4
H index
2
i10 index
70
Citations
Michel Baroni : Citation Profile
ESSEC Business School | RESEARCH PRODUCTION: 9 Articles 40 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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17 years (2001 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Michel Baroni. | Is cited by:
| Cites to:
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Main data
Where Michel Baroni has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Property Investment & Finance | 4 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| ERES / European Real Estate Society (ERES) | 21 |
| THEMA Working Papers / THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise | 7 |
| Post-Print / HAL | 2 |
Recent works citing Michel Baroni (2023 and 2022)
| Year | Title of citing document |
|---|---|
| 2023 | Long-Memory, Asymmetry and Fat-Tailed GARCH Models in Value-at-Risk Estimation: Empirical Evidence from the Global Real Estate Markets. (2023). Mighri, Zouheir ; Jaziri, Raouf. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00331-w. Full description at Econpapers || Download paper |
Works by Michel Baroni:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2001 | Physical Real Estate : Risk Factors and Investor Behaviour In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Analysing the real estate investment risk : The case of Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2002 | A Repeat Sales Index for Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Which Capital Growth for the Paris Residential Market? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | A PCA Factor Repeat Sales Index To Forecast Apartment Prices in Paris In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Physical Real Estate. A Paris Repeat Sales Residential Index In: ERES. [Full Text][Citation analysis] | paper | 4 |
| 2004 | Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: ESSEC Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2004 | Physical Real Estate: A Paris Repeat Sales Residential Index.(2004) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2005 | Monte-Carlo Simulations for Building Appraisal In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | OPTIMAL HOLDING PERIOD IN REAL ESTATE PORTFOLIO. In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2006 | Optimal holding period In Real Estate Portfolio.(2006) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2007 | May we Build Derivatives on the Paris Residential Market? In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Paris Repeat Sales Commercial Property Indices In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Role of accreditation in real estate education In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | A REPEAT SALES INDEX ROBUST TO SMALL TRANSACTIONS VOLUME In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Forecasting Real Estate Prices From a PCA Repeat Sales Index In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2009 | Segmenting the Paris Residential Market According to Temporal Evolution and Housing Attributes In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | LONG-TERM INFLATION HEDGING PROPERTIES OF DIRECT REAL ESTATE INVESTMENT: A METHODOLOGY TO STUDY INFLATIONÃÂS PROTECTION GIVEN THE LEASE STRUCTURE AND THE INDEXATION USES In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2010 | COMBINING MONTE-CARLO SIMULATIONS AND OPTIONS TO MANAGE RISK OF REAL ESTATE PORTFOLIOS In: ERES. [Full Text][Citation analysis] | paper | 7 |
| 2012 | Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2012) In: ESSEC Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Combining Monte Carlo simulations and options to manage the risk of real estate portfolios.(2013) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2011 | Combining Monte Carlo Simulations and Options to Manage the Risk of Real Estate Portfolios.(2011) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
| 2013 | Market Heterogeneity and Determinants of Paris Apartment Prices: A Quantile Regression Approach In: ERES. [Full Text][Citation analysis] | paper | 4 |
| 2016 | Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach.(2016) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
| 2017 | Market heterogeneity and the determinants of Paris apartment prices: A quantile regression approach.(2017) In: Urban Studies. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
| 2014 | Market Heterogeneity and Investment Risk – Applying Quantile Regression to the Paris Apartment Market, 1990-2006 In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Segmenting the Paris residential market using a Principal Component Analysis In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A changing model for Real Estate Returns: a factorial approach In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2018 | An index to forecast housing returns In: ERES. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Un nouvel indice de risque immobilier pour le marché résidentiel parisien In: Revue économique. [Full Text][Citation analysis] | article | 2 |
| 2003 | Which Capital Growth Index for the Paris Residential Market? In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Which Capital Growth Index for the Paris Residential Market?.(2004) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2004 | The Paris Residential Market: Driving Factors and Market Behaviour 1973-2001 In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 10 |
| 2005 | A PCA Factor Repeat Sales Index (1973-2001) To Forecast Apartment Prices in Paris (France) In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 22 |
| 2006 | Monte Carlo Simulations versus DCF in Real Estate Portfolio Valuation In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2007 | Optimal Holding Period for a Real Estate Portfolio In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2007 | Optimal holding period for a real estate portfolio.(2007) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 7 | article | |
| 2007 | Is it possible to construct derivatives for the Paris residential market? In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2007 | Is it possible to construct derivatives for the Paris residential market?.(2007) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | paper | |
| 2008 | Is It Possible to Construct Derivatives for the Paris Residential Market?.(2008) In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2009 | A repeat sales index Robust to small datasets In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A repeat sales index robust to small datasets.(2009) In: THEMA Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2011 | A repeat sales index robust to small datasets.(2011) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2009 | A Repeat Sales Index Robust to Small Datasets.(2009) In: Post-Print. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2014 | The Impact of Lease Structures on the Optimal Holding Period for a Commercial Real Estate Portfolio In: ESSEC Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2015 | The impact of lease structures on the optimal holding period for a commercial real estate portfolio.(2015) In: Journal of Property Investment & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2001 | Indices de limmobilier physique et facteurs systématiques de risque In: THEMA Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Market heterogeneity, investment risk and portfolio allocation In: International Journal of Housing Markets and Analysis. [Full Text][Citation analysis] | article | 0 |
| 2007 | APCA Factor Repeat Sales Index for Apartment Prices in Paris In: Journal of Real Estate Research. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team