"Pureplay" REIT-Based Property Price Indexes
Exclusively Licensed
Invention type: Technology
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Case number: #13579J
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
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Bradford Case
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Holly Horrigan
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Henry Pollakowski
Departments: Department of Urban Studies and Planning, Center for Real Estate
Technology Areas: Computer Science: Networking & Signals
Impact Areas: Connected World
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