Journal of Real Estate Portfolio Management

1996 - 2024

Current editor(s): Peng Liu and Vivek Sah

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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

Volume 9, issue 3, 2003

An Investigation into the Credit Tenant Characteristics of Department of Defense Contractors pp. 179-185

Daniel Rivetti and Elaine Worzala

Public and Private Real Estate in a Mixed-Asset Portfolio pp. 193-203

Mueller Andrew and Mueller Glenn

Isolating Important Driving Forces in Indirect Real Estate Markets pp. 205-218

Wilson Patrick and Zurbruegg Ralf

The Role of Singapore REITs in a Downside Risk Asset Allocation Framework pp. 219-235

Sing Tien and Ling Sze

Potential Environmental Liabilities with Industrial Properties in the United Kingdom pp. 237-249

Jayne Michael and Syms Paul

Prepayment Risk of Public Housing Mortgages pp. 251-264

Lee Nai and Ong Seow

Point of View The Devaluation of Capital Budgeting in Real Estate Development Firms pp. 265-268

Weeks Shelton

Volume 9, issue 2, 2003

Homeownership and Investment in Real Estate Stocks pp. 93-105

Jack Goodman

The 9/11/2001 Impact on Trophy and Tall Office Property pp. 107-125

Norman Miller, Sergey Markosyan, Andrew Florance, Brad Stevenson and Hans Veld

The Environment and Performance of Real Estate Investment Trusts pp. 127-165

Emily Zietz, Stacy Sirmans and Swint Friday

Corporate-Owned Real Estate Represents a Substantial Investment Universe pp. 167-178

Stephen Roulac

Point of View The Problem of Indoor Mold for Portfolio and Property Managers pp. 187-192

Leonard Zumpano, Suzanna Hartley and Ken Johnson

Volume 9, issue 1, 2003

Project and Portfolio Management Decisions: A Framework and Body of Knowledge Model for Cycle Research pp. 1-16

Stephen Pyhrr, Waldo Born, Christopher Manning and Stephen Roulac

REIT Selection and Portfolio Construction: Using Operating Efficiency as an Indicator of Performance pp. 17-28

Randy Anderson and Thomas Springer

Performance of Property Companies in Hong Kong: A Style Analysis Approach pp. 29-44

K. Chau, S. Wong and Graeme Newell

Correlation Shifts and Real Estate Portfolio Management pp. 45-57

Stephen Lee

Some Structural Attributes of Institutional Office Investments pp. 59-69

Robert Hess and Youguo Liang

Regional Models for Portfolio Diversification pp. 71-88

Theron Nelson and Susan Nelson

Point of View How Long Can Real Estate Investments Defy Weak Supply/Demand Conditions? pp. 89-92

Hessam Nadji