"Pureplay" REIT-Based Property Price Indexes

Exclusively Licensed

The present disclosure is directed to generating REIT-based pure property return indexes. First, REIT return data is compiled from each REIT of a plurality of REITs at a predetermined frequency. Then, the generated REIT return data is de-levered and processed according to exposures to each of a plurality of target characteristics to obtain coefficients reflecting each REIT's weight in an index. Finally, an index is generated according to the REITs, the obtained coefficients, and the weights.

Researchers

David Geltner / Bradford Case / Holly Horrigan / Henry Pollakowski

Departments: Department of Urban Studies and Planning, Center for Real Estate
Impact Areas: Connected World

  • reit-based pure property return indexes
    United States of America | Granted | 8,442,892
  • reit-based pure property return indexes (as amended) "pureplay" reit-based property price indexes
    Japan | Granted | 5,416,785
  • "pureplay" reit-based property price indexes
    Singapore | Granted | 172,440

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