Journal of Real Estate Portfolio Management

1996 - 2025

Current editor(s): Peng Liu and Vivek Sah

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The Changing Benefit of REITs to the Mixed-Asset Portfolio pp. 201-215: Stephen Lee
REITs: Hedging and Diversification Possibilities pp. 217-226: Mukesh Chaudhry, Rohan Christie-David and James Webb
REITs and Correlations with Other Asset Classes: A European Perspective pp. 227-239: Jaakko Niskanen and Heidi Falkenbach
Volatility Transmission in U.K. Housing: A Multivariate GARCH Approach pp. 241-248: William Miles
Integration between Securitized Real Estate and Stock Markets: A Global Perspective pp. 249-265: Kim Liow
The Inflation Hedging Ability of Real Estate in China pp. 267-277: Xiaorong Zhou and Sherwood Clements
The Impact of REOCs and Public Mortgage Finance Companies on the Performance and Volatility of U.S. REITs pp. 279-288: Vivek Bhargava, Akash Dania and Randy Anderson
Point of View: Contingent Choice Behavioral Models in the Presence of Information Uncertainty pp. 289-299: Stephen Dempsey, David Harrison, Kimberly Luchtenberg and Michael Seiler
2010 AMERICAN REAL ESTATE SOCIETY JOURNAL MANUSCRIPT PRIZE WINNERS pp. bmi-bmxix: The Editors
Journal of Real Estate Portfolio Management pp. fmi-fmx: The Editors

Slicing, Dicing, and Scoping the Size of the U.S. Commercial Real Estate Market pp. 101-118: Andrew Florance, Norm Miller, Ruijue Peng and Jay Spivey
An Analysis of U.K. Property Funds Classified According to U.S. Styles: Core, Value-added, and Opportunistic pp. 119-130: Guoxu Xing, David Geltner and Jani Venter
Do REIT Announcements of Open Market Repurchase Programs Signal Value Changes in Rivals? pp. 131-140: Dean Diavatopoulos, Andy Fodor, Shawn Howton and Shelly Howton
Year-End Trading Motives of REIT Investors: Further Evidence Based on Price and Trading Volume Relationship pp. 141-151: Xiaorong Zhou and Vivek Sah
Investor Recognition and Expected Returns of EREITs pp. 153-169: Qian Sun, Kenneth Yung and Hamid Rahman
Testing the Predictability and Efficiency of Securitized Real Estate Markets pp. 171-191: Felix Schindler, Nico Rottke and Roland Füss
Point of View: The Game is Changing: How Integration with the Capital Markets is Altering How We Should Think About Real Estate pp. 193-199: Greg MacKinnon
2010 AMERICAN REAL ESTATE SOCIETY JOURNAL MANUSCRIPT PRIZE WINNERS pp. bmi-bmxvii: The Editors
Journal of Real Estate Portfolio Management pp. fmi-fmx: The Editors

International Real Estate Portfolio Construction: Conditional and Unconditional Methods pp. 1-8: Randy Anderson, Glenn Mueller, Xuejing Xing and Mathew Hurst
Impact of Corporate Governance Structures on the Relationship between Direct and Indirect Real Estate in China pp. 9-19: K. Chau, K. McKinnell, S. Wong, Q. Wei and Graeme Newell
The Day-of-the-Week Effect and Value-at-Risk in Real Estate Investment Trusts pp. 21-28: Yen-Hsien Lee and Hung-Luen Ou
The Predictive Power of REIT Implied Volatility and Implied Idiosyncratic Volatility pp. 29-38: Dean Diavatopoulos, Andy Fodor, Shawn Howton and Shelly Howton
Investor Overconfidence in REIT Stock Trading pp. 39-57: Crystal Yan Lin, Hamid Rahman and Kenneth Yung
The Operating Performance of REITs Conducting Open-Market Repurchases pp. 59-69: Gow-Cheng Huang, Kartono Liano and Ming-Shiun Pan
Economic Diversification: Evidence for the United Kingdom pp. 71-85: Florian Heydenreich
Point of View: Dislodgement of Commercial Real Estate Public Debt Markets: The Case of U.S. and Australia pp. 87-100: Bwembya Chikolwa
2009 AMERICAN REAL ESTATE SOCIETY JOURNAL MANUSCRIPT PRIZE WINNERS pp. bmi-bmxxi: The Editors
Journal of Real Estate Portfolio Management pp. fmi-fmx: The Editors

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

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

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