Journal of Real Estate Portfolio Management

1996 - 2025

Current editor(s): Peng Liu and Vivek Sah

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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

Volume 13, issue 4, 2007

Forecasting EREIT Returns pp. 293-310

Camilo Serrano and Martin Hoesli

Price and Volatility Spillovers between Large and Small Cities: A Study of the Spanish Market pp. 311-316

Hany Guirguis, Christos Giannikos and Laura Garcia

The Role of U.S. Farml and in Real Estate Portfolios pp. 317-328

Graeme Newell and Chris Lincoln

The Impact of Property Type Diversification on REIT Liquidity pp. 329-344

Bartley Danielsen and David Harrison

Beyond Index-Based Hedging: Can Real Estate Trigger a New Breed of Derivatives Market? pp. 345-378

Patrick Lecomte

On the Relationship between Commercial Property Price and Its Selling Time pp. 379-388

Ken Johnson, Jonathan Wiley and Zhonghua Florida

Positive Performance and Private Equity Placements: Outside Monitoring or Inside Expertise? pp. 389-400

Dalia Louisiana, Eric Higgins, H. Friday and Joseph Mason

Point of View The Serpent in the Garden pp. 401-404

Marc Louargand

Volume 13, issue 3, 2007

Hurricanes, Catastrophic Risk, and Real Estate Market Recovery pp. 179-190

Edward Graham, William Hall and Peter Schuhmann

Does the Composition of the Market Portfolio Matter for Performance Rankings of Post-1986 Equity REITs? pp. 191-204

Justin Benefield, Randy Anderson and Leonard Zumpano

Who Should Own Senior Housing? pp. 205-217

Piet Eichholtz, Nils Kok and Bartosch Wolnicki

The Cyclical Association of Residential Housing Price and Consumption pp. 219-248

Jingbo Sun, Loo Sim and Kim Ho

The Mixed Asset Portfolio for Asia-Pacific Markets pp. 249-256

Changha Georgia, Terry Grissom and Alan Ziobrowski

Why are Small Developers More Efficient than Large Developers? pp. 257-267

Kurt Psilander

Predicting Late Payments: A Study in Tenant Behavior Using Data Mining Techniques pp. 269-288

Mark Gschwind

Point of View Integrating GIS Technology within Portfolio Management pp. 289-292

Tony Hernandez and Grant Thrall

Volume 13, issue 2, 2007

Exploring the Intra-Metropolitan Dynamics of the London Office Market pp. 93-98

Simon Stevenson

A Critical Look at the Forecasting Ability of Real Estate Mutual Fund Managers pp. 99-106

Javier Rodriguez

Transparency in the European Non-listed Real Estate Funds Market pp. 107-117

Dirk Rsm, Hans ‘t and Ville Inrev

Uncovering Volatility Dynamics in Daily REIT Returns pp. 119-128

John Cotter and Simon Stevenson

Theory of the Real Estate Brokerage Firm: A Portfolio Approach pp. 129-138

Sean Middle, Ken Johnson and James Webb

Pricing of Presale Properties with Asymmetric Information Problems pp. 139-152

Barbara Leung, Eddie Hui and Bill Seabrooke

Mortgage Delinquency Migration:An Application of Maximum Entropy Econometrics pp. 153-160

Jeffrey Stokes and Brent Gloy

The Significance and Performance of Real Estate Markets in India pp. 161-172

Graeme Newell and Rajeev Kamineni

Point of View Bridging Gaps, Building Portfolios pp. 173-178

Steven Laposa

Volume 13, issue 1, 2007

Optimal Leverage in Real Estate Investment with Mezzanine Lending pp. 1-6

John McDonald

Spanning Tests on Public and Private Real Estate pp. 7-15

Kevin Chiang and Ming-Long National

Dynamic Correlation: A Tool for Hedging House Price Risk? pp. 17-28

Nathan Berg, Anthony Gu and Donald Lien

Measuring the Effectiveness of Geographical Diversification pp. 29-44

Ping Florida and Stephen Roulac

Warehouse Demand and the Path of Goods Movement pp. 45-56

Glenn Mueller and Andrew Mueller

The Impact of Terrorism Fears on Downtown Real Estate Chicago Office Market Cycles pp. 57-73

Sofia Dermisi

Factors Influencing the Performance of Hong Kong Real Estate Companies pp. 75-86

Graeme Newell, Chau Wing, Wong Kei and Keith McKinnell

Point of View pp. 87-92

David Lynn