Alex Van de Minne

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 17,464

SSRN RANKINGS

Top 17,464

in Total Papers Downloads

3,397

SSRN CITATIONS
Rank 25,052

SSRN RANKINGS

Top 25,052

in Total Papers Citations

13

CROSSREF CITATIONS

24

Scholarly Papers (21)

1.

Where Is the Opportunity in Opportunity Zones? Early Indicators of the Opportunity Zone Program’s Impact on Commercial Property Prices

Number of pages: 44 Posted: 01 Jun 2019 Last Revised: 24 Feb 2021
Alan Sage, Mike Langen and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Henley Business School and University of Connecticut - Department of Finance
Downloads 1,038 (25,401)
Citation 4

Abstract:

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Opportunity Zones, Real Estate, Commercial Real Estate, Tax Incentives

2.

A Bayesian Structural Time Series Approach to Constructing Rent Indexes: An Application to Indian Office Markets

Number of pages: 34 Posted: 14 Nov 2017
Sheharyar Bokhari, David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance
Downloads 397 (89,076)
Citation 1

Abstract:

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commercial real estate, Bayesian inference, time-varying parameter model, rent index

3.

Riskiness of Real Estate Development: A Perspective from Urban Economics & Option Value Theory

Number of pages: 51 Posted: 28 Jan 2017 Last Revised: 02 Aug 2018
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - Department of Finance
Downloads 307 (118,800)
Citation 3

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Highest and Best Use, Commercial Real Estate, Land Values, Depreciation, Option Value

4.

Revisions in Granular Repeat Sales Indices

Number of pages: 46 Posted: 12 Aug 2017
Marc Francke, David Geltner, Alex Van de Minne and Bob White
University of Amsterdam - Faculty of Economics and Business (FEB), Massachusetts Institute of Technology (MIT), University of Connecticut - Department of Finance and Real Capital Analytics (RCA)
Downloads 275 (133,428)
Citation 4

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Commercial Real Estate, Stochastic Volatility, Revisions, Bayesian Repeat Sales

5.

Is there Super-normal Profit in Real Estate Development?

University of Connecticut School of Business Research Paper No. 19-14, MIT Center for Real Estate Research Paper No. 3
Number of pages: 34 Posted: 05 Sep 2019 Last Revised: 03 Dec 2020
David Geltner, Anil Kumar and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Aarhus University, Department of Economics & Business Economics and University of Connecticut - Department of Finance
Downloads 261 (140,772)

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Real Estate Development, REITs, Super-normal Profit, Positive NPV, Real Option

6.

The Effect of Green Retrofitting on US Office Properties: An Investment Perspective

Number of pages: 40 Posted: 30 Aug 2017 Last Revised: 18 Oct 2017
David Geltner, Lucas Moser and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Diener Syz Real Estate and University of Connecticut - Department of Finance
Downloads 237 (155,371)
Citation 2

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commercial real estate, sustainability, retrofit construction, repeat-sales model, structural time series, green buildings

7.

The Dynamics of Liquidity in Commercial Property Markets: Revisiting Supply and Demand Indexes in Real Estate

De Nederlandsche Bank Working Paper No. 583
Number of pages: 34 Posted: 01 Feb 2018 Last Revised: 20 May 2020
Dorinth van Dijk, David Geltner and Alex Van de Minne
De Nederlandsche Bank, Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance
Downloads 223 (164,117)
Citation 2

Abstract:

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Liquidity, Commercial real estate, Bayesian repeat sales price index, Equilibrium dynamics, Constant liquidity index

8.

Forecasting US Commercial Property Price Indexes Using Dynamic Factor Models

Number of pages: 36 Posted: 24 Mar 2018
Alex Van de Minne, Marc Francke and David Geltner
University of Connecticut - Department of Finance, University of Amsterdam - Faculty of Economics and Business (FEB) and Massachusetts Institute of Technology (MIT)
Downloads 153 (229,198)

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Structural Time Series, EM Algorithm

9.

Intrinsic Real Option Value: Empirical Evidence from Commercial Real Estate Investors

MIT Center for Real Estate Research Paper No. 10
Number of pages: 41 Posted: 13 Nov 2020
Simon Buechler, Alex Van de Minne and Olivier Schöni
MIT Center for Real Estate, University of Connecticut - Department of Finance and University of Bern
Downloads 76 (371,795)

Abstract:

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Real option, intrinsic option value, tangible assets, real estate investments

10.

Preferences of Institutional Investors in Commercial Real Estate

Number of pages: 57 Posted: 31 Dec 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - Department of Finance
Downloads 68 (395,214)

Abstract:

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hazard model, frailty, segmentation

11.

Dealing with Unobserved Heterogeneity in Hedonic Price Models

Number of pages: 41 Posted: 01 Oct 2018 Last Revised: 18 Dec 2018
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - Department of Finance
Downloads 67 (398,345)
Citation 3

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Bayesian Inference, Besag model, Commercial real estate, INLA, Leave-on-out-cross validation, Travelings Salesperson Problem

12.

The Effect of Credit Conditions on the Dutch Housing Market

De Nederlandsche Bank Working Paper No. 447
Number of pages: 35 Posted: 18 Nov 2014
Marc Francke, Alex Van de Minne and Johan Verbruggen
University of Amsterdam - Faculty of Economics and Business (FEB), University of Connecticut - Department of Finance and De Nederlandsche Bank - Research Department
Downloads 62 (414,581)
Citation 6

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lending standards, financial liberation, housing prices

13.

Does Housing Vintage Matter? Exploring the Historic City Center of Amsterdam

De Nederlandsche Bank Working Paper No. 617
Number of pages: 28 Posted: 19 Dec 2018
Lyndsey Rolheiser, Dorinth van Dijk and Alex Van de Minne
Ryerson University, School of Urban & Regional Planning, De Nederlandsche Bank and University of Connecticut - Department of Finance
Downloads 57 (431,780)
Citation 2

Abstract:

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land and structure prices, depreciation, new construction, structural time series

14.

Does Investor Size Matter? Evidence from Commercial Real Estate Transactions

Number of pages: 45 Posted: 24 Oct 2019 Last Revised: 09 Feb 2021
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Cornell SC Johnson College of Business, University College London and University of Connecticut - Department of Finance
Downloads 53 (446,337)

Abstract:

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Investor size; Bayesian estimation, price and holding period, market segmentation, bargaining intensity.

15.

A Machine Learning Approach to Price Indices: Applications in Real Estate

Number of pages: 30 Posted: 27 Oct 2020
Felipe Dutra Calainho, Alex Van de Minne and Marc Francke
University of Amsterdam, Faculty of Economics and Business (FEB), Students, University of Connecticut - Department of Finance and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 45 (478,270)

Abstract:

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real estate price indexes, machine learning, AVMs

16.

Demand and Supply of Mortgage Credit

De Nederlandsche Bank Working Paper No. 486
Number of pages: 26 Posted: 19 Nov 2015
Alex Van de Minne and Federica Teppa
University of Connecticut - Department of Finance and De Nederlandsche Bank
Downloads 44 (482,604)

Abstract:

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house prices, mortgage credit, credit conditions

17.

Daily Appraisal of Commercial Real Estate A New Mixed Frequency Approach

University of Connecticut School of Business Research Paper No. 21-05
Number of pages: 39 Posted: 15 Mar 2021 Last Revised: 07 Apr 2021
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - Department of Finance
Downloads 33 (534,308)

Abstract:

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Index Revision, Listed Markets, Price Discovery, Price Indices, Private Markets, REITs, Repeat Sales Model

18.

Land, Structure and Depreciation

Real Estate Economics, Vol. 45, Issue 2, pp. 415-451, 2017
Number of pages: 37 Posted: 19 Apr 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - Department of Finance
Downloads 1 (761,027)
Citation 5
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19.

The Hierarchical Repeat Sales Model for Granular Commercial Real Estate and Residential Price Indices

Journal of Real Estate Finance and Economics, Vol. 55, No. 4, 2017
Posted: 27 Nov 2017
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - Department of Finance

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commercial real estate; Residential real estate; property price indices; Thin markets; Bayesian inference; Kalman filter; State space models

20.

Do Different Price Points Exhibit Different Investment Risk and Return Commercial Real Estate

Posted: 28 Jan 2017
David Geltner and Alex Van de Minne
Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance

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commercial real estate, quantile regression, chained hedonic index, investment property, equilibrium asset pricing, price of risk

21.

Land, Structure & Depreciation

Real Estate Economics, Forthcoming
Posted: 08 Jan 2015
Marc Francke and Alex Van de Minne
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Connecticut - Department of Finance

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Hedonic Price Model, House prices, Maintenance