Journal of Real Estate Portfolio Management

1996 - 2024

Current editor(s): Peng Liu and Vivek Sah

From Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 8, issue 3, 2002

Real Estate Investment in an Asset/Liability Modeling Context pp. 183-198

Philip Booth

Ex-Ante and Ex-Post Performance of Optimal REIT Portfolios pp. 199-207

Simon Stevenson

Real Estate Market Reaction to Public Listings and Acquisition News of Malaysian REITs pp. 209-227

Tien Foo Sing, K. Ho and Mei Mak

An Examination of Volatility Spillovers in REIT Returns pp. 229-238

Simon Stevenson

The Importance of Entertainment in the Shopping Center Experience: Evidence from Singapore pp. 239-254

Muhammad Ibrahim and Ng Wee

The Location of Executive Suites and Business Centers in the United States pp. 255-270

Peter Byrne, Colin Lizieri and Elaine Worzala

Point of View A Sector View of Public Market Ownership of Commercial Real Estate in the United States pp. 271-284

Robert Hess and Youguo Liang

Volume 8, issue 2, 2002

The Relevance of a Real Estate Factor in Modeling Insurance Company Returns pp. 97-106

Jarrod Johnston and Jeff Florida

Price-Earnings Ratios, Dividend Yields and Real Estate Stock Prices pp. 107-113

Raymond Tse

What Will the Next Real Estate Cycle Look Like? pp. 115-125

Glenn Mueller

A Primer for Investors in the Korean MBS Market pp. 127-140

Eddie Lam

The Impact of E-commerce on the Real Estate Industry: Baen and Guttery Revisited pp. 141-152

Waleed Muhanna and James Wolf

The Impact of E-commerce on Retail Real Estate in the U.K pp. 153-174

Tim Dixon and Andrew Marston

Point of View Hotel Investment: In Recovery or Incapacitated? pp. 175-181

John Corgel

Volume 8, issue 1, 2002

Real Estate Portfolio Diversification by Sources of Return pp. 1-15

Kwame National, Ser Wee and Shahid Ebrahim

Diversification Benefits from Foreign Real Estate Investments pp. 17-25

Mitchell Conover, Swint Friday and Stacy Sirmans

International Asset Allocation with Real Estate Securities in a Shortfall Risk Framework: The Viewpoint of German and U.S. Investors pp. 27-43

Raimond Maurer and Frank Reiner

Synthetic Debt: Off-Balance-Sheet Corporate Finance for the Twenty-First Century pp. 45-54

Richard Graff

An Analysis of the Impact of the Taxpayer Relief Act of 1997 on the Valuation of REITs and the Adverse Selection Component of the Bid/Ask Spread pp. 55-63

Richard Ott and Robert Van Ness

Real Estate Research Needs of the Plan Sponsor Community: What Do the Plan Sponsor Real Estate Investment Managers Want to Know? pp. 65-77

Elaine Worzala, David Gilliland and Jacques Gordon

The Integration of Retail Space Markets pp. 79-92

Donald Jud, Tony Wingler and Daniel Winkler

Point of View The Rodney Dangerfield Effect pp. 93-95

Jacques Gordon

Volume 7, issue 3, 2001

Returns and Risk on Real Estate and Other Investments: More Evidence pp. 183-214

John Benjamin, Stacy Sirmans and Emily Zietz

The Real Estate Asset Allocation Decision: Monetary Policy Implications pp. 215-223

Gerald Buetow and Robert Johnson

Comparing Downside-Risk and Mean-Variance Analysis Using Bootstrap Simulation pp. 225-238

Ping Cheng

Pricing Effects of Seasoned Debt Issues of Equity REITs pp. 239-246

Chinmoy Ghosh, Raja Nag and C Sirmans

Are REIT CEOs Rewarded for Performance? Another Look pp. 247-252

John Scott, Randy Anderson and Anthony Loviscek

The Use of GIS & OLAP for Accurate Valuation of Developable Land pp. 253-280

Bruce Weber

Point of View Mature and Yet Imperfect: Real Estate Capital Market Arbitrage pp. 281-288

Randy Anderson and Youguo Liang

Volume 7, issue 2, 2001

Landlords, Tenants and E-Commerce: Will the Retail Industry Change Significantly? pp. 89-97

Elaine Worzala and Anne McCarthy

Economic Analysis Suggests that REIT Investment Characteristics are Not as Advertised pp. 99-124

Richard Graff

MPT and the Downside Risk Framework: A Comment on Two Recent Studies pp. 125-131

Ping Cheng and Marvin Wolverton

Dividend Payout Characteristics of U.K. Property Companies pp. 133-142

Joseph Ooi

Public vs. Private Real Estate in Hong Kong Using Adaptive Expectations pp. 143-149

Raymond Tse and James Webb

The Wealth Effects of REIT Straight Debt Offerings pp. 151-157

Shawn Howton and Shelly Howton

The Relative Importance of Property Type and Regional Factors in Real Estate Returns pp. 159-167

Stephen Lee

The Evolution of Real Estate in the Economy pp. 169-176

Dapeng Hu and Anthony Pennington-Cross

The Efficiency of Nursing Home Chains and the Implications of Nonprofit Status: A Comment pp. 177-182

Kris Knox, Eric Blankmeyer and J Stutzman

Volume 7, issue 1, 2001

The Long-Term Advantages to Incorporating Indirect Securities in Direct Real Estate Portfolios pp. 5-16

Simon Stevenson

The Role of Private and Public Real Estate in Pension Plan Portfolio Allocation Choices pp. 17-23

Timothy Craft

Can Private Real Estate Portfolios Be Rebalanced/Diversified Using Equity REIT Shares? pp. 25-41

Michael Seiler, James Webb and F Neil Mye

The Time-Varying Nature of the Link between REIT, Real Estate and Financial Asset Returns pp. 43-54

Jim Clayton and Greg MacKinnon

Real Estate Ownership and Operating Businesses: Does Combining Them Make Sense for REITs? pp. 55-65

Glenn Mueller and Michael Anikeeff

Is Bigger Better? A Re-examination of the Scale Economies of REITs pp. 67-77

Shiawee Yang

Dividend Policy and Firm Performance:Hotel REITs vs. Non-REIT Hotel Companies pp. 79-87

Robert Mooradian and Shiawee Yang

Volume 6, issue 4, 2000

Municipal Real Property Asset Management: An Overview of World Experience, Trends and Financial Implications pp. 307-326

Olga Kaganova and Ritu Nayyar-Stone

Institutional Property Tenure: Evidence from the NCREIF Database pp. 327-338

Jeffrey Fisher and Michael Young

Management Styles of REIT Funds pp. 339-348

F. Neil and James Webb

Long Run Underperformance in REITs Following Seasoned Equity Offerings pp. 355-363

Shawn Howton, Shelly Howton and H. Friday

Causal Relationships Between Apartment REIT Stock Returns and Unsecuritized Residential Real Estate pp. 365-372

Ling He

The Inflation-Hedging Characteristics of Real Estate and Financial Assets in Singapore pp. 373-385

Tien-Foo National and Swee-Hiang Low

Institutional Real Estate Investing Processes, Due Diligence Practices and Market Conditions pp. 387-416

Stephen Roulac

Point of View Styles of Higher Return Strategies pp. 417-422

Joel Stoesser and Robert Hess

Volume 6, issue 3, 2000

Asset Allocation in a Downside Risk Framework pp. 213-223

Tien Foo Sing and Seow Eng Ong

An Investigation of Current Debt Levels of Equity REITs pp. 225-237

Peter H. Oppenheimer

Real Estate Mutual Funds: Abnormal Performance and Fund Characteristics pp. 239-247

Edward O'Neal and Daniel Page

Retail Vacancy Rates: The Influence of National and Local Economic Conditions pp. 249-258

John Benjamin, G. Donald Jud and Daniel Winkler

Causality in Real Estate Markets: The Case of Hong Kong pp. 259-271

Ling He and James Webb

The Day of the Week Effect in Real Estate Investment Trusts pp. 273-282

H. Swint Friday and Eric Higgins

Comparing Univariate Forecasting Techniques in Property Markets pp. 283-306

Patrick Wilson, John Okunev, Craig Ellis and David Higgins

Volume 6, issue 2, 2000

The Asymmetric REIT-Beta Puzzle pp. 101-111

Arjun Chatrath, Youguo Liang and Willard McIntosh

Institutional Investment in REIT Common Stocks: An Examination of the Prudent Man Investment Hypothesis pp. 113-130

Scott Below, Stanley Stansell and Mark Coffin

A Note on Intracity Geographic Diversification of Real Estate Portfolios: Evidence from Hong Kong pp. 131-140

Roger Brown, Ling Li and Kenneth Lusht

Regional Comparison of Office Prices and Rentals in China: Evidence from Shanghai, Guangzhou and Shenzhen pp. 141-151

James Webb and Raymond Tse

Risk and Return Perceptions of Institutional Investors pp. 153-166

Elaine Worzala, G. Sirmans and Emily Zietz

Retail Leasing in a Web Enabled World pp. 167-184

Norman Miller

The Effects of Technology on Retail Sales, Commercial Property Values and Percentage Rents pp. 185-201

John Baen

Uses of Websites for Effective Real Estate Marketing pp. 203-211

Michael Bond, Michael Seiler, Vicky Seiler and Ben Blake

Appraisers and Toxic Mold: Legal and Valuation Issues pp. 203-215

Bob Aalberts and Richard Hoyt

Volume 6, issue 1, 2000

Portfolio Variance and Correlation Matrices pp. 1-6

Seow-Eng Ong and Malik Ranasinghe

Optimal Diversification: Is It Really Worthwhile? pp. 7-16

Ping Cheng and Youguo Liang

Cash Flows vs. Earnings in the Valuation of Equity REITs pp. 17-25

Carol Graham and John Knight

Real Estate Exposure and Asset Intensity pp. 27-35

Seow-Eng Ong and Yan Yong

Neighborhood Racial Composition and Mortgage Redlining: A Nationwide Analysis pp. 37-51

Andrew Holmes

Public versus Private Real Estate in Hong Kong pp. 53-60

Raymond Tse and James Webb

Time-Varying Expected Returns and Information in Home Prices pp. 61-74

Yuming Li and Zhong-guo Zhou

Evaluating “Within Real Estate” Diversification Strategies pp. 75-95

Timothy Viezer

Point of View Academic and Applied Real Estate Research: “As Two Worlds Collide” or “As Two Worlds Divide”? pp. 97-100

Lawrence Souza