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 27,600

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1,829

SSRN CITATIONS

2

CROSSREF CITATIONS

1

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 1,178 (18,466)
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 199 (163,797)

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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 86 (315,163)

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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 195 (167,018)
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 111 (264,148)

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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 59 (384,629)
Citation 1

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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 (693,781)
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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

Journal of Real Estate Finance and Economics, Vol. 29, No. 3
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

The Journal of Real Estate Finance and Economics, Vol. 19, Iss. 3
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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