Econometric modelling of the property market has been exercised for several decades. Despite advancements in the field, there is still an element of uncertainty in property market modelling and forecasting. This uncertainty arises due to prevailing modelling practices. On one hand, researchers...

Purpose: The purpose of this paper is to build a case for globally diversified core real estate funds portfolio. Design/methodology/approach: It uses Monte Carlo simulation technique to construct synthetic real estate funds portfolios. Findings: Benefit of maintaining globally diversified real...

Purpose: This study is a practice undertaking examining three main concerns that currently dominate Dutch housing market debate: how long is the cycle, will the current house price inflation continue and is housing market in a bubble. With national house prices reaching record highs across all...

Purpose: The study examines Asia Pacific (APAC) non-listed non-core real estate funds' capital calls (investor equity drawdowns) sequence for varying vehicle strategies. Design/methodology/approach: Analysis starts with a cursory data interpretation that extracts a typical investors' equity...

Purpose: The study is set to explore a viability for substituting part of cash holdings within European open-end diversified core equity (ODCE) real-estate funds with listed real-estate exchange-traded fund (ETF) alternative. Academically, this research bridges a knowledge gap within private...

The dissemination of robust real estate data can help to improve market efficiency and investment analysis. To provide a perspective on property prices, a long series is vital. While long commercial and residential real estate data series are available, agricultural land is less well served....

Econometric modelling of the property market has been exercised for several decades. Despite advancements in the field, there is still an element of uncertainty in property market modelling and forecasting. This uncertainty arises due to prevailing modelling practices. On one hand, researchers...

The dissemination of robust asset price data can help to improve market efficiency, resource allocation and investment analysis. Beyond commercial decisions, land prices influence housing affordability, food security or low carbon infrastructure. Yet price and return histories for farmland in...