REFÂ 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 |