Journal of Real Estate Portfolio Management

1996 - 2024

Current editor(s): Peng Liu and Vivek Sah

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Front Matter pp. i-viii: The Editors
What Have 25 Years of Performance Data Taught Us About Private Equity Real Estate? pp. 1-20: Brad Case
Trend Following and Momentum Strategies for Global REITs pp. 21-31: Alex Moss, Andrew Clare, Steve Thomas and James Seaton
Contagion versus Interdependence Across Regional U.S. Housing Markets and Implications for RMBS Geographic Diversification Strategy pp. 33-52: William Miles
Dynamic Co-movements between Economic Policy Uncertainty and Housing Market Returns pp. 53-60: Nikolaos Antonakakis, Rangan Gupta and Christophe André
A Pure-Play Timberland Return Index Based On Securitized Timber Firms pp. 61-75: Bin Mei
Systematic Risk of Islamic REITs and Conventional REITs in Malaysia pp. 77-92: Muhammad Najib Razali and Tien Foo Sing
Back Matter pp. bmi-bmxxv: The Editors

Did the Recent Financial Crisis Impact Integration between the Real Estate and Stock Markets? pp. 1-20: Kimberly Luchtenberg and Michael Seiler
Front Matter pp. 1-10: The Editors
REIT Organizational Structure, Institutional Ownership, and Stock Performance pp. 21-36: Paul Brockman, Dan French and Chris Tamm
Volatility Clustering, Risk-Return Relationship, and Asymmetric Adjustment in the Canadian Housing Market pp. 37-46: Pin-te Lin and Franz Fuerst
Explaining Housing Market Dynamics within a Dynamic Factor Approach: Economic Interpretation and Estimation pp. 47-66: Kim Hin Ho and Jingbo Sun
Estimating Net Operating Income Growth for Modeling U.S. Apartment Property Capitalization Rates pp. 67-78: Hyun Seok Lee, John Corgel and Seungwoo Shin
Point of View: Office Property Performance in Live-Work-Play Places pp. 79-84: Emil Malizia
Back Matter pp. 85-106: The Editors

Retail Real Estate Cycles as Markov Chains pp. 179-188: Richard Evans and Glenn Mueller
A Review of the Noise Trader Model Concerning the NAV Spread in REIT Pricing: Evidence from the Pan EU REIT Market pp. 189-205: Michael Mueller and Andreas Pfnuer
A Cointegration Analysis of Inflation and Real Estate Returns pp. 207-223: Henry Koon Nam Lee
The Impact of Historical Designation on Property Values Before and Following Hurricane Ike: The Case of Galveston Texas pp. 225-234: Wen-Yao Grace Wang, Kris Knox and Gerald Hite
A Variance Decomposition Analysis of the Housing Bubble pp. 235-253: Jeffery Bredthauer and John Geppert
Point of View: Benchmarking and Attracting Institutional Capital to Seniors Housing pp. 255-263: Glenn Mueller, Jeffery Fisher and D. Richard Wincott
Backmatter pp. bmi-bmxxi: The Editors
Frontmatter pp. fmi-fmx: The Editors

Front Matter pp. i-x: The Editors
Twenty-four Hour Cities and Commercial Office Building Performance pp. 103-120: Hugh Kelly, Alastair Adair, Stanley McGreal and Stephen Roulac
Optimal Portfolios with Mortgage-backed Securities pp. 121-136: Elena Bernhardt, Andreas Kolbe and Rudi Zagst
Risk Measurement Choice in Selecting REITs: Evidence from the U.S. Market pp. 137-153: Claudio Giannotti and Gianluca Mattarocci
Investors' Opinion Divergence and the REIT Post-Repurchase Announcement Price Drift pp. 155-168: Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan
Are Green REITs Valued More? pp. 169-177: Vivek Sah, Norman Miller and Biplab Ghosh
Back Matter pp. 178-199: The Editors

Did Intraday Trading by Leveraged and Inverse Leveraged ETFs Create Excess Price Volatility? A Look at REITs and the Broad Market pp. 1-16: Vaneesha Boney-Dutra, Hany Guirguis and Glenn Mueller
The Impact of Institutional Ownership on REIT Performance pp. 17-30: Nicolai Striewe, Nico Rottke and Joachim Zietz
A Tale of Two Chinese Cities: The Dynamics of Beijing and Shanghai Office Markets pp. 31-47: Qiulin Ke and Michael White
Tiptoe Past The Dragon: Replicating and Hedging Chinese Direct Real Estate pp. 49-72: Patrick Lecomte
Extreme Risk of Public Timber REITs during the Global Financial Crisis pp. 73-88: Changyou Sun
How Does the Ledoit and Wolf Shrinkage Estimator Improve a Real Estate Portfolio? pp. 89-101: Eric Vu Anh Tuan
Back Matter pp. bmi-bmxix: The Editors
Front Matter pp. fmi-fmx: The Editors

Equity Participation: A Theoretical Analysis pp. 247-255: John McDonald
The Downside Risk of U.S. and U.K. Housing Markets pp. 257-272: Ming-Chu Chiang, I-Chun Tsai and Cheng-Feng Lee
Real Estate and Alternative Asset Allocations of U.S. Firms' Defined Benefit Pension Plans pp. 273-287: Karen Eilers Lahey, Aigbe Akhigbe, Melinda Newman and T. Leigh Anenson
Understanding Commercial Real Estate Indices pp. 289-303: Junjie Sun, Xiaolong Yang and Xinlei Zhao
Mass Appraisal of Residential Real Estate Portfolios with Stratified Sampling: A Case Study pp. 305-321: Martin Greiner and Matthias Thomas
Back Matter pp. bmi-bmxix: The Editors
Front Matter pp. fmi-fmx: The Editors

Decomposing Underwriting Spreads for GSEs and Frequent Issuer Financial Firms pp. 135-153: David Harrison, Andrea Heuson and Michael Seiler
The Impact of Debt Offerings on REIT Long-Run Performance pp. 155-167: Daniel Huerta-Sanchez, Changha Jin and Ying Zhang
REIT Ownership and Property Performance: Evidence from the Lodging Industry pp. 169-185: Shawn Howton, Shelly Howton, Johnny Lee and Mi Luo
Direct Commercial Real Estate as an Inflation Hedge: Korean Evidence pp. 187-203: Yun Park and Doo Won Bang
A Dual Interpretation of the Case-Shiller Index and Its Implications to Home Appraisals pp. 205-217: Eliezer Prisman
Why IRR is Not the Rate of Return for Your Investment: Introducing AIRR to the Real Estate Community pp. 219-230: Dean Altshuler and Carlo Alberto Magni
Calibrating the Inputs of Optimal Portfolios using CME Housing Futures pp. 231-238: Cristian Voicu and Michael Seiler
Point of View: From Bullish to Balanced: A Changing View of the U.S. Apartment Market pp. 239-246: Paul Fiorilla, Youguo Liang and Frank Nitschke
Back Matter pp. bmi-bmxxi: The Editors
Front Matter pp. fmi-fmx: The Editors

Bank Failures and REIT Returns pp. 1-22: Malte Raudszus, Jan-Willem Olliges and Glenn Mueller
Real Estate Return Distributions Using Maximum Likelihood Estimation: New Technology, New Results pp. 23-41: Michael Young and Roger Brown
REIT Share Repurchase Decisions and Stock Market Liquidity pp. 43-56: Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan
Nonlinear Dynamics and Chaos Behaviors in the REIT Industry: A Pre- and Post-1993 Comparison pp. 57-77: Benjamas Jirasakuldech and Riza Emekter
The Composition of Market Proxy in REITs Risk Premium Estimation pp. 79-98: Xiaolong Liu and Peng Liu
Behavioral Finance and its Implication in the use of the Black-Litterman Model pp. 99-121: Charlotta Mankert and Michael Seiler
Point of View: An Institutional View of Global Real Estate Markets pp. 123-133: Paul Fiorilla, Manidipa Kapas and Youguo Liang
Back Matter pp. bmi-bmxxi: The Editors
Front Matter pp. fmi-fmx: The Editors