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REF publications archive 1

REF Publications Archive:

Author

Publication Title

Year

Alcock, J & Carmichael, T

Nonparametric American option pricing

2008

Alcock, J, Cockcroft, S & Finn, F

Quantifying the advantage of secondary mathematics study for accounting & finance undergraduates

2008

Bao, H & Sweeney, PD

Hedonic Valuation of Schooling in UK: The Case of Hertford Town

2008

Bao, H & Zhou, SZ

The Land Market in Hong Kong: Price Index & the Relationship with the Property Market

2008

Baum, A

The Emergence of Real Estate Funds

2008

Baum, A & Crosby, N

Property Investment Appraisal

2008

Baum, A & Devaney, S

Depreciation, Income Distribution & the UK REIT

2008

Hoesli, M, Lizieri, C & MacGregor, B

The Inflation Hedging Characteristics of US & UK Investments: A Multi-Factor Error Correction Approach

2008

Alcock, J, Goard, J & Vassallo, T

Calibrating Mean-Reverting Jump Diffusions: An application to the NSW Electricity Market

2007

Bao, H & Wan, ATK

Improved Estimators of Hedonic Housing Price Models

2007

Baum, A

Managing Specific Risk in Property Portfolios

2007

Hatherley, A & Alcock, J

Portfolio construction incorporating asymmetric dependence structures: A users guide

2007

Lizieri, C, Satchell, S & Zhang, Q

The Underlying Return Generating Factors for REIT Returns: An Application of Independent Component Analysis

2007

Alcock, J & Burrage, K

A note on the Balanced method

2006

Baum, A

Real estate investment through indirect vehicles: an initial view of risk & return characteristics

2006

Baum, A & Mackmin, D

The Income Approach to Property Valuation

2006

Baum, A & Sams, G

Stand und Entwicklungs – tendenzen der Immobilienokonomire

2006

Baum, A & Sams, G

Statutory Valuations

2006

Johnson, R, Lizieri, C, Soenen, L & Worzala, E

Simulating Currency Risk on Private Investments in Real Estate

2006

McAllister, P & Lizieri, C

Monetary Integration & Real Estate Markets: the Impact of the Euro on European Real Estate Equities

2006

Alcock, J

Numerical methods for quantitative finance

2005

Alcock, J & Docwra, G

A simulation analysis of the market effect of the Australian Broadcasting Corporation

2005

Alcock, J & Gray, P

Dynamic, non-parametric hedging of European style contingent claims using Canonical valuation

2005

Alcock, J & Gray, P

Forecasting stock returns using model selection criteria

2005

Crosby, N, Hughes, C, Lizieri, C & Oughton, M

A Message from the Oracle: The Land-Use Impact of a Major In-Town Shopping Centre

2005

Devaney, S & Lizieri, C

Individual Assets, Market Structure & the Drivers of Return

2005

Knight, J, Lizieri, C & Satchell, S

Diversification When It Hurts? The Joint Distributions of Real Estate & Equity Markets

2005

Alcock, J & Burrage, K

A genetic estimation algorithm for parameters of stochastic ordinary differential equations

2004

Bao, H & Wan, ATK

On the Use of Spline Smoothing in Estimating Hedonic Housing Price Models: Empirical Evidence Using Hong Kong Data

2004

Baum, A

) International Real Estate: An Institutional Approach

2004

Baum, A & Turner, N

Retention Rates, Re-Investment & Depreciation In European Office Markets

2004

Devaney, S & Lizieri, C

Sale & Leaseback, Asset Outsourcing & Capital Market Impacts

2004

Baum, A, Crosby, N, McAllister, P, Gallimore, P & Gray, A

Appraiser behaviour & appraisal smoothing: some qualitative & quantitative evidence

2003

Collett, D, Lizieri, C & Ward, C

Timing & the Holding Periods of Institutional Real Estate

2003

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