Zobrazeno 1 - 10
of 103
pro vyhledávání: '"Colin Lizieri"'
This new text provides a rigorous analysis of real estate markets. Three main sections cover: microeconomics of property markets the macroeconomics of commercial property the financial economics of property Global empirical examples illustrate the th
Publikováno v:
Journal of Empirical Finance. 58:356-368
We propose a multivariate model of returns that accounts for four of the stylised facts of financial data: heavy tails, skew, volatility clustering, and asymmetric dependence with the aim of improving the accuracy of risk estimates and increasing out
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0199e274e41e8642e7a54c44ce6ed342
https://doi.org/10.1016/j.jempfin.2020.07.001
https://doi.org/10.1016/j.jempfin.2020.07.001
Autor:
Colin Lizieri
Publikováno v:
Journal of Property Investment & Finance, 2015, Vol. 33, Issue 6.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/JPIF-07-2015-0050
Autor:
Colin Lizieri
Publikováno v:
Principles and Practice of Property Valuation in Australia ISBN: 9781003049555
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::32cf955133c33d0639641a7599b817d7
https://doi.org/10.1201/9781003049555-chapter2
https://doi.org/10.1201/9781003049555-chapter2
Publikováno v:
Financial Analysts Journal. 75:20-38
© 2019, © 2019, CFA Institute. We challenge the academic consensus that estimation error makes mean–variance portfolio strategies inferior to passive equal-weighted approaches. We demonstrate analytically, via simulation, and empirically that inv
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ad04faa240cc119532edd72174a945af
https://doi.org/10.1080/0015198x.2019.1600958
https://doi.org/10.1080/0015198x.2019.1600958
Commercial real estate occupier markets are analysed in the context of the debate over the role of real estate lending in financial stability and the search for long-term valuation methods to complement market value estimations. Models of sustainable
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e115c4bc971ef26129b32261d68739a8
Autor:
Bing Zhu, Colin Lizieri
Publikováno v:
SSRN Electronic Journal.
This paper studies the pricing of the risk associated with the location of the assets. The location risk is measured by ‘local beta’, which combines the systematic risk of local property markets and the property allocation strategy of real estate
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4fdb7d168d45bb6147c69c8fc69cf677
https://doi.org/10.2139/ssrn.3772717
https://doi.org/10.2139/ssrn.3772717
Autor:
Nestor Garza, Colin Lizieri
Publikováno v:
Urban Studies. 56:1931-1950
In this paper, we focus on the role and economic effect of land ownership and land monopoly in emerging urban environments. Land monopoly in conventional economics is a theoretical ‘impossibility’ which, nonetheless, allows for a spatial empirica
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9a6c24a578bf420a208dd226ee781dd6
https://doi.org/10.1177/0042098018781306
https://doi.org/10.1177/0042098018781306
This study, we explores how information helps housing consumers make informed decisions and discusses potential market outcomes. Specifically, wWe analyse the interaction between the disclosure of information on property conditions and the disparity
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::519098375a4942cac7c053cced3ada24
https://www.repository.cam.ac.uk/handle/1810/287622
https://www.repository.cam.ac.uk/handle/1810/287622
Publikováno v:
SSRN Electronic Journal.
We challenge academic consensus that estimation error makes mean-variance portfolio strategies inferior to passive equal-weighted approaches. We demonstrate analytically, via simulation and empirically that investors endowed with modest forecasting a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::17a85dbcaf21e2010dc05bdf28a286b1
https://doi.org/10.2139/ssrn.3373594
https://doi.org/10.2139/ssrn.3373594