real Estate Risk Assessment at Bank of America. In this role, he worked on worked on various risk rating committees, loss forecasting, and was responsible for managing most of the commercial real estate data for the bank. He was often dubbed the person who purchase more real estate data than anyone on the planet. The following is a partial collection of various papers on supply & demand analysis, various types of forecasting, modeling, loss analysis and other related work. Many papers and studies used by Mr. Greer are not available electronically; therefore, the collection below is considered a small partial collection.

If you are aware of additional articles / papers, please share with Mr. Greer.

Though all papers were obtained from public web sites, if you are an author, and do not wish your publication posted, please contact Mr. Greer for removal from this site.

For questions / comments, contact Mr. Greer.

The remainder of this page is constantly under construction.

Very Important Links:
Basel II from Federal Reserve
Commercial Mortgage Securitization Association (CMSA)
Fitch Inc. (Statistical Rating Agency, aka NRSO)
Journal of Real Estate Research (JRER)
Journal of Real Estate Portfolio Management (JREPM)
Journal of Real Estate Practice and Education (JREPE)
Markit Group, Ltd (provider of CMBx, CDx and other derivatives)
MIT - Commercial Real Estate Data Lab (MIT-CREDL)
Moody's Investor Service (Statistical Rating Agency, aka NRSO)
Mortgage Bankers Association (MBA)
Mortgage Industry Standards Maintenance Organization (MISMO)
National Association of Real Estate Investment Trusts (NAREIT)
National Council of Real Estate Investment Fiduciaries (NCREIF)
Real Capital Analytics (RCA)
Real Estate Research Institute (RERI)
Realpoint (Statistical Rating Agency, aka NRSO)
Risk Managers Association (RMA)
SEC Oversight of Rating Agencies
Standard and Poor's (Statistical Rating Agency, aka NRSO)
Trepp, LLC (provider of CMBS data)

Pub. Date (Y.M.D) Author(s) - (Company / Institution) Article / Paper Title File
2001.01.19 Robert Young (SSMB) A Brief Note on Effective Duration-Volatility Relationship
2000.10.20 Aldrich, Greenberg, Payner (JFI) A Capital Markets View of Mortgage Servicing Rights
1998.05.01 Goldman, Sachs & Co. A Guide to Relative To Relative Value in the Hybrid ARM Market
1997.01.10 Alan Jay Brazil (GSC) A Guide to Relative Value in a Market Directional World
1998.10.14 DiMartino, Chaudhary (SSB) A Guide to the Alternative-A Sector .
2001.07.06 Robert Young (SSMB) A Note on the Steeping Curve and Mortgage Durations
1990.01.01 Black, Derman, Troy (FAJ) A One-Factor Model of Interest Rates and Its Application to Treasury Bond Options
1997.02.14 Jablansky, Chau (SB) A Perspective on the Subprime Market
2001.08.03 Elena Crop (GS-FIR) A Review of Hybrid ARM Prepayment Rates
1999.08.16 Gjaja, Hayre (SSB) Advanta HEL Prepayment Model on YB
April 1999 Payden & Rygel Family of Funds After Euro - Another Wave of Opportunities
1998.05.22 DiMartino, Chaudhary (SSB) Alt-A Prepayment Speeds
1997.07.25 Lakhbir Hayre (SB) An Analysis of PAC IOs
2001.04.23 Bob Kulason (SSB) An Introduction to CMO Cashflow Structures .
1997.05.01 Bernt Oskendal (Univ. Oslo, Norway) An Introduction to Malliavin Calculus
None Alan Bain (StatsLab) An Introduction to Stochastic Calculus
Feb 1987 Pinkus, Hunter, Roll (GS-MSR) An Introduction to the Mortgage Market and Mortgage Analysis
2001.06.01 Mikhail Teytel (SSMB) An Update on the Evolution of the Mortgage Origination Process
2001.01.18 Hayre, Young, Katsumata, Ivanov (SSMB) Analysis and Modeling of Japanese Prepayments .
1997.09.05 Hayre, Bhattacharya (SB) Analysis of Hybrid ARMs
April 2000 Hayre, Chaudhary, Young (SSB-MR) Anatomy of Prepayments .
1998.08.14 Hayre, Young (SSB) Assessing Prepayment Model Risk
1999.02.12 Chaudhary (SSMB) Assessing Relative Value in Fannie Mae Is
Vol 18, #1, 1999 Luis C. Mejia (JRER) Availability of Credit and Loan Default - JRER
2008.06.24 Panagopoulos, Vlamis Bank Lending, Real Estate Bubbles and Basel II
May 1994 Lembke, DiMartino (SB) B and C Borrowers - A New Frontier in the Nonagency Market
NA Forster, McDonald, Smith (Univ. Southampton, UK) Binomial and Multilogistic Regression Models
1998 The Bond Market Association BMA Guide to ABS .
2001 The Bond Market Association BMA Guide to CMO .
2000 The Bond Market Association BMA Guide to MBS .
1999.09.09 Arora, Candido, Nabar (LB-MBS/ABS-R) Borrower Characteristics and Mobility
1997.01.31 Sparks, Nabar, Firoozye (LB-FIR) Borrower Characteristics and Prepayments .
1999.05.28 Young, Schmitt, Herman, Wood (SSB) Bucketing of CMO Collateral
1999.10.19 Ren, Nabar, Kannambadi, Nagaraj (LB-MSB/ABS-R) Callable MBS - Risk Characteristics and Valuation Model .
1995.10.20 Goldman Sachs - MSR Capture the Value of Mortgages Using Options
Vol 30, 2002 Harding, Sirmans (REE) Choice Between DPO and Extension
1999.08.27 Ivan Gjaja (SSB) Comparison of Effective Durations and WALs for HEL Sequentials
2007.01.05 Jose Lopez, (FRB-SF) Concentrations in Commercial Real Estate Lending
2000.05.26 Debashis Bhattacharya (SSB) Coupon Dispersion in Hybrid ARMs
2000.10.06 Ivan Gjaja (SSB) Credit Drift in Hybrid Subprime Mortgage Pools
1995.11.03 Lembke, DiMartino (SB) Credit Enhancing High LTV Mortgages in Nonagency MBS
2001.06.22 Ivan Gjaja (SSB) Credit Trends in Subprime Mortgage Lending - Case Review
2001.05.18 Ivan Gjaja (SSB) Deep Mortgage Insurance in the Subprime Market
Oct 1999 Ciochetti, Shilling (Univ. NoCarol-CH) Default Losses and Commercial Mortgage Part I
Oct 1999 Ciochetti, Shilling (Univ. NoCarol-CH) Default Losses and Commercial Mortgage Part II
Summer 2008 Olga Malkova (UC Berkeley) Determinants of Foreclosure: A Chicago Case Study
June 1999 Archer, Elmer, Harrison, Ling (FDIC - Wkg Paper) Determinants of Multfamily Mortgage Default 99-2
1998.09.11 Jablansky, Gjaja (SSB) Differential Performance in HELs
1996.08.16 Peter DiMartino (SB) Differentiating Alternative-A and BC Mortgage Programs
1999.05.14 Hayre, Young (SSB) Directionality and Mortgage Durations
1997.01.17 Goldman Sachs - FIR Dubious Payups for New Issues
2001.08.03 Ivan Gjaja (SSB) Effect of MOATS and Volatities on Real Estate ABS Valuations
Sept 1996 Hayre, Change (SB-FIR) Effective and Empirical Durations of Mortgage Securities
Vol 10, #5, 1995 Crawford, Rosenblatt (JRER) Efficient Mortgage Default Option Exercise - Evidence from Loss Severity
1996.10.04 Hayre, Change (SB) Empirical Durations - Sanity Checks
1997.08.08 Goldman Sachs - FIR Empirical Durations on Strips
2001.01.18 Ranjit Bhattacharjee (SSB) Error Correction Adjustments in the SSB Prepayment Model
1999 Shiller, weiss (JREFE) Evaluating Real Estate Valuation Systems
1997.01.10 Peter DiMartino (SB) Examining Agency and Non-Agency CMO OASs
1999.06.25 Peter DiMartino (SB) Examining Loss Severity in Non-Agency MBSs
April 2003 Stouse, Telfeyan, Anderson, Waller (BAS-CMR) Excess Returns
1997.01.24 Robert Kulason (SB) Exploiting Inefficiencies in the Agency CMO Mkt
1997.01.31 Robert Kulason (SB) Exploiting Inefficiencies in the Mortgage Derivatives Market
2000.11.03 Robert Young (SSB) FHA Mortgage Insurance Changes
2004.04.21 Vrchota, Johnson (Fitch-SF) Fitch Retranching .
2003.11.18 Chambers, Lynn (Fitch-SF) Fitch-PariPassu .
None Ciochetti, Riddiough (RERI) Foreclosure Loss and the Foreclosure Process-An Examination of Commercial Mortgage Performance
1998 Elmer, Selig (FDIC) Foreclosure Trends
2001.01.11 Vladmimir Piterbard (Univ. Chicago) Foward Measures and Changes in Numeraire
1997.04.09 Akiva Dickstein (LB-FIR) From Jumbos to HELs - Prepayments .
2001.05.02 Kulason, Hayre, Ivanov (SSB-FIR) Gaining Exposure to Mortgage Benchmarks - A Guide
1997.10.10 Chaudhary, Hayre (SB) Gauging the Effect of Automated Underwriting on Alternative-A Collateral Prepayments
Mar 1999 Lakhbir Hayre (SSB-FIR) Guide to Mortgage Backed Securities .
None Vladmimir Piterbard Heath-Jarrow-Morton Framework
2001.08.16 Y. K. Chan (SSB-FIR) Hedging Mortgage Pass-Throughs .
2001.02.23 Y. K. Chan (SSB) Hedging the Volatility Skew
1997.04.03 Salomon Brothers HEL NAS Bonds
Mar 1996 Firoozye, Dickstein (LB-FIR) HELs - Lehman Prepayment and Default Model .
1999.08.13 Young, Hayre (SSB) Higher Rates and Their Effect on Housing Turnover
1998.05.01 Wing F. Chau (SSB) Home Equity NAS IOs
2009.01.14 Several Housing Markets and the Economy
1997.09.08 Patruno, Nagel (GS-FIR) How Should Mortgage Investors Look at Actual Volatilty
2001.11.29 Debashis Bhattacharya (SSB-MR) Hybrid ARM Valuation
2000.06.05 Bhattacharya, Hayre (SSB - FIR) Hybrid ARMs
1997.09.12 Teles, Belur (GS-FIR) Hybrid ARMs - A Growing Market With Value
2000.02.11 Goldman Sachs - FIR Impact of Mortgage Rate Propagation on IO PO
2000.06.23 Debashis Bhattacharya (SSB) Impact of One-Year Rates on the Valuation of ARMs
1999.05.28 Ivan Gjaja (SSB) Impact of Prepayment Penalties on Subprime Collateral
2001.02.12 Hayre, Ivanov (SSB-FIR) Impact of the Internet on Mortgage Prepayments
1999.07.30 Gjaja, Jablansky (SSB) Implied Volatilities and Spreads Between HEL Sequentials and Credit Card ABSs
1999.04.30 Gjaja, Jablansky (SSB) Improving The Convexity of MH Sequentials
1998.08.07 Peter A. DiMartino (SSB) Interest Shortfalls in Nonagency MBS
2001.05.07 Averbukh, Teytel (SSB-FIR) Introduction to OTC Options on Mortgage Backed Securities
None Vladmimir Piterbard Introduction to the Hull-White Model
1997.08.22 Anthony Lembke (SB) Investing in Non-putable FHA Projects
1999.12.17 Robert Young (SSB) IO Hedge - Ten Year or Current Coupon
1998.05.29 Gjaja, Hayre (SSB) Issuer Specific HEL Prepayment Models on YB
1999.05.28 Chaudhary, DiMartino (SSB) Jumbo Prepayment-Penalty Transactions
1997.04.10 Biby, Nabar, Jain, Kannambadi (LB-FIR) Lehman Prepayment Model for GNMA ARMs .
1998.11.17 Kazarian, Joneja, Ren (LB-MBS/ABS-R) Lehman Yield Curve Model - Implications for MBS .
None Vladmimir Piterbard Libor Market Models
Sept 2009 Jiri Witzany (Charles Univ.) Loss, Default, and Loss Given Default Modeling
Feb 2002 Gupton, Stein (Moodys) LOSSCALCTM: Mode for Predicting Loss Given Default
None Brian A. Ciochetti Loss Characteristics of Commercial Mortgage Foreclosures
2001.11.12 Mingelgrin, Prasad (LB-MBS/ABS-S) Manufactured Housing Prepayments and Defaults
None Vladmimir Piterbard Market Models
2000.10.27 Bob Kulason (SSB) MBS OASs Relative to Those of Competing Spread Sectors During Periods of Crisis
1997.02.21 Hayre, Young (SB) MBS Price Changes and OAS Widening - Some Nuances and Complexities
1999.01.12 Peter J. Crosbie (KMV) Modeling Default Risk
Dec 1995 Claire, Dicke, Doll, et al (AAA-CLIFR) Modeling Mortgage and Real Estate C-1 Risk - Life Co .
Aug 1998 Gjaja, Hayre, Jablansky, Chau (SSB-FIR) Modeling of Fixed-Rate HEL Prepayments
1998.03.20 Salomon Smith Barney Monthly Variation in HEL Prepayment Speeds
2003.11.20 Brian Furlong (Moody's-SF) Moodys-CollatSubstitun .
Nov 2003 Ali Sistani (Moody's-GCR) Moodys-FrMacDirectPay .
2004.04.12 Philipp, Voumvourakis, Rubin, Furlong (Moody's-SF) Moodys-LageOfcLoans .
2003.11.13 Gordon, Dziadul (Moody's-SF) Moodys-LTV-Delinq .
2003.12.01 Gordon, Dziadul (Moody's-SF) MoodysOnMigration .
2004.01.08 Daniel B. Rubock (Moody's-SF) Moodys-PariPassu .
2001.09.28 Robert Young (SSB) More On Mortgage Rates
Oct 1995 Yongheng Deng (UC Berkeley-Econ) Mortgage Termination - An Empirical Hazard Model with Stochastic Term Structure
1996.03.08 Goldman Sachs - MSR Mortgage Banker Consolidation Means Structurally Faster Refinancings
2001.03.06 Lakhbir S. Hayre (SSB-FIR) Mortgage Durations and Price Moves
2002.09.30 Jerry Crute (ACLI) Mortgage Loan Portfolio Profile - ACLI June 2002
None Gregg N. Patruno (GS-MSR) Mortgage Prepayment Modeling II
1997.07.25 Kyle Nagel (GS-FIR) Mortgage Risk Measures - What They Mean and How to Use Them
Feb 1999 Deng, Quigley, Van Order (Econometrica) Mortgage Terminations, Heterogeneity and the Exercise of Mortgage Options
None Goldman Sachs Mortgages and Callable Debentures - An OAS Primer
2001.08.03 Chan, Russell, Teytel (SSB) Motgage Option-Adjusted Term Structure Model - MOATS
2000.10.05 Kevin Quinn (Univ. Washington) Motivating Binary Response Regression Models
Vol 29, #3, 2001 Clapp, Goldberg, Harding, LaCour-Little (JREE) Movers and Shuckers - Interdependent Prepayment Decisions
Vol 4, #1, 1998 Goldberg, Capone (OFHEO - JPDR) Multifamily Mortgage Credit Risk-Lessons from Recent History
2001.03.08 Ivan Gjaja (SSB-FIR) New Model of Subprime Mortgage Rates
2001.03.09 Ivan Gjaja (SSB) New Model of Subprime Mortgage Rates - Valuation Implications
1997.05.16 DeMeo, Kam (SB) New Prepayment Model and Fixed-Volatility Assumptions - Impact on the Mortgage Index
1996.11.15 Peter DiMartino (SB) Nonagency CMO Issuance
1997.06.27 Peter DiMartino (SB) Nonagency MBS Information - Extensive but Lacks Uniformity
1999.11.12 Goldman Sachs (FIR) Observations on Hybrid ARM Empirical Durations
2000.08.14 Ambrose, Capone, Deng (JREFE) Optimal Put Exercise - An Empirical Examination of Conditions for Mortgage Forclosure
1999.12.10 Ivan Gjaja (SSB) Option Cost of HEL and MH Pass-Throughs
2000.09.29 Akesson, Lehoczky (Carnegie Mellon Univ) Path Generation for Quasi-Monte Carlo Simulation of MBS
2000 Vladmimir Piterbard (BofA) PDE Lattice for Hull-White Model
1997.12.12 Samuel Choi (SB) PO Convexity Drift
Nov 2003 Conner, Liang (PREI) PREI-OfcNov03
1998.06.05 Gjaja, Hayre (SSB) Prepayment and Valuation Comparisons for New and Old HEL Models
2001.03.30 Young, DiMartino (SSB) Prepayment Behavior of Australian Mortgages
Oct 1997 Arora, Jain, Nabar (LB-FIR) Prepayment Behavior of Credit Impaired Borrowers
1996.09.27 Hayre, Young (SB) Prepayment Characteristics of Hybrid ARMs
2001.02.09 Hayre, Teytel, Young (SSB) Prepayment Model Update
1996.12.06 Goldman Sachs (FIR) Prepayment Model Update - Greater Efficiency Greater Diversity
1999.08.13 Peter DiMartino (SSB) Prepayment Penalties Reduce Subprime MBS Speeds
None Berkovec, Canner, Hannan, Gabriel Race Redlining
2001.04.20 Jozoff, Loshak (GS-FIR) Rate Level, Not Curve Shape, Should Drive Mortgages
Spring 2003 Heflin, Baines (IFE-REI) Real Estate Debt - Which Offers the Most Return
2000.07.07 Gjaja, Nekipelova (SSB) Recent Servicing Performance of Financially Distressed Subprime Issuers
2001.11.29 Debashis Bhattacharya (SSB-MR) Recent Trends in Hybrid ARMs
2001.02.02 Gjaja, Nekipelova (SSB) Recent Trends in Manufactured Housing
1999.07.16 Ivan Gjaja (SSB) Relative Value - Credit Card HEL and MH OASs
2001.02.09 Chan, Russell, Teytel (SSB) Release of New Model for Mortgage Rates
1998.12.18 Chaudhary, Young, DiMartino (SSB) Relocation Prepayments
2001.03.05 Quantum Finance Residential Mortgage Prepayments - Issues Model Structure and Implementation .
2000.09.15 Gjaja, Nekipelova (SSB) Review of Subprime Mortgage Prepayments and Credit
1997.06.06 Kyle Nagel (GS-FIR) Rich Cheap Regressions for TBA Pass Throughs - A User Guide
2000.01.13 Arora, Heike, Mattu (LB-MBS/ABS-R) Risk and Return in the Mortgage Market
2000.05.19 Ivan Gjaja (SSB) Risk of Principal Loss on a HEL Mezzanine Bond
None George Nuemann (Handbook of Applied Economics) Search Models and Duration Data
1996.04.19 Peter DiMartino (SB) Senior Nonagency Lock Out Bonds - Superior Call Protection and Triple A Credit
1999.06.04 Robert Young (SSB) Similar to Empirical Durations OAS Correlations Can Also Mislead
Vol 16, #1, 1999 Esaki, L'Heureux, Snyderman (JREF) Snyderman 1999 JREF
1996.09.20 Goldman Sachs (MSR) Spread Convexity
2000.06.19 Goldman Sachs (FIR) State of The ARM Market
1997.07.25 Shreve, Chalasani, Jha (Carnegie Mellon Univ) Stochastic Calculus and Finance
2001.07.27 Jozoff, Loshak (GS-FIR) Strategies in a Steep Curve Environment
1999.06.18 Corcoran, Phillips (JPMorgan) Stress and Defaults in CMBS Deals
1999.02.26 Goldman Sachs (FIR) Swaps Are Not the New Benchmark for Most)Investors
2001.10.19 Robert Young (SSB) Test Prepayment Release
1997.05.30 Peter DiMartino (SB) The Alternative-A Nonagency Subsector - A Primer
Jan 1999 Chaudhary, Hayre (SSB-FIR) The Evolution of the Mortgage Origination Process
1998.11.20 Hayre, Chaudhary (SSB) The Fuzziness of Mortgage Rates
2001.08.03 Mikhail Teytel (SSB) The Impact of GSEs on the Alternative-A Sector
2000.06.23 Nekikelova, Gjaja (SSB) The Impact of HEL Collateral Performance on Spread Tiering
1999.11.19 Sharad Chaudhary (SSB) The Impact of WAC Dispersion on IO Valuations
2000.02.04 Hayre, Young, Chan (SSB) The Inverted Yield Curve and Mortgage Valuation
1999.02.05 Peter DiMartino (SSB) The Loss Curve and Yield Sensitivity of Below Investment Grade Residential Mortgages
Nov 1999 Young, Hayre, Chaudhary (SSB-FIR) The Mechanics of Investing in Mortgage and Asset Backed Securities
1996.11.01 Hayre, Chang (SB) The Multiple Dimensions of Mortgage Durations
Jul 2001 Eknath Belbase (Andrew Davidson & Co) The New Andrew Davidson Prepayment Model
2000.01.14 Peter DiMartino (SSB) The Nonagency MBS Market - A Look Back at the 1990s
Jan 1998 Y. K. Chan (SSB-FIR) The Relationship Between Exchange Rates Swap Spreads and Mortgage Spreads
1994.02.09 Vakaloloulos, Moran, Garrison, Helton (KP-ER) The Rise and Fall and Rise of REITS Kidder Peabody Equity Research 2.9.94 Handout .
1996.04.26 Goldman Sachs (MSR) The Spread Differential - Mortgages and Agency Debentures
1999.01.29 Ivan Gjaja (SSB) The Stepdown Test and Extension of HEL Subordinates
1998.12.18 Hayre, Bhattacharya (SSB) Update to ARM Prepayment Model
2000.06.02 Bhattacharya, Hayre (SSB) Update to Hybrid Prepayment Model
1999.10.22 Chaudhary, Young, Hayre (SSB) Update to SSB Prepayment Model
Aug 2002 Deng, Gabriel (USC-FBE) USC - FBE - 02-10 Research Paper
Feb 2001 Karoui, Martellini (USC-FBE) USC - FBE -01-09 Research Paper
1999.06.25 Clamp, Myers (USC) USC - Graaskamp and Definition of Rigorous Research
1996.12.09 Goldman Sachs (FIR) Using OAS and Empirical OAS to Find Value in Vintages and Coupons
1996.11.19 Goldman Sachs (FIR) Valuation and Hedging of Inv Floaters
1999.12.03 Goldman Sachs (FIR) Valuation and Hedging of Inv IOs
Aug 1998 Y. K. Chan (SSB-FIR) Valuation of Inverse IOs and Other MBS Derivatives
1999.11.19 Debashis Bhattacharya (SSB) Value in Hybrid ARMs
1998.08.21 Goldman Sachs (FIR) Value in Relocation Mortgages
2000.08.18 Ivan Gjaja (SSB) Value of Prepayment Penalty Cash Flows for Subprime Mortgage Collateral
1998.09.18 Salomon Smith Barney Valuing Available Funds Caps on HEL Floaters off Fixed-Rate Collateral
1999.07.09 Goldman Sachs (FIR) Valuing the Hybrid Tail
1997.07.03 Kyle Nagel (GS-FIR) Volatility and the Mortgage Market - A Primer
2001.02.20 Hemanth P. Nagaraj (LG-FIR) Volatility Exposure of MBS - A Comprehensive Study of Partial Vegas .
1995.11.22 Goldman Sachs (FIR) What Do People Mean When They Talk About Prepayment Risk
1995.11.03 Goldman Sachs (FIR) When Does Negative Convexity Really Hurt
1998.07.24 Goldman Sachs (FIR) Where Angels Fear to Tread - Mortgages and Swaptions
1997.11.14 Hayre, Chaudhary (SB) Whole Loan Prepayments and Modeling
1998.10.02 Hayre, Young (SSB) Why OASs Change
2001.10.25 Aleksandar Kocic (LB-FIR) Why Should Convexity Hedgers Care About Long Volatilities .
Aug 2001 Deng, Quigley (IBER) Wood-Head Behavior and The Pricing of Residential Mortgages .
1997.10.31 Hayre, Young (SB) Wrestling With Mortgage Durations
2001.08.03 Mikhail Teytel (SSB) YB Defaults For Mortgage Prepayments
None Goldman Sachs (FIR) Yield Curve Flattening - Historical and Current Perspectives

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