Details about Michel Baroni

Access statistics for papers by Michel Baroni.

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

Short-id: pba133

Working Papers

2018

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

2017

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

2016

3. 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 View citations (2)
   Also in ERES, European Real Estate Society (ERES) (2013)
   See also Journal Article Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach, Urban Studies, Urban Studies Journal Limited (2017) View citations (3) (2017)
4. Segmenting the Paris residential market using a Principal Component Analysis
   ERES, European Real Estate Society (ERES)

2014

5. Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006
   ERES, European Real Estate Society (ERES)
6. 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
   See also Journal Article The impact of lease structures on the optimal holding period for a commercial real estate portfolio, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2015) View citations (3) (2015)

2012

7. Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios
   ESSEC Working Papers, ESSEC Research Center, ESSEC Business School View citations (6)
   Also in ERES, European Real Estate Society (ERES) (2010)
   Post-Print, HAL (2011)
   See also Journal Article Combining Monte Carlo simulations and options to manage the risk of real estate portfolios, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2013) View citations (8) (2013)

2010

8. 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)

2009

9. A Repeat Sales Index Robust to Small Datasets
   Post-Print, HAL
   Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2009)
   THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise (2009)
   See also Journal Article A repeat sales index robust to small datasets, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2011) (2011)
10. Forecasting Real Estate Prices From a PCA Repeat Sales Index
    ERES, European Real Estate Society (ERES)
11. Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes
    ERES, European Real Estate Society (ERES)

2008

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

2007

13. Is it possible to construct derivatives for the Paris residential market?
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
    Also in ESSEC Working Papers, ESSEC Research Center, ESSEC Business School (2007)
    See also Journal Article Is It Possible to Construct Derivatives for the Paris Residential Market?, The Journal of Real Estate Finance and Economics, Springer (2008) View citations (5) (2008)
14. May we Build Derivatives on the Paris Residential Market?
    ERES, European Real Estate Society (ERES)
15. Optimal Holding Period for a Real Estate Portfolio
    ESSEC Working Papers, ESSEC Research Center, ESSEC Business School View citations (8)
    See also Journal Article Optimal holding period for a real estate portfolio, Journal of Property Investment & Finance, Emerald Group Publishing Limited (2007) View citations (2) (2007)
16. Paris Repeat Sales Commercial Property Indices
    ERES, European Real Estate Society (ERES)
17. Role of accreditation in real estate education
    ERES, European Real Estate Society (ERES)

2006

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

2005

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

2004

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

2003

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

2002

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

2001

28. Analysing the real estate investment risk: The case of Paris
    ERES, European Real Estate Society (ERES)
29. Indices de l'immobilier physique et facteurs systématiques de risque
    THEMA Working Papers, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise
30. Physical Real Estate: Risk Factors and Investor Behaviour
    ERES, European Real Estate Society (ERES) 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 View citations (3)
   See also Working Paper Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach, THEMA Working Papers (2016) View citations (2) (2016)
2. Market heterogeneity, investment risk and portfolio allocation
   International Journal of Housing Markets and Analysis, 2017, 10, (5), 641-661

2015

3. 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 View citations (3)
   See also Working Paper The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio, ESSEC Working Papers (2014) (2014)

2013

4. Combining Monte Carlo simulations and options to manage the risk of real estate portfolios
   Journal of Property Investment & Finance, 2013, 31, (4), 360-389 View citations (8)
   See also Working Paper Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios, ESSEC Working Papers (2012) View citations (6) (2012)

2011

5. A repeat sales index robust to small datasets
   Journal of Property Investment & Finance, 2011, 29, (1), 35-48
   See also Working Paper A Repeat Sales Index Robust to Small Datasets, Post-Print (2009) (2009)

2008

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

2007

8. APCA Factor Repeat Sales Index for Apartment Prices in Paris
   Journal of Real Estate Research, 2007, 29, (2), 137-158 View citations (7)
9. Optimal holding period for a real estate portfolio
   Journal of Property Investment & Finance, 2007, 25, (6), 603-625 View citations (2)
   See also Working Paper Optimal Holding Period for a Real Estate Portfolio, ESSEC Working Papers (2007) View citations (8) (2007)