Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 9 of 9 for “"Nareit"”.
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A successive effort on performance comparison between public and private real estate equity investment
… real estate equity investment represented by NAREIT Equity REIT Index and NCREIF Property Index from 1987 to 2005. Before comparison, the two return series are restated to eliminate their discrepancies in leverage, property-sector mix, and asset management fees. In addition to the 2.66% …
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Have the private equity real estate funds out-performed REITs on a risk adjusted basis over time?
… analyzes a series of data from Preqin, NCREIF, NAREIT and SBBI. Our study features the use of the Treynor ratio to measure investment performance on a risk-adjusted basis, to provide a rigorous quantitative approach to comparing the total returns of both PERE funds and REITs. Overall, we find …
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Real estate derivatives : products and prospects
… real estate hedging solution, marketed by NAREIT and FTSE. We research Pure Property and compare it to past products. The paper points on Pure Property's new concept and its implications on asset valuation, product functionality and trading liquidity. The paper studies the ETF structure of …
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Risk and return in institutional commercial real estate : a fresh look with new data
… including: NCREIF; the stock market-based FTSE NAREIT Pure-Property Index Series; and a novel "synthetic" total return index created by the researcher from the repeat sale transaction-based Moody's/RCA CPPI Indices. The asset pricing model test results for the NCREIF and PureProperty indices …
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Assessing the predictability of the stock market and reit returns: a cross-country analysis /
… platforms like Bloomberg, using the FTSE EPRA NAREIT Global Index for securitized real estate and two stock market datasets. The study period was divided into pre-2008 and post-2008 to analyse and compare the predictability results. Key findings indicate significant variability in …
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Adjusted pure-play portfolio REIT equity index : historical performance of public and privacy real estate investment
… Association of Real Estate Investment Trust (NAREIT) provides that of publicly held commercial real estate by REITs. However, direct comparison between the two indexes is problematic due to the different characteristics of each market and the lack of historical data for accurate assessment. …
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The value of mixing uses: an empirical analysis of mixed-use developments in Boston, MA
… to the real estate industry, such as NCREIF, NAREIT, RCA, and CoStar, do not currently provide comprehensive data that identifies mixed-use developments. As such, financial analysis associated with mixed-use developments often segregates the project into its constituent uses and evaluates each …
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A risk-adjusted performance history of public and private market real estate investment, 1978-1997
… Association of Real Estate Investment Trusts ("NAREIT") equity index in an effort to replicate the returns of the latter. This equity Thesis index is an annual weighted compilation of the total returns of each existing equity REIT, as identified by a query of the Compustat database, for each …
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The 50th Anniversary of REITs: a Triple Case Study With Financial Analysis
<p>On September 14th, 2010, the REIT industry celebrated its 50th Anniversary. Only three REITs that were there in the beginning still exist today: Washington Real Estate Investment Trust, Pennsylvania Real Estate Investment Trust, and Winthrop Realty Trust (formerly known as First Union Real …