Journal of Real Estate Portfolio Management

1996 - 2025

Current editor(s): Peng Liu and Vivek Sah

From Taylor & Francis Journals
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Volume 12, issue 3, 2006

NASDAQ REITs and Optimal Investment Policy: Evidence from 1995 to 2005 pp. 201-207

Sean Salter

The Stock-REIT Relationship and Optimal Asset Allocations pp. 209-221

Doug Waggle and Pankaj Agrrawal

Persistent Mispricing in Mutual Funds: The Case of Real Estate pp. 223-232

Lee Redding

Securitization Demystified pp. 233-248

Richard Graff

The Stock Return Difference between Industrial REITs and Manufacturing Firms: Space Supply and Demand Effects pp. 249-260

Hwahsin Cheng, Luis Mejia and Charles Tu

Perception of Real Estate Investment Opportunities in Central/South America and Africa pp. 261-276

Lay Cheng, Stanley McGreal and James Webb

The Impact of Exchanges Rates on International Real Estate Portfolio Allocation pp. 277-292

Matthias Thomas and Stephen Lee

Asymmetry in Regional Real House Prices pp. 293-298

Hany Guirguis and Richard Vogel

Point of View International Investing: A Global Demographic Primer pp. 299-308

Paige Mueller and Asli Ball

Volume 12, issue 2, 2006

Diversification Effects of Direct versus Indirect Real Estate Investments in the U.K pp. 85-90

Alastair Adair, Stanley McGreal and James Webb

Simulating Currency Risk on Private Investments in Real Estate pp. 91-102

Robert Johnson, Colin Lizieri, Luc Soenen and Elaine Worzala

Housing Choices and Mortgage Financing Options for Seniors pp. 103-118

Karen Lahey, Melinda Newman and Doseong Kim

Designing Property Futures Contracts and Options Based on NCREIF Property Indices pp. 119-154

Patrick Lecomte and Will McIntosh

The Role of Non-Traditional Real Estate Sectors in REIT Portfolios pp. 155-166

Graeme Newell and Hsu Wen

The Conditional CAPM and Time Varying Risk Premium for Equity REITs pp. 167-176

Mohammad Najand, Crystal Yan and Elizabeth Fitzgerald

Performance Analysis of Listed Construction and Real Estate Companies in Nigeria pp. 177-186

Amidu Abdul-Rasheed and Aluko Tajudeen

Point of View Ask Not Why International, Ask Why Not International pp. 187-194

Philip Conner and Youguo Liang

Point of View Sins of the IRR pp. 195-200

Roger Brown

Volume 12, issue 1, 2006

Risk and Diversification for Regeneration/Urban Renewal Properties: Evidence from the U.K pp. 1-12

Stanley McGreal, James Webb, Alastair Adair and Jim Berry

Single-Family Housing and Wealth Portfolios pp. 13-22

G. Donald, Tony Wingler and Daniel Winkler

Common Structural Time Series Components in Inflation and Residential Property Prices pp. 23-36

Ming-Chi Chen and Tien Foo

Foreign “Direct” and “Portfolio” Investment in Real Estate: An Eclectic Paradigm pp. 37-47

Eric Holsapple, Terutomo Ozawa and John Olienyk

An Exploratory Analysis of Barriers to Investment and Market Maturity in Southeast Asian Cities pp. 49-57

Wei Chin, Peter Dent and Claire Roberts

Changes in REIT Stock Prices, Trading Volume and Institutional Ownership Resulting from S&P REIT Index Changes pp. 59-71

Zhilan Feng, Chinmoy Ghosh and C. Sirmans

Determining Real Estate Betas for Markets and Property Types to Set Better Investment Hurdle Rates pp. 73-80

Manuel Breidenbach, Glenn Mueller and Karl-Werner Schulte

Point of View Avoiding Yogi Berra pp. 81-83

David Watkins

Volume 11, issue 3, 2005

Making Sense of the NCREIF Property Index: A New Formulation Revisited pp. 211-223

Michael Young

Exchange Rate Volatility and International Real Estate Diversification: A Comparison of Emerging and Developed Economies pp. 225-240

Kwame Addae-Dapaah and Hwee Loh

Understanding the Discount: Evidence from European Property Shares pp. 241-251

Dirk Brounen and Martijn Laak

Lead-Lag Relationship between the Real Estate Spot and Forward Contracts Markets pp. 253-262

C. Y. Yiu, E. C. M. Hui and S. K. Wong

Dynamics of the Direct and Indirect Real Estate Markets in China pp. 263-279

Graeme Newell, K. Chau, S. Wong and Keith McKinnell

How Important is the Board of Directors to REIT Performance? pp. 281-293

Zhilan Feng, Chinmoy Ghosh and C. F. Sirmans

The Labor Component of Private Investor Real Estate Returns pp. 295-306

Roger Brown

Challenging Traditional Real Estate Market Classifications for Investment Diversification pp. 307-321

Cath Jackson and Michael White

Point of View Revealing the True Meaning of the IRR via Profiling the IRR and Defining the ERR pp. 323-330

Michael Crean

Volume 11, issue 2, 2005

Private Investor Holding Period pp. 93-104

Roger Brown and Tom Geurts

Can a Neural Network Property Portfolio Selection Process Outperform the Property Market? pp. 105-121

Craig Ellis and Patrick Wilson

Efficiency in the Market for REITs: Further Evidence pp. 123-132

Benjamas Jirasakuldech and John Knight

The Impact of Real Estate on the Terminal Wealth of U.K. Mixed-Asset Portfolios: 1972-2001 pp. 133-145

Peter Byrne and Stephen Lee

Regime Changes in International Securitized Property Markets pp. 147-165

Kim Liow, Haihong Zhu, David Ho and Kwame Addae-Dapaah

The Impact of Shifting Container Cargo Flows on Regional Demand for U.S. Warehouse Space pp. 167-185

Michael McGowan

Farmland in a Mixed-Asset Portfolio: A Mean-Semivariance Approach pp. 187-195

William Hardin and Ping Cheng

Point of View Clustering the U.S. Real Estate Markets pp. 197-209

Allen Smith, Robert Hess and Youguo Liang

Volume 11, issue 1, 2005

Investment Styles and Style Boxes in Equity Real Estate: Can the Emerging Model Succeed in Classifying Real Estate Alternatives? pp. 5-18

Ronald Kaiser

The Return Due to Diversification of Real Estate to the U.S. Mixed-Asset Portfolio pp. 19-28

Stephen Lee

How Funding Ratios Affect Pension Plan Portfolio Allocations pp. 29-35

Timothy Craft

Real Estate in the Real World: Dealing with Non-Normality and Risk in an Asset Allocation Model pp. 37-53

Mark Coleman and Asieh Mansour

The Case for REITs in the Mixed-Asset Portfolio in the Short and Long Run pp. 55-80

Stephen Lee and Simon Stevenson

Brownfields Capital—Unlocking Value in Environmental Redevelopment pp. 81-92

Glenn Mueller

Volume 10, issue 3, 2004

An International Perspective on Real Estate Research Priorities pp. 161-170

Graeme Newell, Elaine Worzala, Patrick McAllister and Karl-Werner Schulte

Incorporating the Real Estate Cycle into Management Decisions—Evidence from Germany pp. 171-186

Martin Wernecke, Nico Rottke and Christoph Holzmann

Duration and Convexity of Mortgages in the Context of Real Estate Investment Analysis pp. 187-202

Frank Handforth

Style Analysis in Real Estate Markets and the Construction of Value and Growth Indexes pp. 203-215

Gianluca Marcato

Long-run Return Series for the European Continent: 25 Years of Dutch Commercial Real Estate pp. 217-230

Aart Hordijk, Harry de Kroon and Marcel Theebe

Demographics and the Global Office Market—Consequences for Property Portfolios pp. 231-242

Dirk Brounen and Piet Eichholtz

Delinquency Risk in Residential ARMs: A Hazard Function Approach pp. 243-258

Alan Teo

Point of View Real Estate Pricing—It's All Relative pp. 259-265

Barry Ziering and William Hughes

Volume 10, issue 2, 2004

Institutional Real Estate Investment in Ireland and Great Britain: Returns, Risks and Opportunities pp. 85-96

Stanley McGreal, Alastair Adair, James Berry and James Webb

REIT Investments and Hedging Against Inflation pp. 97-112

Bahram Adrangi, Arjun Chatrath and Kambiz Raffiee

Risk and Private Real Estate Investments pp. 113-127

Roger Brown

Home Ownership and the Decision to Invest in REITs pp. 129-144

Doug Waggle and Don Johnson

Inflation Hedging Characteristics of the Chinese Real Estate Market pp. 145-154

Yongqiang Chu and Tien Foo Sing

Point of View Conduit Paper is Not a Panacea: The Lasting Effects of Conduit Mortgages: A Predictive Example pp. 155-159

Paul Jones

Volume 10, issue 1, 2004

Real Estate Pricing: Spreads & Sensibilities: Why Real Estate Pricing is Rational pp. 1-21

Jun Chen, Susan Hudson-Wilson and Hans Nordby

Real Estate as a Surrogate for Bonds: A Dynamic Asset Allocation View pp. 23-35

Ronald Kaiser

The Relevance of Earnings and Funds Flow from Operations in the Presence of Transitory Earnings pp. 37-45

Ronald Stunda and Eric Typpo

Time-Varying Macroeconomic Risk and Commercial Real Estate: An Asset Pricing Perspective pp. 47-57

Kim Liow

Characteristics of German Real Estate Return Distributions: Evidence from Germany and Comparison to the U.S. and U.K pp. 59-76

Raimond Maurer, Frank Reiner and Steffen Sebastian

Point of View REIT Joint Venture Use is on the Rise pp. 77-84

Robert Hess and Youguo Liang