Journal of Property Finance: Volume 8 Issue 4

Category:

Built Environment

Table of contents

Economic forces shaping investment in office markets

James D. Shilling

Divides investors into two types: tax‐paying investors and tax‐exempt pension funds. Tax‐paying investors will worry about the expected after‐tax variance of return on…

Property forecasting in actuarial modelling and asset management

Philip M. Booth

Claims as property modelling and forecasting techniques have developed to take account of new investment theories, property researchers have tended to follow the approach…

A heterogeneous panel cointegration‐error correction approach to modelling commercial mortgage‐backed security prices

Seow‐Eng Ong, Clark L. Maxam

Provides the first empirical time series analysis of commercial mortgage‐backed securities (CMBS) prices using a proprietary data set of 15 senior tranche securities…

An attribution of the return on the UK commercial property market

J.A. Schofield

Between 1981 and 1994, the UK commercial property market (IPD) delivered a total return of 9.9 per cent each year, 4.2 per cent each year in real terms. Over the same…

Issues in the development and application of property market forecasting: the investor’s perspective

Paul M. Mitchell, Paul F. McNamara

Forecasts of rental growth are increasingly being required by and provided to property investors by a growing number of suppliers. Reviews the uses to which such forecasts…

ISSN:

0958-868X

Online date, start – end:

1990 – 1997

Copyright Holder:

Emerald Publishing Limited