Journal of Property Finance: Volume 6 Issue 3
Subject:
Table of contents
An actuarial model of rehabilitation versus new construction of housing
Ivan M. JohnstoneDevelops actuarial benefit‐cost ratio models of rehabilitation andnew dwelling construction to indicate when investment in public housingis best diverted from new construction…
1003
Using commercial property indices for measuring portfolio performance
Gerald R. Brown, George A. MatysiakThe measurement of property portfolio performance is an importantissue that, superficially, appears very straightforward. All that isrequired is an index of property market…
3532
Real estate portfolio diversification by property type and region
Piet M.A. Eichholtz, Martin Hoesli, Bryan D. MacGregor, Nanda NanthakumaranAnalyses data from the USA and UK to determine whetherdiversification within a region by property type is better thandiversification between regions within a property type…
5637
Is there a place for property in the multi‐asset portfolio?
Peter Byrne, Stephen LeeUses modern portfolio theory and a spreadsheet optimizer to make anex‐post examination of the strategic diversification effects ofincluding property in a multi‐asset portfolio…
2277