Journal of Property Investment & Finance: Volume 25 Issue 3

Subject:

Table of contents

A comparison of the forecasting ability of ARIMA models

Simon Stevenson

ARIMA models have been extensively examined in the context of the real estate market. The purpose of this paper is to examine issues relating to their application in a forecasting…

4055

Serial persistence in individual real estate returns in the UK

Steven P. Devaney, Stephen L. Lee, Michael S. Young

The purpose of this paper is to examine individual level property returns to see whether there is evidence of persistence in performance, i.e. a greater than expected probability…

Regime switching and asset allocation: Evidence from international real estate security markets

K.H. Liow, H. Zhu

The purpose of this paper is to explore a regime switching asset allocation model that includes six major real estate security markets (USA, UK, Japan, Australia, Hong Kong and…

1630

Exploring office investment decision‐making in different European contexts

Claire Roberts, John Henneberry

Studies of UK and US property investment markets have historically portrayed the decision‐making process as an exercise in rational analysis. This notion is fundamentally flawed…

4352

The valuation of licensed premises

Howard Day, Rupert Kelton

The purpose of this paper is to explain the rationale and methodology applied to the rental valuation of wet led (i.e. pub or bar) retail leisure outlets. The paper does not cover…

2066
Cover of Journal of Property Investment & Finance

ISSN:

1463-578X

Online date, start – end:

1999

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editor:

  • Nick French