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Journal of Real Estate Portfolio Management Volume 12, 2006 - Issue 2
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Research Articles

Designing Property Futures Contracts and Options Based on NCREIF Property Indices

Patrick Lecomte University of Cincinnati, Cincinnati, OH
&
Will McIntosh University of Cincinnati, Cincinnati, OH
Pages 119-154 | Published online: 18 Jun 2020

Citations (9)

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Read on this site (2)

Patrick Lecomte. (2013) Tiptoe Past The Dragon: Replicating and Hedging Chinese Direct Real Estate. Journal of Real Estate Portfolio Management 19:1, pages 49-72.
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Patrick Lecomte. (2007) Beyond Index-Based Hedging: Can Real Estate Trigger a New Breed of Derivatives Market?. Journal of Real Estate Portfolio Management 13:4, pages 345-378.
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Articles from other publishers (7)

Bin MeiWenbo WuWenjing Yao. (2020) Private-equity commercial real estate, timberland, and farmland: market integration and information transition dynamics. Canadian Journal of Forest Research 50:11, pages 1101-1112.
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Radu Tunaru & Frank J. Fabozzi. (2017) Commercial Real Estate Derivatives: The End or the Beginning? . The Journal of Portfolio Management 43:6, pages 179-186.
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Patrick Lecomte. (2014) Testing alternative models of property derivatives: the case of the City of London. Journal of Property Investment & Finance 32:2, pages 107-153.
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Chyi Lin Lee, Simon Stevenson & Ming-Long Lee. (2012) Futures Trading, Spot Price Volatility and Market Efficiency: Evidence from European Real Estate Securities Futures. The Journal of Real Estate Finance and Economics 48:2, pages 299-322.
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Frank J. Fabozzi, Silvia Stanescu & Radu Tunaru. (2013) Commercial Real Estate Risk Management with Derivatives. The Journal of Portfolio Management 39:5, pages 111-119.
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Frank J Fabozzi, Silvia Stanescu & Radu Tunaru. (2013) Commercial Real Estate Risk Management with Derivatives. The Journal of Portfolio Management 39:6, pages 111-119.
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Martin Hoesli & Jon Lekander. (2008) Real estate portfolio strategy and product innovation in Europe. Journal of Property Investment & Finance 26:2, pages 162-176.
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