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Details about Michel Baroni

E-mail:
Phone:+33 1 34 43 30 92
Postal address:ESSEC BP 205 95021 CERGY-PONTOISE CEDEX FRANCE
Workplace:Département d'Économie, ESSEC Business School, (more information at EDIRC)

Access statistics for papers by Michel Baroni.

Last updated 2019-01-19. Update your information in the RePEc Author Service.

Short-id: pba133


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Working Papers

2018

  1. An index to forecast housing returns
    ERES, European Real Estate Society (ERES) Downloads

2017

  1. A changing model for Real Estate Returns: a factorial approach
    ERES, European Real Estate Society (ERES) Downloads

2016

  1. Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads View citations (2)
    Also in ERES, European Real Estate Society (ERES) (2013) Downloads

    See also Journal Article in Urban Studies (2017)
  2. Segmenting the Paris residential market using a Principal Component Analysis
    ERES, European Real Estate Society (ERES) Downloads

2014

  1. Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006
    ERES, European Real Estate Society (ERES) Downloads
  2. The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads
    See also Journal Article in Journal of Property Investment & Finance (2015)

2012

  1. Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (6)
    Also in Post-Print, HAL (2011) Downloads
    ERES, European Real Estate Society (ERES) (2010) Downloads

    See also Journal Article in Journal of Property Investment & Finance (2013)

2010

  1. LONG-TERM INFLATION HEDGING PROPERTIES OF DIRECT REAL ESTATE INVESTMENT: A METHODOLOGY TO STUDY INFLATIONíS PROTECTION GIVEN THE LEASE STRUCTURE AND THE INDEXATION USES
    ERES, European Real Estate Society (ERES) Downloads

2009

  1. A Repeat Sales Index Robust to Small Datasets
    Post-Print, HAL Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2009) Downloads
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2009) Downloads

    See also Journal Article in Journal of Property Investment & Finance (2011)
  2. Forecasting Real Estate Prices From a PCA Repeat Sales Index
    ERES, European Real Estate Society (ERES) Downloads
  3. Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes
    ERES, European Real Estate Society (ERES) Downloads

2008

  1. A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME
    ERES, European Real Estate Society (ERES) Downloads

2007

  1. Is it possible to construct derivatives for the Paris residential market?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2007) Downloads

    See also Journal Article in The Journal of Real Estate Finance and Economics (2008)
  2. May we Build Derivatives on the Paris Residential Market?
    ERES, European Real Estate Society (ERES) Downloads
  3. Optimal Holding Period for a Real Estate Portfolio
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (8)
    See also Journal Article in Journal of Property Investment & Finance (2007)
  4. Paris Repeat Sales Commercial Property Indices
    ERES, European Real Estate Society (ERES) Downloads
  5. Role of accreditation in real estate education
    ERES, European Real Estate Society (ERES) Downloads

2006

  1. Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (4)
  2. OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO
    ERES, European Real Estate Society (ERES) Downloads
    Also in THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2006) Downloads View citations (2)

2005

  1. A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (22)
  2. Monte-Carlo Simulations for Building Appraisal
    ERES, European Real Estate Society (ERES) Downloads

2004

  1. A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris
    ERES, European Real Estate Society (ERES) Downloads
  2. Physical Real Estate. A Paris Repeat Sales Residential Index
    ERES, European Real Estate Society (ERES) Downloads View citations (3)
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2004) Downloads View citations (6)
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2004) Downloads View citations (4)
  3. The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School Downloads View citations (10)
  4. Which Capital Growth Index for the Paris Residential Market?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2003) Downloads

2003

  1. Which Capital Growth for the Paris Residential Market?
    ERES, European Real Estate Society (ERES) Downloads

2002

  1. A Repeat Sales Index for Paris
    ERES, European Real Estate Society (ERES) Downloads View citations (1)

2001

  1. Analysing the real estate investment risk: The case of Paris
    ERES, European Real Estate Society (ERES) Downloads
  2. Indices de l'immobilier physique et facteurs systématiques de risque
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise Downloads
  3. Physical Real Estate: Risk Factors and Investor Behaviour
    ERES, European Real Estate Society (ERES) Downloads View citations (4)

Journal Articles

2017

  1. Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach
    Urban Studies, 2017, 54, (14), 3260-3280 Downloads View citations (2)
    See also Working Paper (2016)
  2. Market heterogeneity, investment risk and portfolio allocation: Applying quantile regression to the Paris apartment market
    International Journal of Housing Markets and Analysis, 2017, 10, (5), 641-661 Downloads

2015

  1. The impact of lease structures on the optimal holding period for a commercial real estate portfolio
    Journal of Property Investment & Finance, 2015, 33, (2), 121-139 Downloads View citations (2)
    See also Working Paper (2014)

2013

  1. Combining Monte Carlo simulations and options to manage the risk of real estate portfolios
    Journal of Property Investment & Finance, 2013, 31, (4), 360-389 Downloads View citations (8)
    See also Working Paper (2012)

2011

  1. A repeat sales index robust to small datasets
    Journal of Property Investment & Finance, 2011, 29, (1), 35-48 Downloads
    See also Working Paper (2009)

2008

  1. Is It Possible to Construct Derivatives for the Paris Residential Market?
    The Journal of Real Estate Finance and Economics, 2008, 37, (3), 233-264 Downloads View citations (5)
    See also Working Paper (2007)
  2. Un nouvel indice de risque immobilier pour le marché résidentiel parisien
    Revue économique, 2008, 59, (1), 99-118 Downloads View citations (2)

2007

  1. APCA Factor Repeat Sales Index for Apartment Prices in Paris
    Journal of Real Estate Research, 2007, 29, (2), 137-158 Downloads View citations (7)
  2. Optimal holding period for a real estate portfolio
    Journal of Property Investment & Finance, 2007, 25, (6), 603-625 Downloads View citations (2)
    See also Working Paper (2007)
 
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