Search Results - subject_exact:"Immobilienfonds"

The importance of considering regimes in long-term asset allocation to real estate

Guidolin, Massimo; Liang, Mingwei; Petrova, Milena - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015609482

Explosive price dynamics in global REIT markets : evidence from developed regions

Iancu, Laura Andreea - 2026

This paper investigates the presence and timing of explosive price dynamics in major listed real estate markets over the period 04 January 2011 - 11 February 2026. The analysis focuses on four benchmark indices: the FTSE EPRA Nareit Developed Europe Index, the FTSE Nareit All Equity REITs Index...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015639899

The real estate channel of unconventional monetary policy

Honda, Tomohito; Shimizu, Chihiro; Uesugi, Iichiro - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015641478

Interpretable deep learning for REIT return forecasting : a comparative study of LSTM, TVP-VAR proxy, and SHAP-based explanations

Eddy Suprihadi; Danila, Nevi; Ali, Zaiton; Ananta, Gede … - 2026

Forecasting returns in Real Estate Investment Trust (REIT) markets remains challenging because REIT performance is shaped by nonlinear and time-varying interactions with macro-financial conditions. This study evaluates the forecasting performance of Long Short-Term Memory (LSTM) neural networks...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015644257

Real estate risk in capital markets : evidence from REIT debt and equity markets

Kozak, Jakob - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647626

Understanding the dynamics of REIT equity and debt markets with machine learning

Jenett, Hendrik - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015647630

Regulatorische Anforderungen und Instrumente für das Liquiditätsmanagement offener Immobilienfonds

Braselmann, Jonas; Schöne, Lars Bernhard - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016081319

Regulatorische Anforderungen und Instrumente für das Liquiditätsmanagement offener Immobilienfonds

Braselmann, Jonas; Schöne, Lars Bernhard - 2026

Offene Immobilien-Publikumsfonds stehen vor einem besonderen Spannungsfeld: Anleger können ihre Anteile zurückgeben, während Immobilien nicht kurzfristig und ohne Weiteres veräußert werden können. Gerade bei steigenden Mittelabflüssen stellt sich deshalb die Frage, wie früh eine...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016064336

European Real Estate Index (EREI) 2026 : a near-real-time European Real Estate Index EREI : monthly listing prices and rents for residential real estate

Koetter, Michael; Noth, Felix; Wöbbeking, Carl Fabian - 2026

Real estate is a capstone connection between various economic agents and markets. It is the main store of household wealth, serves as collateral for mortgage loans in the banking system, aids the transmission of monetary policy, and can propagate financial crises when overvalued. Yet comparable...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016083919

Behavioral finance in real estate : textual sentiment and REIT market dynamics

Lautenschläger, Lukas - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016090349

Market dynamics and determinants of commercial real estate performance : evidence from an emerging economy

Gafarbayli, Konul; Hashimova, Albina; Aliyev, Ilgar - 2026

This study examines commercial real estate market dynamics and valuation performance using an applied panel-data econometric framework within the context of an emerging market economy. While traditional valuation approaches primarily emphasize static income-capitalization relationships, they...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016087355

Fractional ownership of art in India : case for a bespoke framework

Mohan, M. P. Ram; Mehta, Rishabh Kumarpal - 2026

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016086560

Do boards shape REIT performance? : evidence from the South African REIT sector

Mofokeng, Thabelo Sean-Vincent; Okoro, Chioma Sylvia - 2026

We examine whether board activity (B_ACTIV), board size (B_SIZE), board independence (BIND), and board tenure (BOARD_TEN) are associated with the performance of South African real estate investment trusts (REITs) over the period 2013 to 2025. The REIT framework provides a rigorous setting to...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016098066

Enhancing real estate investment trust return forecasts using machine learning

Leow, Kahshin; Lindenthal, Thies - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458674

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Enhancing real estate investment trust return forecasts using machine learning

Leow, Kahshin; Lindenthal, Thies - 2025

Book / Working Paper

The effect of sector specialisation on unlisted real estate fund performance amid economic downturns

Hilders, Bas; Marx, Simon; Tsolacos, Sotiris - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015331017

Are institutional investors the culprit of rising global house prices?

Banti, Chiara; Phylaktis, Kate - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015338054

What is the effect of VIX and (un)expected Illiquidity on Sectoral Herding in US REITs during (Non)crises? : evidence from a Markov Switching Model (2014-2022)

Essa, Mohammad Sharik; Giouvris, Evangelos - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015357760

Student Real Estate Investment Funds

Kelly, Jacob; Letdin, Mariya - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190577

European Real Estate Index (EREI) 2025

Koetter, Michael; Noth, Felix; Wöbbeking, Carl Fabian - 2025

This Technical Report documents the construction and coverage of the IWH European Real Estate Index (EREI). Since 2018, we have used machine-learning methods to collect monthly listings of residential real estate available for sale or rent in up to 20 European countries. The Technical Report...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015190601

Green gains : The impact of REITs' environmental performance on sustainability-linked loan interest rates

Artiga González, Tanja; Capera Romero, Laura; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015196489

How smart is the real estate smart beta? : evidence from optimal style factor strategies for REITs

Andronoudis, Dimos; Guidolin, Massimo; Pedio, Manuela - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015466965

Public housing neighbourhood malls and the real estate investment trust-driven retail gentrification

Bai, Mingze - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015471539

Künstliche Intelligenz im Immobilienfondsmanagement : Analyse fachspezifischer Einsatzmöglichkeiten

Weidling, Johanna; Rock, Verena - 2025

Das Thema Künstliche Intelligenz (KI) wird derzeit in unterschiedlichsten Kontexten diskutiert. Eine fachspezifische Analyse des Einsatzes Künstlicher Intelligenz im Tätigkeitsfeld des Immobilienfondsmanagements wurde allerdings noch nicht unternommen. Die vorliegende Arbeit widmet sich...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015435438

Common risk factors in REIT Returns : new insights

Coën, Alain; Guardiola, Philippe - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015435468

Hedging downside risk for REITs

Zhou, Jian - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015435489

Forecasting share redemption suspensions and net asset value decreases of open-end real estate funds : the role of investment ratings

Kaspereit, Thomas - 2025

In this paper, models are built and evaluated to forecast the share redemption suspensions and net asset value decreases of German open-end real estate funds. These models emphasize the potential role of qualitative investment ratings in the above two aspects. The results reveal that better...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015438501

Impact of financial stress on the REIT market stability

Ozcelebi, Oguzhan; Yoon, Seong-min - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015455833

Hospitality in crisis : evaluating the downside risks and market sensitivity of Hospitality REITs

Malhotra, Davinder Kumar; Poteau, Raymond - 2025

This study evaluates the risk-adjusted performance of Hospitality REITs using multi-factor asset pricing models and downside risk measures with the aim of assessing their diversification potential and crisis sensitivity. Unlike prior studies that examine REITs in aggregate, this study isolates...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015457725

Herding spillover effects in US REIT sectors

Babalos, Vassilios; Ngene, Geoffrey M.; Gupta, Rangan; … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458632

Human mobility and commercial real estate : evidence from REIT operating performance

Özgür, Halil; Tsang, Desmond; Yönder, Erkan - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015458722

An empirical study of property and real estate companies listed on the Indonesian Stock Exchange

Usat, Hestinuraini; Permana Saputra, Asep Rokhyadi; … - 2025

This study examines the impact of debt policy, firm size, and liquidity on firm value in property and real estate companies listed on the Indonesia Stock Exchange (IDX) from 2022 to 2024. Using a quantitative approach, this research employed multiple linear regression analysis supported by...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015492221

Wealth effect of asset securitization in real estate and infrastructure sectors : evidence from China

Kong, Wenkai; Huang, Juanjuan - 2025

We investigate the wealth effect of asset securitization in real estate and infrastructure sectors on issuing firms, based on data from 859 listed companies in China, the world's largest developing country. The data come from a manual match to securitization issuance records, spanning from 2014...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015596361

Harnessing uncertainty : a new approach to real estate investment decision support

Pollestad, Arne Johan; Oust, Are - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015555014

Single-family REITs and local housing markets

Giacoletti, Marco; Heimer, Rawley Z.; Li, Wenli; Yu, Edison - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015558127

Prediction and allocation of stocks, bonds, and REITs in the US market

Monteiro, Ana Sofia Melo; Sebastião, Helder Miguel … - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015590026

Capital structure of listed property firms : lessons from a property investment reform

Toerien, Francois; Calvosa, Alessandro; De Jager, Phillip G. - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015624550

Future-Proofing Real Estate Investment : Place-Based Risks

2025

Buildings account for 37% of global energy-related emissions, while in OECD countries real estate represents USD 111 trillion in value – nearly double total GDP. This makes the sector central to climate action, but also deeply exposed to mounting physical hazards like floods, fires and...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015630508

Optimal REIT portfolio selection using machine learning

Zhang, Wendi; Li, Bin; Singh, Tarlok; Liew, Alan Wee-Chung - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015481307

Idiosyncratic asset return and wage risk of US households

Snudden, Stephen - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015398387

The impact of futures trade on the informational efficiency of the U.S. REIT market

Ahn, Kwangwon; Jang, Hanwool; Jeong, Minhyuk; Sohn, Sungbin - 2025

This study examines the impact of futures trading on market efficiency and price discovery in the U.S. real estate investment trusts (REITs) market. First, we present inconclusive evidence regarding efficiency improvement in the U.S. REIT spot market following the introduction of futures...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015559385

Impact of financing method on J-REIT unit price around seasoned equity offerings : dilution and borrowing ratio effects on abnormal returns

Ota, Akira; Takahashi, Hiroshi - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015404521

An empirical analysis of downside risk and inefficiency in U.S. real estate funds

Valadkhani, Abbas; Moradi-Motlagh, Amir; O'Mahony, Barry - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672369

Stabilität oder Sensitivität : makroökonomische Einflussfaktoren auf Mittelzu- und -abflüsse in deutschen offenen Immobilienfonds

Müller-Judex, Leonie; Salzberger, Hannah; Just, Tobias - 2025

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015672023

Interconnected dynamics of REITs and other financial Instruments in ASEAN : a comprehensive analysis

Danila, Nevi - 2025

This paper investigates the volatility spillover between Real Estate Investment Trusts (REITs) and other financial instruments and macroeconomic variables, such as currency, stock, oil, and interest rates in three ASEAN countries. The study uses a time-varying vector autoregression (TVP-VAR)...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10016084859