Journal of Real Estate Portfolio Management

1996 - 2024

Current editor(s): Peng Liu and Vivek Sah

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Volume 15, issue 3, 2009

The Effect of the Real Estate Downturn on the Link between REITs and the Stock Market pp. 211-219

Steven Simon and Wing Lon Ng

Volatility Transmission in Australian REIT Futures pp. 221-238

Chyi Lin Lee

REIT Market Efficiency Before and After Inclusion in the S&P 500 pp. 239-250

Chien-Ming Huang, Hsin-Mei Su and Chien-Liang Chiu

Persistence of Portuguese Real Estate Investment Funds Performance pp. 251-266

Filipe Vasques, José Cardoso Teixeira and Elísio Brandão

The Home Equity Conversion Mortgage: A Study of Attitudes and Awareness pp. 267-280

Stephanie Rauterkus, George Munchus and V.Carlos Slawson Jr.

Does Home Expertise Exist in Equity REITs? pp. 281-288

Xiaorong Zhou and Vivek Sah

Overreaction and Underreaction to REIT Dividend Announcements and the Role of Monetary Policy pp. 289-298

Marc Simpson, John Emery and Jose Moreno

Point of View: Deleveraging the Commercial Real Estate Market pp. 299-306

Paul Fiorilla, Robert Hess and Youguo Liang

2009 American Real Estate Society Manuscript Prizes pp. bmi-bmxix

The Editors

Journal of Real Estate Portfolio Management pp. fmi-fmx

The Editors

Volume 15, issue 2, 2009

The Role of Residential REITs in REIT Portfolios pp. 129-139

Graeme Newell and Franz Fischer

The Senior Living Property Sector: How is it Perceived by the Institutional Investor? pp. 141-156

Elaine Worzala, Judith Karofsky and Jeffrey Davis

Housing Portfolio Risk Reduction through High-Tech Industry Diversification pp. 157-171

Wensheng Kang

Conditional Correlations and Real Estate Investment Trusts pp. 173-184

James Chong, Joëlle Miffre and Simon Stevenson

The Role of Co-Kurtosis in the Pricing of Real Estate pp. 185-195

Chih-Yuan Yang and Ming-Chi Chen

Point of View: Commercial Real Estate Debt Maturities: Shortfall & Implications pp. 197-210

Edwin Anderson, Kyle Cascioli, David Chasnow and Glenn Mueller

2008 AMERICAN REAL ESTATE SOCIETY MANUSCRIPT PRIZES pp. bmi-bmxix

The Editors

Journal of Real Estate Portfolio Management pp. fmi-fmx

The Editors

Volume 15, issue 1, 2009

Global Securitized Real Estate Benchmarks and Performance pp. 1-19

Camilo Serrano and Martin Hoesli

ETF Short Shares: The Next Stage in the Evolution of REIT Ownership pp. 21-31

Michael Seiler and Vicky Seiler

REIT Holdings and Performance pp. 33-44

Russell Price

Idiosyncratic Risk and Expected Returns of Equity Real Estate Investment Trusts pp. 45-57

Qian (Susan) Sun and Kenneth Yung

Factors that Influence the Performance of Office Properties pp. 59-73

Björn-Martin Kurzrock, Nico Rottke and Dirk Schiereck

Identifying Turning Points of Real Estate Cycles in Taiwan pp. 75-85

Lee Chun-Chang, Liang Chih-Min and Chou Hsing-Jung

Optimal Diversification in U.S./U.K. Private Real Estate Only Portfolios: The Good, the Bad, and the Uncertain pp. 87-93

Stanley McGreal, Alastair Adair and James Webb

The Role of U.S. Timberland in Real Estate Portfolios pp. 95-106

Graeme Newell and Chris Eves

Point of View: Debt Matters: Leverage, Liquidity, and Property Valuation pp. 107-113

Jim Clayton

2008 AMERICAN REAL ESTATE SOCIETY MANUSCRIPT PRIZES pp. bmi-bmxix

The Editors

Journal of Real Estate Portfolio Management pp. fmi-fmx

The Editors

Volume 14, issue 4, 2008

Introduction pp. 237-240

The Editors

Time-Varying Diversification Effect of Real Estate in Institutional Portfolios: When Alternative Assets Are Considered pp. 241-262

Kathy Hung, Zhan Onayev and Charles Tu

Private Real Estate as an Inflation Hedge: An Updated Look with a Global Perspective pp. 263-286

Cécile Le Moigne and Éric La

Assessing and Managing Risk in Institutional Real Estate Investing pp. 287-306

Ronald Kaiser and Jim Clayton

Liquidity Dynamics in Commercial Real Estate pp. 307-324

Brian Buckles

Real Estate Investment Style and Style Purity pp. 325-334

Martha Peyton

Risks, Returns, and Correlations for Global Private Real Estate Markets pp. 335-350

Nick Tyrrell and Tim Jowett

Integration of International Office Markets and Signal Extraction pp. 351-362

Chris Brooks and Sotiris Tsolacos

Capitalization Rates, Discount Rates, and Net Operating Income: The Case of Downtown Chicago Office Buildings pp. 363-374

John McDonald and Sofia Dermisi

Clientele Effects, REITs, and Acquisition Premiums pp. 375-384

William Hardin and Zhonghua Wu

Does Green Pay Off? pp. 385-400

Norm Miller, Jay Spivey and Andrew Florance

Shariah Compliance in Real Estate Investment pp. 401-414

Muhammad Faishal and Seow Eng

International Real Estate Volatility: A Tactical Investment Strategy pp. 415-424

Glenn Mueller, Vaneesha Boney and Andrew Mueller

Bayesian REIT Volatility Estimation and Institutional Portfolio Allocation pp. 425-442

Colin Ward

Volume 14, issue 3, 2008

Unlisted Property Fund Investment in Urban Renewal/Regeneration Property in the U.K.: The Impact of Investment Style on Decision Making pp. 185-194

Martin Haran, Stanley McGreal, Alastair Adair and James Webb

Investment, Liquidity, and Private Debt: The Case of REIT Credit Facilities pp. 195-202

Robert Campbell, Erik Devos, Clark Maxam and Andrew Spieler

1031 Exchanges and the Sale of Commercial Office Properties pp. 203-210

Ken Johnson and Jonathan Wiley

Housing in a Strategic Asset Allocation: Should Institutional Investors Be Interested in Housing Futures? pp. 211-222

Greg MacKinnon

Evaluating Diversification Strategies for Direct Property Investment Portfolios pp. 223-232

Abel Olaleye, Bioye Aluko and Samuel Oloyede

Point of View CMSA Professionals Speak: 2008 Will Be A Transitional Year When Property Markets Normalize pp. 233-236

Paul Jones, Andrew Goldberg and Jose Bello

Volume 14, issue 2, 2008

NY-LON: Does a Single Cross-Continental Office Market Exist? pp. 79-92

Cath Jackson, Simon Stevenson and Craig Watkins

Institutional Benchmarks for International Real Estate Investment pp. 93-104

Lay Lim, Stanley McGreal and James Webb

Asymmetry in REIT Returns pp. 105-124

Elaine Hutson and Simon Stevenson

Direction Sensitive Wedge-Casting for Trade Area Delineation pp. 125-140

Ashish Patel, Timothy Fik and Grant Thrall

The Inflation-Hedging Ability of Canadian Direct Real Estate Return and its Components, Income, and Appreciation pp. 141-154

Cécile Le Moigne and Éric Viveiros

Challenges in Adopting New Life and Safety Ordinances in Existing Office Buildings pp. 155-178

Sofia Dermisi

Point of View Is Kindergarten Knowledge Sufficient For Alpha Real Estate Investment Results? pp. 179-184

Stephen Roulac

Volume 14, issue 1, 2008

The Information Content of Equity REIT Bank Credit Facility Announcements pp. 1-6

Robert Campbell, Erik Devos and Andrew Spieler

Home Builder Stocks in Mixed-Asset Portfolios pp. 7-20

Ping Cheng and Marcus Allen

The Role of U.S. Infrastructure in Investment Portfolios pp. 21-34

Graeme Newell and Hsu Peng

Financing Costs and NPV Analysis in Finance and Real Estate pp. 35-40

Charles Delaney, Steven Rich and John Rose

REIT Performance during Hurricanes pp. 41-48

Vivek Sah, Alan Ziobrowski and Brigitte Ziobrowski

Downside Beta and the Cross-sectional Determinants of Listed Property Trust Returns pp. 49-62

Chyi Lee, Jon Robinson and Richard Reed

The Financial Gains from Adding Farmland to an International Investment Portfolio pp. 63-74

Marv Painter and Chris Eves

Point of View Real Estate Derivatives: It's Our "dot-com" Time pp. 75-78

James Valente