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Timing and the Holding Periods of Institutional Real Estate

Citations

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Cited by:

  1. Alan Gardner & George Matysiak, 2005. "Holding Periods and Investment Performance: Analysing UK Office Returns 1983-2003," Real Estate & Planning Working Papers rep-wp2005-31, Henley Business School, University of Reading.
  2. Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield, 2014. "Portfolio Choice with Illiquid Assets," Management Science, INFORMS, vol. 60(11), pages 2737-2761, November.
  3. Ahlfeldt, Gabriel M. & Nitsch, Volker & Wendland, Nicolai, 2019. "Ease vs. noise: Long-run changes in the value of transport (dis)amenities," Journal of Environmental Economics and Management, Elsevier, vol. 98(C).
  4. Brent W. Ambrose & Eva Steiner, 2022. "Economic Fundamentals, Capital Expenditures and Asset Dispositions," The Journal of Real Estate Finance and Economics, Springer, vol. 64(3), pages 361-378, April.
  5. Allison M Orr & Joanna L Stewart & Cath Jackson & James T White, 2023. "Ownership diversity and fragmentation: A barrier to urban centre resilience," Environment and Planning B, , vol. 50(3), pages 660-677, March.
  6. Uppal, Raman & Vilkov, Grigory & Buss, Adrian, 2015. "Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets," CEPR Discussion Papers 10437, C.E.P.R. Discussion Papers.
  7. Michael Ball, 2003. "Is there an office replacement cycle?," Journal of Property Research, Taylor & Francis Journals, vol. 20(2), pages 173-189, January.
  8. Malgorzata Renigier-Bilozor & Andrzej Bilozor, 2015. "Optimization Of The Variables Selection In The Process Of Real Estate Markets Rating," Oeconomia Copernicana, Institute of Economic Research, vol. 6(4), pages 139-157, December.
  9. Amédée-Manesme, Charles-Olivier & Barthélémy, Fabrice & Prigent, Jean-Luc, 2016. "Real estate investment: Market volatility and optimal holding period under risk aversion," Economic Modelling, Elsevier, vol. 58(C), pages 543-555.
  10. Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019. "The Endowment Model and Modern Portfolio Theory," NBER Working Papers 25559, National Bureau of Economic Research, Inc.
  11. 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.
  12. 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.
  13. Ahlfeldt, Gabriel M. & Nitsch, Volker & Wendland, Nicolai, 2019. "Ease versus noise: long-run changes in the value of transport (dis)amenities," LSE Research Online Documents on Economics 102824, London School of Economics and Political Science, LSE Library.
  14. Uppal, Raman & Buss, Adrian & Vilkov, Grigory, 2017. "Financial Innovation and Asset Prices," CEPR Discussion Papers 12416, C.E.P.R. Discussion Papers.
  15. Neil Crosby & Steven Devaney & Colin Lizieri & Patrick McAllister, 2018. "Can Institutional Investors Bias Real Estate Portfolio Appraisals? Evidence from the Market Downturn," Journal of Business Ethics, Springer, vol. 147(3), pages 651-667, February.
  16. Gregory H. MacKinnon & Ashraf Al Zaman, 2009. "Real Estate for the Long Term: The Effect of Return Predictability on Long‐Horizon Allocations," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 37(1), pages 117-153, March.
  17. Marcelo Cajias & Philipp Freudenreich & Anna Freudenreich & Wolfgang Schäfers, 2020. "Liquidity and prices: a cluster analysis of the German residential real estate market," Journal of Business Economics, Springer, vol. 90(7), pages 1021-1056, August.
  18. Elias OIKARINEN & Martin HOESLI & Camilo SERRANO, 2009. "Linkages Between Direct and Securitized Real Estate," Swiss Finance Institute Research Paper Series 09-26, Swiss Finance Institute.
  19. 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.
  20. Alan Gardner & George Matysiak, 2006. "Systematic Property Risk: Quantifying UK Property Betas 1983-2005," Real Estate & Planning Working Papers rep-wp2006-13, Henley Business School, University of Reading.
  21. Zeno Adams & Roland Füss & Felix Schindler, 2015. "The Sources of Risk Spillovers among U.S. REITs: Financial Characteristics and Regional Proximity," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 43(1), pages 67-100, March.
  22. Frenzel Baudisch, Coletta & Dresselhaus, Carolin, 2019. "Impact of the German Real Estate Transfer Tax on the Commercial Real Estate Market," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203494, Verein für Socialpolitik / German Economic Association.
  23. Christian Rehring, 2012. "Real Estate in a Mixed‐Asset Portfolio: The Role of the Investment Horizon," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 40(1), pages 65-95, March.
  24. 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, vol. 33(2), pages 121-139, March.
  25. Robert Johnson & Colin Lizieri & Luc Soenen & Elaine M. Worzala, 2005. "Hedging Private International Real Estate," Real Estate & Planning Working Papers rep-wp2005-01, Henley Business School, University of Reading.
  26. Franz Fuerst & Pat McAllister & Petros Sivitanides, 2011. "Flight to Quality? An Investigation of the Attributes of Sold Properties in Hot and Cold Markets," Real Estate & Planning Working Papers rep-wp2011-04, Henley Business School, University of Reading.
  27. Walter Boudry & N. Coulson & Jarl Kallberg & Crocker Liu, 2013. "On Indexing Commercial Real Estate Properties and Portfolios," The Journal of Real Estate Finance and Economics, Springer, vol. 47(4), pages 617-639, November.
  28. 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.
  29. Zhenguo Lin & Yingchun Liu, 2008. "Real Estate Returns and Risk with Heterogeneous Investors," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 36(4), pages 753-776, December.
  30. Christian Rehring & Steffen Sebastian, 2011. "Dynamics of commercial real estate asset markets, return volatility and the investment horizon," Journal of Property Research, Taylor & Francis Journals, vol. 28(4), pages 291-315, June.
  31. Frenzel Baudisch, Coletta & Dresselhaus, Carolin, 2018. "Impact of the German real estate transfer: Tax on the commercial real estate market," Finanzwissenschaftliche Arbeitspapiere 100, Justus Liebig University Giessen, Fachbereich Wirtschaftswissenschaften.
  32. Michael Heinrich & Thomas Schreck, 2017. "Effects of Solvency II on Portfolio Efficiency, The Case of Real Estate and Infrastructure Investments," LARES lares_2017_paper_8, Latin American Real Estate Society (LARES).
  33. Devaney, Steven & Livingstone, Nicola & McAllister, Pat & Nanda, Anupam, 2019. "Capitalization rates and transaction activity in international office markets: A global perspective," Global Finance Journal, Elsevier, vol. 42(C).
  34. Yoshiki Kago & Charles W.R. Ward, 2008. "Hedging Effectiveness Of Total Returns Swaps: Application To The Japanese Market," ERES eres2008_169, European Real Estate Society (ERES).
  35. Cheng, Ping & Lin, Zhenguo & Liu, Yingchun, 2010. "Illiquidity, transaction cost, and optimal holding period for real estate: Theory and application," Journal of Housing Economics, Elsevier, vol. 19(2), pages 109-118, June.
  36. Wayne Archer & David Ling & Brent C Smith, 2010. "Ownership Duration in the Residential Housing Market: The Influence of Structure, Tenure, Household and Neighborhood Factors," The Journal of Real Estate Finance and Economics, Springer, vol. 40(1), pages 41-61, January.
  37. Milad Nozari, 2022. "Investment horizon for private‐value assets: Evidence from the art market," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 45(2), pages 229-246, June.
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