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Journal of Real Estate Portfolio Management最新文献

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Third-and Fourth-Tier City Real Estate Collection Trust Plan: Research on Risk Assessment System 三四线城市房地产集合信托计划风险评估体系研究
Journal of Real Estate Portfolio Management Pub Date : 2023-07-27 DOI: 10.1080/10835547.2023.2225381
F. Saci
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引用次数: 0
REITs and Diversification in a Retirement Withdrawal Portfolio REITs与退休退出投资组合的多元化
Journal of Real Estate Portfolio Management Pub Date : 2023-07-10 DOI: 10.1080/10835547.2023.2221631
D. Ervin, Joseph C. Smolira
{"title":"REITs and Diversification in a Retirement Withdrawal Portfolio","authors":"D. Ervin, Joseph C. Smolira","doi":"10.1080/10835547.2023.2221631","DOIUrl":"https://doi.org/10.1080/10835547.2023.2221631","url":null,"abstract":"This study uses Monte Carlo simulation to examine the success of the monthly withdrawal of funds from portfolios consisting of U.S. large capitalization stocks, U.S. corporate bonds, and REITs. The objective of this research is to provide an empirical examination of the effect of diversification with REITs on the withdrawal of funds from a retirement portfolio. We compare portfolios consisting of large capitalization stocks and corporate bonds to portfolios consisting of large capitalization stocks, corporate bonds, and REITs. We examine both portfolio compositions using a variety of portfolio weights, fund withdrawal rates, and fund withdrawal periods. The results of the study indicate that, in general, portfolios with REITs had a greater likelihood of sustaining a given number of withdrawals over this time. The results of this study can be used for retirement planning since it provides a historical perspective on the success of various withdrawal rates. The results can also be used to determine the value of the portfolio an individual needs at retirement to fund a given level of withdrawals. REITs and Diversification in a Retirement Withdrawal","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-07-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46955130","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Brazilian REITs: Are They an Opportunity for Diversification and Performance? 巴西房地产投资信托基金：它们是多元化和业绩的机会吗？
Journal of Real Estate Portfolio Management Pub Date : 2023-05-16 DOI: 10.1080/10835547.2023.2189509
M. Bernardo, C. Campani, R. Roquete
{"title":"Brazilian REITs: Are They an Opportunity for Diversification and Performance?","authors":"M. Bernardo, C. Campani, R. Roquete","doi":"10.1080/10835547.2023.2189509","DOIUrl":"https://doi.org/10.1080/10835547.2023.2189509","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-05-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42085536","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On the Effects of Consumer Sentiment on House Permits: Asymmetric Evidence From State-Level Data in the United States 论消费者情绪对房屋许可证的影响——来自美国州一级数据的不对称证据
Journal of Real Estate Portfolio Management Pub Date : 2023-04-13 DOI: 10.1080/10835547.2023.2183373
Mohsen Bahmani‐Oskooee, Hesam Ghodsi, Muris Hadzic
{"title":"On the Effects of Consumer Sentiment on House Permits: Asymmetric Evidence From State-Level Data in the United States","authors":"Mohsen Bahmani‐Oskooee, Hesam Ghodsi, Muris Hadzic","doi":"10.1080/10835547.2023.2183373","DOIUrl":"https://doi.org/10.1080/10835547.2023.2183373","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47351677","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
The Financial Performance of Newly Launched Chinese Infrastructure REITs 中国新推出基础设施REITs的财务表现
Journal of Real Estate Portfolio Management Pub Date : 2023-04-11 DOI: 10.1080/10835547.2023.2183459
{"title":"The Financial Performance of Newly Launched Chinese Infrastructure REITs","authors":"","doi":"10.1080/10835547.2023.2183459","DOIUrl":"https://doi.org/10.1080/10835547.2023.2183459","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45725959","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Investor Inattention to Earnings Surprises: Evidence from REIT and Tenant Information Transmission 投资者对盈余意外的忽视:来自REIT和租户信息传递的证据
Journal of Real Estate Portfolio Management Pub Date : 2023-04-03 DOI: 10.1080/10835547.2023.2179964
Ryan G. Chacon, Jocelyn D. Evans
{"title":"Investor Inattention to Earnings Surprises: Evidence from REIT and Tenant Information Transmission","authors":"Ryan G. Chacon, Jocelyn D. Evans","doi":"10.1080/10835547.2023.2179964","DOIUrl":"https://doi.org/10.1080/10835547.2023.2179964","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-04-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"42486153","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
An Asymmetric Panel Error-Correction Model of Australian Office Rents 澳大利亚写字楼租金的非对称面板误差修正模型
Journal of Real Estate Portfolio Management Pub Date : 2023-03-21 DOI: 10.1080/10835547.2023.2179173
S. Stevenson, Alexandra Krystalogianni, Fotis Mouzakis, J. Young
{"title":"An Asymmetric Panel Error-Correction Model of Australian Office Rents","authors":"S. Stevenson, Alexandra Krystalogianni, Fotis Mouzakis, J. Young","doi":"10.1080/10835547.2023.2179173","DOIUrl":"https://doi.org/10.1080/10835547.2023.2179173","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-03-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"45793252","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading 房地产投资信托基金行业隐含波动率指数:期权交易的流动性和信息
Journal of Real Estate Portfolio Management Pub Date : 2023-01-02 DOI: 10.1080/10835547.2023.2179963
Clemens Kownatzki, Dongshin Kim, Abraham Park, Sunghoon Kwon
{"title":"REIT Sector Implied Volatility Index: Liquidity and Information of Option Trading","authors":"Clemens Kownatzki, Dongshin Kim, Abraham Park, Sunghoon Kwon","doi":"10.1080/10835547.2023.2179963","DOIUrl":"https://doi.org/10.1080/10835547.2023.2179963","url":null,"abstract":"An accurate volatility forecast is essential in financial investments and risk management. Existing literature finds that the implied volatility from options trading best predicts the realized volatility in various financial products. In 2016, real estate was added to the S&P 500 as the eleventh sector; however, a reliable implied volatility measure for the real estate sector has not been developed yet. The existing literature in real estate investment trusts (REITs) relies primarily on insufficient volatility forecasts, such as implied volatility for a broader market or time series analysis. In this research, we develop a REIT sector implied volatility index derived from options on the US Real Estate exchange-traded fund, IYR. As Whaley, the creator of the VIX (implied volatility on S&P 500), points out, enough liquidity in option trading is critical in developing an implied volatility index. This study shows that IYR option trading is liquid enough and informative that our REIT sector implied volatility index outperforms other volatility forecast measures. Our findings suggest that the REIT sector implied volatility index from option trading data can be utilized in future research and industry risk management.","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"135754996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Acknowledgment of Distinguished Reviewers for JREPM JREPM杰出评审员致谢
Journal of Real Estate Portfolio Management Pub Date : 2023-01-02 DOI: 10.1080/10835547.2023.2216635
{"title":"Acknowledgment of Distinguished Reviewers for JREPM","authors":"","doi":"10.1080/10835547.2023.2216635","DOIUrl":"https://doi.org/10.1080/10835547.2023.2216635","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2023-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"47595027","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Retail Property Price Index Forecasting through Neural Networks 基于神经网络的零售物业价格指数预测
Journal of Real Estate Portfolio Management Pub Date : 2022-10-20 DOI: 10.1080/10835547.2022.2110668
Xiaojie Xu, Yun Zhang
{"title":"Retail Property Price Index Forecasting through Neural Networks","authors":"Xiaojie Xu, Yun Zhang","doi":"10.1080/10835547.2022.2110668","DOIUrl":"https://doi.org/10.1080/10835547.2022.2110668","url":null,"abstract":"","PeriodicalId":35895,"journal":{"name":"Journal of Real Estate Portfolio Management","volume":null,"pages":null},"PeriodicalIF":0.0,"publicationDate":"2022-10-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"46482108","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 20
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