In this article, the authors review derivative instruments and techniques to manage real
estate price risk and interest rate risk for portfolios that include commercial mortgage-backed …

The real estate investment management industry has been undergoing a process of change
over the last two decades. The market is far more transparent than it once was due to the …

Previous research has shown that real estate serves as a diversifier in mixed-asset
portfolios. However, this empirical finding is beset with some drawbacks associated with …

This master's thesis focuses on the management of price risk involved in direct commercial
real estate investments. The motivation for the topic originates from the long-lasting …

Based on quarterly data from the US commercial real estate market we find that a short
position on the Dow-Jones US Real Estate index (DJUSRE) can serve as a useful and …

Previous research has shown that real estate serves as a diversifier in mixedasset portfolios.
However, this empirical finding is beset with some drawbacks associated with direct real …