Journal of Real Estate Portfolio Management

1996 - 2024

Current editor(s): Peng Liu and Vivek Sah

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Volume 30, issue 2, 2024

Shaping the Future: 30 Years of Trends and Thought Leadership in Commercial Real Estate pp. 85-90

Peng Liu

Investable Real Estate Allocations in a Mixed Asset Portfolio; Both Long Term and During Different Cycles pp. 91-102

Glenn R. Mueller and Andrew G. Mueller

Spillover Effect of Large Building Construction on Neighborhood Office Rents pp. 103-120

Kazushi Matsuo, Morito Tsutsumi and Toyokazu Imazeki

Real Estate Portfolio Diversification by Sectors Using a RAL Approach pp. 121-136

Ying Zhang, Wikrom Prombutr and J. Andrew Hansz

Volume 30, issue 1, 2024

Third-and Fourth-Tier City Real Estate Collection Trust Plan: Research on Risk Assessment System pp. 1-19

Fateh Saci

Volatility Transmission: Evidence from U.K. REIT & Stock Market Implied Volatility pp. 20-35

Mutale Katyoka and Simon Stevenson

Diversification and Cost of Public Debt for REITs: Evidence from the US pp. 36-53

Islam Ibrahim and Heidi Falkenbach

Creating the XLRE: Market Implications for REITs and the Real Estate Sector pp. 54-65

Kimberly R. Goodwin and Shinhua Liu

Can at-the-Market Offerings Affect REIT Debt Maturity Choice? pp. 66-84

Zhilu Lin, Wentao Wu and Suyan Zheng

Volume 29, issue 2, 2023

On the Effects of Consumer Sentiment on House Permits: Asymmetric Evidence From State-Level Data in the United States pp. 79-105

Mohsen Bahmani-Oskooee, Hesam Ghodsi and Muris Hadzic

The Financial Performance of Newly Launched Chinese Infrastructure REITs pp. 106-126

Xiaorui Piao and Bin Mei

Brazilian REITs: Are They an Opportunity for Diversification and Performance? pp. 127-139

Márcio R. Bernardo, Carlos Heitor Campani and Raphael Moses Roquete

REITs and Diversification in a Retirement Withdrawal Portfolio pp. 140-150

Danny M. Ervin and Joseph C. Smolira

Real Estate Return Distributions with New NCREIF Data Series pp. 151-176

Michael S. Young and Roger J. Brown

Volume 29, issue 1, 2023

Acknowledgment of Distinguished Reviewers for JREPM pp. i-i

The Editors

Retail Property Price Index Forecasting through Neural Networks pp. 1-28

Xiaojie Xu and Yun Zhang

An Asymmetric Panel Error-Correction Model of Australian Office Rents pp. 29-42

Simon Stevenson, Alexandra Krystalogianni, Fotis Mouzakis and James Young

REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading pp. 43-60

Clemens Kownatzki, Dongshin Kim, Abraham Park and Sunghoon Kwon

Investor Inattention to Earnings Surprises: Evidence from REIT and Tenant Information Transmission pp. 61-77

Ryan G. Chacon and Jocelyn D. Evans

Volume 28, issue 2, 2022

Pandemic Proof Property Companies pp. 109-138

David M. Harrison and Hainan Sheng

Are REIT Dividend Changes a Firm-Specific or an Industry-Level Signal? Evidence From the Decomposition of Stock Returns pp. 139-152

Jong-Rong Chiou, Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan

Is Farmland a Common Risk Factor in Asset Pricing Models? pp. 153-165

Ashraf Noumir and Michael Langemeier

Constructing a House Price Index for Saudi Arabia pp. 166-182

Saeed N. Algahtani

Do Designated Sales Agents in ATM Offerings Exploit Post-Earnings-Announcement Drift? Evidence from Real Estate Investment Trusts pp. 183-204

Yu-Jou Pai, Dazhi Zheng and Suyan Zheng

Volume 28, issue 1, 2022

Real Estate Investment Trusts and Commercial Property Markets in US pp. 1-12

Majid Haghani Rizi

Institutional Segmentation and Dynamic REIT Demand pp. 13-32

Frank Gyamfi-Yeboah, Cayman Seagraves and Philip Seagraves

On the Risk of Novel Specialized REITs pp. 33-47

Xiaorui Piao, Wenjing Yao and Bin Mei

Real Estate ETNs in Strategic Asset Allocation pp. 48-61

Steffen P. Sebastian and Bertram I. Steininger

Short-Term REIT Performance under Pandemic Conditions pp. 62-77

Vivek Bhargava and H. Shelton Weeks

Unstable Unsmoothing—An Evaluation of Correction Procedures for Appraisal-Based Real Estate Indices pp. 78-107

Andreas M. Gohs, Pascal Frömel and Steffen Sebastian

Volume 27, issue 2, 2021

A Comparison of NCREIF, INREV, and ANREV Open-End Core Fund Indices pp. 89-103

Barrett A. Slade, Jeffrey D. Fisher and Joe D’Alessandro

Institutional Investors and Home-Biased REITs pp. 104-120

Lucia Gibilaro and Gianluca Mattarocci

GICS and the Real Estate Reclassification Revolution pp. 121-136

Kimberly R. Goodwin and Shinhua Liu

Soft Information and the Underpricing of REIT Seasoned Equity Offerings pp. 137-148

James C. Brau, J. Troy Carpenter, James E. Cicon and Shelly Howton

Impact of Global Residential Real Estate on Portfolio Diversification pp. 149-165

Arif Qayyum and Walayet A. Khan

On the Link between Policy Uncertainty and House Prices: Asymmetric Evidence from State-Level Data in the United States pp. 166-185

Mohsen Bahmani-Oskooee, Radames Azaryan and Seyed Hesam Ghodsi

Volume 27, issue 1, 2021

How Does Information Asymmetry Affect REIT Investments? Cost of Capital, Performance, and Executive Compensation pp. 1-19

Zifeng Feng

Dynamic Spillovers between REITs and Stock Markets in Global Financial Markets pp. 20-28

Jose Gomez-Gonzalez and Jorge Hirs-Garzon

Is There Convergence Between BRICS Listed Property Stocks and International REITs? pp. 29-42

Omokolade Akinsomi, Yener Coskun, Luis Gil-Alana and Olaoluwa Yaya

Is Good News Good and Bad News Bad in the REIT Market? pp. 43-62

Gene Birz, Erik Devos, Sandip Dutta and Desmond Tsang

Volatility Targeting for U.S. Equity REITs: A Strategy for Minimizing Extreme Downside Risk? pp. 63-77

Cay Oertel

Relative Performance of Real Estate Exchange-Traded Funds pp. 78-87

Kimberly R. Goodwin, Srinidhi Kanuri and Robert W. McLeod

Volume 26, issue 2, 2020

Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration pp. 111-117

Mehmet Balcilar, Elie Bouri, Rangan Gupta and Mark Wohar

The Use of Benchmarks for Real Estate Portfolio Performance by U.K. Financial Institutions pp. 118-131

Edward Trevillion, Alan Gardner, Stewart Cowe and Colin Jones

A Reexamination of Economies of Scale in the Management of Real Estate Investment Trusts pp. 132-149

Davinder Malhotra, Raymond Poteau and Xianzhi Wang

Time-Varying Integration of REITs with Stocks: A Kalman Filter Approach pp. 150-160

Stephen Lee

Financial Leverage, Taxation, and the Maximization of Investment Value pp. 161-169

John McDonald

Cross Border Investing Activity: Return Enhancing or Return Destroying? pp. 170-185

Randy I. Anderson, Hany Guirguis and Joshua A. Harris

Real Estate Portfolio Management of Defaulted Mortgage Debt pp. 186-196

Jackson T. Anderson and Michael Seiler

Volume 26, issue 1, 2020

Factors That Affect Listed Real Estate Investment Trust Market Capitalization: A Country Level Analysis pp. 1-8

Soonwoo Jang, Seungwoo Shin and Hana Yim

The Determinants of Conditional Skewness in REIT Returns pp. 9-26

Iqbal Mansur, Steven J. Cochran and Babatunde Odusami

Closed End Real Estate Funds and Real Estate Portfolio Management: Evidence from the Italian Retail Market pp. 27-36

Gianluca Mattarocci and Xenia Scimone

Liquidity-Driven Cross-Market Linkages between Securitized REITs and Stock Markets pp. 37-56

Salman Khan

The Importance of Micro-Location for Pricing Real Estate Assets: The Case of Hotels pp. 57-73

Prashant Das, Julia Freybote and Inès Blal

Cross Hedging Effectiveness of Real Estate Securities Exchange Traded Funds pp. 74-100

Kwame Addae-Dapaah and Khairul Abdullah

REIT Spreads Around Dividend Cuts and Suspensions During the Financial Crisis pp. 101-109

Olgun F. Sahin, Pattarake Sarajoti and Alireza Nasseh