Alex Van de Minne

University of Connecticut - Department of Finance

School of Business

2100 Hillside Road

Storrs, CT 06269

United States

SCHOLARLY PAPERS

18

DOWNLOADS
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in Total Papers Downloads

2,113

SSRN CITATIONS
Rank 27,295

SSRN RANKINGS

Top 27,295

in Total Papers Citations

5

CROSSREF CITATIONS

21

Scholarly Papers (18)

1.

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

Number of pages: 52 Posted: 01 Jun 2019 Last Revised: 15 Oct 2019
Alan Sage, Mike Langen and Alex Van de Minne
Massachusetts Institute of Technology (MIT), Maastricht University - Department of Finance and University of Connecticut - Department of Finance
Downloads 549 (51,227)

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 365 (84,224)
Citation 2

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

3.

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 248 (128,103)
Citation 4

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

4.

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 245 (129,718)
Citation 2

Abstract:

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

5.

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 185 (169,265)
Citation 2

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

6.

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: 32 Posted: 01 Feb 2018 Last Revised: 26 Jan 2019
Dorinth van Dijk, David Geltner and Alex Van de Minne
University of Amsterdam, Massachusetts Institute of Technology (MIT) and University of Connecticut - Department of Finance
Downloads 140 (214,631)

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

7.

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 89 (296,301)

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Structural Time Series, EM Algorithm

8.

Super-Normal Profit in Real Estate Development

University of Connecticut School of Business Research Paper No. 19-14
Number of pages: 42 Posted: 05 Sep 2019 Last Revised: 04 Nov 2019
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 75 (328,512)

Abstract:

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

9.

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 52 (395,479)
Citation 6

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lending standards, financial liberation, housing prices

10.

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 46 (416,645)
Citation 1

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

11.

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 40 (440,044)

Abstract:

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house prices, mortgage credit, credit conditions

12.

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
Harvard University - Center for Population and Development Studies, University of Amsterdam and University of Connecticut - Department of Finance
Downloads 32 (474,826)
Citation 1

Abstract:

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

13.

Information Asymmetries, Financial Constraints and Institutional Investment: Evidence from the Real Estate Market

Number of pages: 41 Posted: 24 Oct 2019
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Warwick Business School, University of Warwick, University College London and University of Connecticut - Department of Finance
Downloads 27 (500,173)

Abstract:

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14.

Preferences of Institutional Investors in Commercial Real Estate

Number of pages: 46 Posted: 31 Dec 2019
Dragana Cvijanovic, Stanimira Milcheva and Alex Van de Minne
Warwick Business School, University of Warwick, University College London and University of Connecticut - Department of Finance
Downloads 19 (547,120)

Abstract:

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hazard model, frailty, segmentation

15.

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 (674,430)
Citation 2
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16.

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

Abstract:

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

17.

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

Abstract:

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

18.

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

Abstract:

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Hedonic Price Model, House prices, Maintenance