Jarjisu Sa-Aadu

University of Iowa - Department of Finance

Professor of Finance, Department Chair

Iowa City, IA 52242-1000

United States

SCHOLARLY PAPERS

11

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Top 32,152

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1,970

SSRN CITATIONS

1

CROSSREF CITATIONS

4

Scholarly Papers (11)

1.

Portfolio Performance and Strategic Asset Allocation Across Different Economic Conditions

Number of pages: 37 Posted: 15 Mar 2006
Jarjisu Sa-Aadu, James D. Shilling and Ashish Tiwari
University of Iowa - Department of Finance, DePaul University and University of Iowa
Downloads 1,251 (20,877)
Citation 1

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Portfolio diversification, volatility bounds, mean-variance spanning, regime switching

Houses, Banks, and Financial Markets: Why the Crisis this Time?

Number of pages: 38 Posted: 22 Jan 2009 Last Revised: 25 Jan 2010
Jon A. Garfinkel and Jarjisu Sa-Aadu
University of Iowa - Tippie College of Business and University of Iowa - Department of Finance
Downloads 201 (192,844)

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U.S. housing markets, Mortgage default proclivity, Bank lending behavior, Asset crashes

Houses, Banks, and Financial Markets: Why the Crisis this Time?

23rd Australasian Finance and Banking Conference 2010 Paper
Number of pages: 38 Posted: 31 May 2010
Jon A. Garfinkel and Jarjisu Sa-Aadu
University of Iowa - Tippie College of Business and University of Iowa - Department of Finance
Downloads 87 (367,907)
Citation 1

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U.S. housing markets, Mortgage default proclivity, Bank Lending Behavior, Asset Crashes.

3.

Funding Liquidity Risk and Hedge Fund Performance

30th Australasian Finance and Banking Conference 2017
Number of pages: 56 Posted: 27 May 2014 Last Revised: 08 Aug 2017
Mahmut Ilerisoy, Jarjisu Sa-Aadu and Ashish Tiwari
University of Iowa - Department of Finance, University of Iowa - Department of Finance and University of Iowa
Downloads 211 (184,470)
Citation 1

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Market Liquidity, Funding Liquidity, Hedge Fund Performance, Liquidity Regimes, Regime Switching, Liquidity Spirals

4.

Right of First Refusal (ROFR) Effects in Auctions with Reserve Price: Empirical Evidence from Taiwanese Government Land Auctions

Number of pages: 44 Posted: 17 Mar 2014
Yao-Min Chiang and Jarjisu Sa-Aadu
National Taiwan University - Department of Finance and University of Iowa - Department of Finance
Downloads 154 (242,892)

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auctions, right-of-first-refusal, mechanism design, reserve price, real estate

5.

Unconventional Monetary Policy and U.S. Housing Markets Dynamics

Number of pages: 61 Posted: 01 Apr 2015
Yao-Min Chiang, Jarjisu Sa-Aadu and James D. Shilling
National Taiwan University - Department of Finance, University of Iowa - Department of Finance and DePaul University
Downloads 65 (429,704)
Citation 2

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Unconventional Monetary Policy, Housing Starts, Aggregate Liquidity Factors, Housing Markets

6.

REIT Stock Price Volatility and the Effects of Leverage

Real Estate Economics, Vol. 45, Issue 2, pp. 452-477, 2017
Number of pages: 26 Posted: 19 Apr 2017
Yuichiro Kawaguchi, Jarjisu Sa-Aadu and James D. Shilling
Waseda University, University of Iowa - Department of Finance and DePaul University
Downloads 1 (801,963)
Citation 1
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7.

Optimal Contract Choice Decision in the Presence of Pay Option Adjustable Rate Mortgage and the Balloon Mortgage

Journal of Real Estate Finance and Economics, Vol. 48, No. 4, 2014
Posted: 30 Apr 2014
Yao-Min Chiang and Jarjisu Sa-Aadu
National Taiwan University - Department of Finance and University of Iowa - Department of Finance

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Mortgage choice; Balloon mortgages; Pay option ARMs; Horizon risk management; Household mobility

8.

The Role of Real Estate in an Institutional Investor's Portfolio Revisited

Posted: 04 Feb 2004
Gregory H. Chun, Jarjisu Sa-Aadu and James D. Shilling
Kimpo College, University of Iowa - Department of Finance and DePaul University

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portfolio choice, asset pricing, and pension funds

9.

Determinants of Real Estate Asset Allocations in Private and Public Pension Plans

Posted: 21 Nov 1999
Brian A. Ciochetti, Jarjisu Sa-Aadu and James D. Shilling
Independent, University of Iowa - Department of Finance and DePaul University

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10.

What Have African Housing Policies Wrought?

REAL ESTATE ECONOMICS, Vol. 24 No. 2
Posted: 19 Jun 1998
Stephen Malpezzi and Jarjisu Sa-Aadu
University of Wisconsin at Madison and University of Iowa - Department of Finance

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11.

Choosing between Fixed and Adjustable-Rate Mortgages: The Case of Commercial Mortgages

J. OF REAL ESTATE FINANCE AND ECONOMICS, Vol. 12 No. 3
Posted: 27 Sep 1996
Upinder Dhillon, Jarjisu Sa-Aadu and James D. Shilling
SUNY at Binghamton - School of Management, University of Iowa - Department of Finance and DePaul University

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