Colin Lizieri
University of Cambridge
H-index: 34
Europe-United Kingdom
Top articles of Colin Lizieri
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Quantifying the non-Gaussian gain | Journal of Asset Management | David Allen Stephen Satchell Colin Lizieri | 2023/11/28 |
Price diffusion across international private commercial real estate markets | Journal of International Money and Finance | Bing Zhu Dorinth van Dijk Colin Lizieri | 2024/2/1 |
Behavioural Finance and the Housing Market | Helen Bao Colin Lizieri | 2024/2/29 | |
Real Estate Insights Individuals, beliefs and decision-making in commercial real estate markets: some reflections from the past | Journal of Property Investment & Finance | Colin Lizieri | 2024/2/6 |
Local beta: has local real estate market risk been priced in REIT returns? | The Journal of Real Estate Finance and Economics | Bing Zhu Colin Lizieri | 2022/3/5 |
Modelling sustainable rents for estimation of long-term or fundamental values of commercial real estate | Journal of Property Research | Neil Crosby Steven Devaney Colin Lizieri Nick Mansley | 2022/1/2 |
Connected markets through global real estate investments | Real Estate Economics | Bing Zhu Colin Lizieri | 2021/9 |
Maestros and mythologies: some lockdown reflections | Journal of Property Investment & Finance | Colin Lizieri | 2021/1/19 |
2 Economic principles | Principles and Practice of Property Valuation in Australia | Colin Lizieri | 2021/9/30 |
Local Beta: Have Location Risks Been Priced in REIT Returns? | Cambridge Real Estate Research Centre WP | Bing Zhu Colin Lizieri | 2020 |
A comparison of non-Gaussian VaR estimation and portfolio construction techniques | Journal of Empirical Finance | David Allen Colin Lizieri Stephen Satchell | 2020/9/1 |
Long-term value methodologies in commercial real estate lending-appendices | Neil Crosby Steven Devaney Colin Martyn Lizieri Nick Mansley Zilong Wang | 2020/7/1 | |
“In Defense of Portfolio Optimization: What If We Can Forecast?”: Author Response | Financial Analysts Journal | David Allen Colin Lizieri Stephen Satchell | 2020/4/23 |