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Michel Baroni

Personal Details

First Name:Michel
Middle Name:
Last Name:Baroni
Suffix:
RePEc Short-ID:pba133
ESSEC BP 205 95021 CERGY-PONTOISE CEDEX FRANCE
+33 1 34 43 30 92

Affiliation

Département d'Économie
ESSEC Business School

Cergy-Pontoise, France
http://www.essec.fr/faculty/fr/economie.html
RePEc:edi:dessefr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2018. "An index to forecast housing returns," ERES eres2018_42, European Real Estate Society (ERES).
  2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy, 2017. "A changing model for Real Estate Returns: a factorial approach," ERES eres2017_167, European Real Estate Society (ERES).
  3. Charles-Olivier Amedee-Manesme & Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2016. "Segmenting the Paris residential market using a Principal Component Analysis," ERES eres2016_158, European Real Estate Society (ERES).
  4. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.
  5. Fabrice Barthélémy & Francois Des Rosiers & Michel Baroni & Charles-Olivier Amedee-Manesme, 2014. "Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006," ERES eres2014_106, European Real Estate Society (ERES).
  6. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013. "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES eres2013_79, European Real Estate Society (ERES).
  7. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Etienne Dupuy, 2011. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," Post-Print hal-00671067, HAL.
  8. Charles-Olivier Amédée-Manesme & Michel Baroni & Etienne Dupuy, 2010. "Long-Term Inflation Hedging Properties Of Direct Real Estate Investment: A Methodology To Study Inflationís Protection Given The Lease Structure And The Indexation Uses," ERES eres2010_233, European Real Estate Society (ERES).
  9. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2009. "A repeat sales index Robust to small datasets," ESSEC Working Papers DR 09003, ESSEC Research Center, ESSEC Business School.
  10. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2009. "Forecasting Real Estate Prices From a PCA Repeat Sales Index," ERES eres2009_193, European Real Estate Society (ERES).
  11. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2009. "Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes," ERES eres2009_236, European Real Estate Society (ERES).
  12. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "A Repeat Sales Index Robust To Small Transactions Volume," ERES eres2008_105, European Real Estate Society (ERES).
  13. Michel Baroni, 2007. "Role of accreditation in real estate education," ERES eres2007_edu_102, European Real Estate Society (ERES).
  14. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "May we Build Derivatives on the Paris Residential Market?," ERES eres2007_321, European Real Estate Society (ERES).
  15. Fabrice Barthélémy & Michel Baroni & Michel Baroni & M. Mokrane & Mahdi Mokrane, 2007. "Paris Repeat Sales Commercial Property Indices," ERES eres2007_376, European Real Estate Society (ERES).
  16. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  17. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.
  18. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.
  19. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006. "Optimal holding period In Real Estate Portfolio," THEMA Working Papers 2006-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  20. Michel Baroni & Mahdi Mokrane, 2005. "Monte-Carlo Simulations for Building Appraisal," ERES eres2005_116, European Real Estate Society (ERES).
  21. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.
  22. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.
  23. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School.
  24. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004. "A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris," ERES eres2004_104, European Real Estate Society (ERES).
  25. Michel Baroni & Barthelemy Fabrice & Mokrane Mahdi, 2003. "Which Capital Growth for the Paris Residential Market?," ERES eres2003_111, European Real Estate Society (ERES).
  26. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
  27. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002. "A Repeat Sales Index for Paris," ERES eres2002_129, European Real Estate Society (ERES).
  28. M. Baroni & F. Barthélémy & M. Mokrane, 2001. "Indices de l'immobilier physique et facteurs systématiques de risque," THEMA Working Papers 2001-23, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
  29. Mahdi Mokrane & Fabrice Barthélémy & Michel Baroni, 2001. "Analysing the real estate investment risk : The case of Paris," ERES eres2001_237, European Real Estate Society (ERES).
  30. Mahdi Mokrane & Michel Baroni, 2001. "Physical Real Estate : Risk Factors and Investor Behaviour," ERES eres2001_236, European Real Estate Society (ERES).

Articles

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Francois des Rosiers, 2017. "Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach," Urban Studies, Urban Studies Journal Limited, vol. 54(14), pages 3260-3280, November.
  2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & François Des Rosiers, 2017. "Market heterogeneity, investment risk and portfolio allocation," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, vol. 10(5), pages 641-661, October.
  3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
  4. Charles‐Olivier Amédée‐Manesme & Fabrice Barthélémy & Michel Baroni & Etienne Dupuy, 2013. "Combining Monte Carlo simulations and options to manage the risk of real estate portfolios," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 360-389, July.
  5. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2011. "A repeat sales index robust to small datasets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 29(1), pages 35-48, February.
  6. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Un nouvel indice de risque immobilier pour le marché résidentiel parisien," Revue économique, Presses de Sciences-Po, vol. 59(1), pages 99-118.
  7. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
  8. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158.
  9. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Amédée-Manesme, Charles-Olivier & Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2014. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," ESSEC Working Papers WP1413, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    2. Zouheir Mighri & Raouf Jaziri, 2023. "Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 21(1), pages 41-97, March.
    3. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

  2. Michel Baroni & Fabrice Barthélémy & Francois Des Rosiers, 2013. "Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach," ERES eres2013_79, European Real Estate Society (ERES).

    Cited by:

    1. Usman Hamza & Lizam Mohd & Adekunle Muhammad Usman, 2020. "Property Price Modelling, Market Segmentation and Submarket Classifications: A Review," Real Estate Management and Valuation, Sciendo, vol. 28(3), pages 24-35, September.
    2. Mats Wilhelmsson, 2019. "Energy Performance Certificates and Its Capitalization in Housing Values in Sweden," Sustainability, MDPI, vol. 11(21), pages 1-16, November.
    3. Ismail, Muhammad & Warsame, Abukar & Wilhelmsson, Mats, 2020. "Measuring Gentrification with Getis-Ord Statistics and Its Effect on Housing Prices in Neighboring Areas: The Case of Stockholm," Working Paper Series 20/19, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.

  3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Etienne Dupuy, 2011. "Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios," Post-Print hal-00671067, HAL.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy, 2015. "Ex-ante real estate Value at Risk calculation method," ERES eres2015_56, European Real Estate Society (ERES).
    2. Amédée-Manesme, Charles-Olivier & des Rosiers, François & Grégoire, Philippe, 2015. "The pricing of embedded lease options," Finance Research Letters, Elsevier, vol. 15(C), pages 215-220.
    3. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.
    4. Philipp Bejol & Nicola Livingstone, 2018. "Revisiting currency swaps: hedging real estate investments in global city markets," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 36(2), pages 191-209, March.
    5. Werner Gleißner & Tobias Just & Endre Kamarás, 2017. "Simulationsbasierter Ertragswert als Ergänzung zum Verkehrswert [Simulation-based earnings value as a supplement to the market value]," Zeitschrift für Immobilienökonomie (German Journal of Real Estate Research), Springer;Gesellschaft für Immobilienwirtschaftliche Forschung e. V., vol. 3(1), pages 21-48, April.
    6. Charles-Olivier Amédée-Manesme & Francois Des Rosiers & Philippe Grégoire, 2017. "Commercial leases, terms and options in the light of game theory," ERES eres2017_175, European Real Estate Society (ERES).

  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
    2. Sebastian, Steffen P. & Steininger, Bertram I., 2021. "Real estate ETNs in strategic asset allocation," Working Paper Series 21/8, Royal Institute of Technology, Department of Real Estate and Construction Management & Banking and Finance.
    3. DeForest McDuff, 2012. "Home Price Risk, Local Market Shocks, and Index Hedging," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 212-237, June.
    4. Frank J. Fabozzi & Robert J. Shiller & Radu S. Tunaru, 2020. "A 30-Year Perspective on Property Derivatives: What Can Be Done to Tame Property Price Risk?," Journal of Economic Perspectives, American Economic Association, vol. 34(4), pages 121-145, Fall.

  5. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2007. "Optimal Holding Period for a Real Estate Portfolio," ESSEC Working Papers DR 07008, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Fabrice Barthélémy & Charles-Olivier Amédée-Manesme & Jean-Luc Prigent, 2015. "Real Estate Investment: Market Volatility and Optimal Holding Period under Risk Aversion," THEMA Working Papers 2015-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    2. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    3. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    4. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio," Post-Print hal-01070033, HAL.
    5. Paul M Anglin & Yanmin Gao, 2011. "Integrating Illiquid Assets into the Portfolio Decision Process," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 39(2), pages 277-311, June.

  6. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2006. "Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation," ESSEC Working Papers DR 06002, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Fabrice Barthelemy & Jean-Luc Prigent, 2011. "Real Estate Portfolio Management : Optimization under Risk Aversion," THEMA Working Papers 2011-12, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    2. Fabrice Barthélémy & Jean-Luc Prigent, 2009. "Optimal Time to Sell in Real Estate Portfolio Management," The Journal of Real Estate Finance and Economics, Springer, vol. 38(1), pages 59-87, January.
    3. Serhat Basdogan & Hilde Remøy & Ruud Binnekamp, 2018. "Valuation Construction Permit Uncertainties in Real Estate Development Projects with Stochastic Decision Tree Analysis," ERES eres2018_265, European Real Estate Society (ERES).

  7. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2006. "Optimal holding period In Real Estate Portfolio," THEMA Working Papers 2006-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Etienne Dupuy, 2010. "Combining Monte-Carlo Simulations And Options To Manage Risk Of Real Estate Portfolios," ERES eres2010_288, European Real Estate Society (ERES).

  8. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Marie-Léandre Gomez, 2009. "Knowledge Dynamics During Planning Practices," Post-Print hal-00554798, HAL.
    2. Benchimol, Jonathan & Fourçans, André, 2009. "Money in a DSGE framework with an application to the Euro Zone," ESSEC Working Papers DR 09005, ESSEC Research Center, ESSEC Business School.
    3. Cécile Renouard & Gaël Giraud, 2009. "Relational Capability : An Indicator of Collective Empowerment," Post-Print hal-00551842, HAL.
    4. Radu Vranceanu & Damien Besancenot & Kim Huynh, 2009. "Desk rejection in an academic publication market model with matching frictions," Post-Print hal-00554732, HAL.
    5. Akoka, Jacky & Comyn-wattiau, Isabelle & Prat, Nicolas, 2009. "Combining Objects with Rules to Represent Aggregation Knowledge in Data Warehouse and OLAP Systems," ESSEC Working Papers DR 09014, ESSEC Research Center, ESSEC Business School.
    6. Marie-Léandre Gomez & Isabelle Bouty, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," Post-Print hal-00553515, HAL.
    7. Naiditch, Claire & Vranceanu, Radu, 2011. "Remittances as a social status signaling device," Research in Economics, Elsevier, vol. 65(4), pages 305-318, December.
    8. Marie-Léandre Gomez & Isabelle Bouty, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," Post-Print hal-00554745, HAL.
    9. Gaël Giraud & Cécile Renouard, 2010. "Is the veil of ignorance transparent?," Documents de travail du Centre d'Economie de la Sorbonne 10011, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
    10. Gomez, Marie-Léandre, 2009. "Knowledge Dynamics During Planning Practices," ESSEC Working Papers DR 09011, ESSEC Research Center, ESSEC Business School.
    11. GOMEZ, Marie-Léandre, 2007. "A Bourdieusian Perspective on Strategizing," ESSEC Working Papers DR 07024, ESSEC Research Center, ESSEC Business School.
    12. Esposito Vinzi, Vincenzo & Ringle, Christian M. & Squillacciotti, Silvia & Trinchera, Laura, 2007. "Capturing and Treating Unobserved Heterogeneity by Response Based Segmentation in PLS Path Modeling. A Comparison of Alternative Methods by Computational Experiments," ESSEC Working Papers DR 07019, ESSEC Research Center, ESSEC Business School.
    13. Radu Vranceanu & Damien Besancenot, 2010. "Banks' risk race: A signaling explanation," Post-Print hal-00554719, HAL.
    14. Bouty, Isabelle & Gomez, Marie-Léandre, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," ESSEC Working Papers DR 09010, ESSEC Research Center, ESSEC Business School.
    15. Jacques Potin, 2009. "The selection effect of two-way trade in the Melitz model: an alternative approach," Post-Print hal-00554724, HAL.
    16. Bouty, Isabelle & Gomez, Marie-Léandre, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," ESSEC Working Papers DR 09009, ESSEC Research Center, ESSEC Business School.

  9. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001," ESSEC Working Papers DR 04006, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. Marie-Léandre Gomez, 2009. "Knowledge Dynamics During Planning Practices," Post-Print hal-00554798, HAL.
    2. Benchimol, Jonathan & Fourçans, André, 2009. "Money in a DSGE framework with an application to the Euro Zone," ESSEC Working Papers DR 09005, ESSEC Research Center, ESSEC Business School.
    3. Cécile Renouard & Gaël Giraud, 2009. "Relational Capability : An Indicator of Collective Empowerment," Post-Print hal-00551842, HAL.
    4. Radu Vranceanu & Damien Besancenot & Kim Huynh, 2009. "Desk rejection in an academic publication market model with matching frictions," Post-Print hal-00554732, HAL.
    5. Marie-Léandre Gomez & Isabelle Bouty, 2009. "The Social Dimensions of Idea Work in Haute Cuisine: A Bourdieusian Perspective," Post-Print hal-00553515, HAL.
    6. Naiditch, Claire & Vranceanu, Radu, 2011. "Remittances as a social status signaling device," Research in Economics, Elsevier, vol. 65(4), pages 305-318, December.
    7. Marie-Léandre Gomez & Isabelle Bouty, 2009. "Unpacking Knowing Integration: A Practice-based Study in Haute Cuisine," Post-Print hal-00554745, HAL.
    8. Jacques Potin, 2009. "The selection effect of two-way trade in the Melitz model: an alternative approach," Post-Print hal-00554724, HAL.

  10. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2004. "Physical Real Estate: A Paris Repeat Sales Residential Index," ESSEC Working Papers DR 04007, ESSEC Research Center, ESSEC Business School.

    Cited by:

    1. de Vries, Paul & de Haan, Jan & van der Wal, Erna & Mariën, Gust, 2009. "A house price index based on the SPAR method," Journal of Housing Economics, Elsevier, vol. 18(3), pages 214-223, September.
    2. Michel Baroni & Fabrice Barthélémy & Etienne Dupuy, 2010. "Combining Monte-Carlo Simulations And Options To Manage Risk Of Real Estate Portfolios," ERES eres2010_288, European Real Estate Society (ERES).
    3. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
    4. Paul de Vries & Frank Vastman, 2011. "Towards an index for the rental sector: a model for the Flanders housing market," ERES eres2011_335, European Real Estate Society (ERES).
    5. S. Jansen & P. Vries & H. Coolen & C. Lamain & P. Boelhouwer, 2008. "Developing a House Price Index for The Netherlands: A Practical Application of Weighted Repeat Sales," The Journal of Real Estate Finance and Economics, Springer, vol. 37(2), pages 163-186, August.
    6. Arnaud Simon, 2009. "Quantifying the reversibility phenomenon for the repeat-sales index," Journal of Real Estate Research, American Real Estate Society, vol. 31(1), pages 27-62.

  11. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2002. "A Repeat Sales Index for Paris," ERES eres2002_129, European Real Estate Society (ERES).

    Cited by:

    1. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.

  12. Mahdi Mokrane & Michel Baroni, 2001. "Physical Real Estate : Risk Factors and Investor Behaviour," ERES eres2001_236, European Real Estate Society (ERES).

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
    2. Baroni, Michel & Barthélémy, Fabrice & Mokrane, Mahdi, 2005. "A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France)," ESSEC Working Papers DR 05002, ESSEC Research Center, ESSEC Business School.
    3. Baroni, Michel & Barthelemy, Fabrice & Mokrane, Madhi, 2003. "Which Capital Growth Index for the Paris Residential Market?," ESSEC Working Papers DR 03002, ESSEC Research Center, ESSEC Business School.
    4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2004. "Physical Real Estate. A Paris Repeat Sales Residential Index," ERES eres2004_105, European Real Estate Society (ERES).

Articles

  1. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Francois des Rosiers, 2017. "Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach," Urban Studies, Urban Studies Journal Limited, vol. 54(14), pages 3260-3280, November.
    See citations under working paper version above.
  2. Charles-Olivier Amédée-Manesme & Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2015. "The impact of lease structures on the optimal holding period for a commercial real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 33(2), pages 121-139, March.
    See citations under working paper version above.
  3. Charles‐Olivier Amédée‐Manesme & Fabrice Barthélémy & Michel Baroni & Etienne Dupuy, 2013. "Combining Monte Carlo simulations and options to manage the risk of real estate portfolios," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 31(4), pages 360-389, July.
    See citations under working paper version above.
  4. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Un nouvel indice de risque immobilier pour le marché résidentiel parisien," Revue économique, Presses de Sciences-Po, vol. 59(1), pages 99-118.

    Cited by:

    1. Charles-Olivier Amédée-Manesme & Fabrice Barthélémy & Philippe Bertrand & Jean-Luc Prigent, 2019. "Mixed-asset portfolio allocation under mean-reverting asset returns," Annals of Operations Research, Springer, vol. 281(1), pages 65-98, October.
    2. Leopoldo Sdino & Paolo Rosasco & Sara Magoni, 2018. "Real Estate Risk Analysis: The Case of Caserma Garibaldi in Milan," IJFS, MDPI, vol. 6(1), pages 1-13, January.

  5. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2008. "Is It Possible to Construct Derivatives for the Paris Residential Market?," The Journal of Real Estate Finance and Economics, Springer, vol. 37(3), pages 233-264, October.
    See citations under working paper version above.
  6. Michel Baroni & Fabrice Barthe´le´my & Mahdi Mokrane, 2007. "APCA Factor Repeat Sales Index for Apartment Prices in Paris," Journal of Real Estate Research, American Real Estate Society, vol. 29(2), pages 137-158.

    Cited by:

    1. Michel Baroni & Fabrice Barthélémy & Mokrane Mahdi, 2009. "A Repeat Sales Index Robust to Small Datasets," Post-Print hal-00551732, HAL.
    2. Mick Silver, 2016. "How to Better Measure Hedonic Residential Property Price Indexes," IMF Working Papers 2016/213, International Monetary Fund.
    3. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Is it possible to construct derivatives for the Paris residential market?," THEMA Working Papers 2007-24, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
    4. Marc Francke, 2010. "Repeat Sales Index for Thin Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 41(1), pages 24-52, July.
    5. Eric Thompson & David Rosenbaum & Benjamin Schmitz, 2011. "Property values on the plains: the impact of historic preservation," The Annals of Regional Science, Springer;Western Regional Science Association, vol. 47(2), pages 477-491, October.
    6. Constantinescu, Mihnea & Francke, Marc, 2013. "The historical development of the Swiss rental market – A new price index," Journal of Housing Economics, Elsevier, vol. 22(2), pages 135-145.

  7. Michel Baroni & Fabrice Barthélémy & Mahdi Mokrane, 2007. "Optimal holding period for a real estate portfolio," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 25(6), pages 603-625, October.
    See citations under working paper version above.

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Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 14 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-URE: Urban and Real Estate Economics (13) 2004-08-23 2004-08-31 2006-03-11 2006-12-01 2007-06-02 2007-11-10 2008-01-26 2009-07-28 2012-02-27 2014-08-02 2014-08-02 2018-05-21 2018-10-29. Author is listed
  2. NEP-CMP: Computational Economics (2) 2006-03-11 2012-02-27
  3. NEP-ACC: Accounting and Auditing (1) 2004-08-23
  4. NEP-EEC: European Economics (1) 2007-11-10
  5. NEP-FIN: Finance (1) 2006-03-11
  6. NEP-MFD: Microfinance (1) 2003-11-03

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